# EDGAR Filing Document

**Accession Number:** 0002026275
**File Stem:** 0001410368-25-006572
**Filing Date:** 2025-9
**Character Count:** 1983359
**Document Hash:** f321f097cd02d3281bf22906385cdb41
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-006572.hdr.sgml**: 20250917

**ACCESSION NUMBER**: 0001410368-25-006572

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250917

**DATE AS OF CHANGE**: 20250917

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Wellington Global Multi-Strategy Fund
- **CENTRAL INDEX KEY:** 0002026275

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23973
- **FILM NUMBER:** 251319527

**BUSINESS ADDRESS:**
- **STREET 1:** 280 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-790-7151

**MAIL ADDRESS:**
- **STREET 1:** 280 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Nport-Ex

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited)

July 31, 2025

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Cost** | **Value** |
|  |  | **Bank Loans \* (2.10%)** | **Bank Loans \* (2.10%)** | **Bank Loans \* (2.10%)** | **Bank Loans \* (2.10%)** | **Bank Loans \* (2.10%)** |
|  |  | **France (0.97%)** | **France (0.97%)** | **France (0.97%)** | **France (0.97%)** | **France (0.97%)** |
|  |  | Communications | Communications | Communications | Communications | Communications |
| USD | 525000 | Altice France SA 2023 USD Term Loan B14 | 9.82% | 08/15/2028 | $490437 | $487594 |
|  |  | **United States (1.13%)** | **United States (1.13%)** | **United States (1.13%)** | **United States (1.13%)** | **United States (1.13%)** |
|  |  | Communications | Communications | Communications | Communications | Communications |
|  | 575135 | CSC Holdings LLC 2019 Term Loan B5 | 9.00% | 04/15/2027 | &nbsp;&nbsp; 549329 | &nbsp;&nbsp; 565789 |
|  |  | **Total Bank Loans** | **Total Bank Loans** | **Total Bank Loans** | &nbsp;&nbsp;&nbsp;&nbsp; 1039766 | &nbsp;&nbsp;&nbsp;&nbsp; 1053383 |
|  |  | **Convertible Bonds (3.50%)** | **Convertible Bonds (3.50%)** | **Convertible Bonds (3.50%)** | **Convertible Bonds (3.50%)** | **Convertible Bonds (3.50%)** |
|  |  | **Canada (0.02%)** | **Canada (0.02%)** | **Canada (0.02%)** | **Canada (0.02%)** | **Canada (0.02%)** |
|  |  | Energy | Energy | Energy | Energy | Energy |
| CAD | 14000 | Advantage Energy Ltd. 144A | 5.00% | 06/30/2029 | &nbsp;&nbsp; 9924 | &nbsp;&nbsp; 10590 |
|  |  | **United States (3.48%)** | **United States (3.48%)** | **United States (3.48%)** | **United States (3.48%)** | **United States (3.48%)** |
|  |  | Communications | Communications | Communications | Communications | Communications |
| USD | 418000 | AST SpaceMobile, Inc. 144A (A) | 2.38% | 10/15/2032 | &nbsp;&nbsp; 418000 | &nbsp;&nbsp; 437228 |
|  |  | Financial | Financial | Financial | Financial | Financial |
|  | 170000 | MARA Holdings, Inc. 144A + | 0.29% | 08/01/2032 | &nbsp;&nbsp; 166623 | &nbsp;&nbsp; 160264 |
|  |  | Industrial | Industrial | Industrial | Industrial | Industrial |
|  | 285000 | Mirion Technologies, Inc. 144A | 0.25% | 06/01/2030 | &nbsp;&nbsp; 324632 | &nbsp;&nbsp; 335587 |
|  |  | Technology | Technology | Technology | Technology | Technology |
|  | 400000 | Datadog, Inc. 144A + | 0.10% | 12/01/2029 | &nbsp;&nbsp; 398280 | &nbsp;&nbsp; 388218 |
|  |  | Utilities | Utilities | Utilities | Utilities | Utilities |
|  | 417000 | CenterPoint Energy, Inc. 144A | 3.00% | 08/01/2028 | &nbsp;&nbsp; 417000 | &nbsp;&nbsp; 421378 |
|  |  | **Total United States** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1724535 | &nbsp;&nbsp;&nbsp;&nbsp; 1742675 |
|  |  | **Total Convertible Bonds** | **Total Convertible Bonds** | **Total Convertible Bonds** | &nbsp;&nbsp;&nbsp;&nbsp; 1734459 | &nbsp;&nbsp;&nbsp;&nbsp; 1753265 |
|  |  | **Corporate Obligations (36.72%)** | **Corporate Obligations (36.72%)** | **Corporate Obligations (36.72%)** | **Corporate Obligations (36.72%)** | **Corporate Obligations (36.72%)** |
|  |  | **Germany (B) (0.89%)** | **Germany (B) (0.89%)** | **Germany (B) (0.89%)** | **Germany (B) (0.89%)** | **Germany (B) (0.89%)** |
|  |  | Financial | Financial | Financial | Financial | Financial |
| AUD | 675000 | Kreditanstalt fuer Wiederaufbau | 4.45% | 01/16/2030 | &nbsp;&nbsp; 447392 | &nbsp;&nbsp; 443693 |
|  |  | **Japan (0.42%)** | **Japan (0.42%)** | **Japan (0.42%)** | **Japan (0.42%)** | **Japan (0.42%)** |
|  |  | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical |
| USD | 200000 | Nissan Motor Co. Ltd. 144A | 8.13% | 07/17/2035 | &nbsp;&nbsp; 200000 | &nbsp;&nbsp; 209956 |
|  |  | **Mexico (0.51%)** | **Mexico (0.51%)** | **Mexico (0.51%)** | **Mexico (0.51%)** | **Mexico (0.51%)** |
|  |  | Energy | Energy | Energy | Energy | Energy |
|  | 300000 | Petroleos Mexicanos | 7.69% | 01/23/2050 | &nbsp;&nbsp; 232460 | &nbsp;&nbsp; 253140 |
|  |  | **Netherlands (0.84%)** | **Netherlands (0.84%)** | **Netherlands (0.84%)** | **Netherlands (0.84%)** | **Netherlands (0.84%)** |
|  |  | Industrial | Industrial | Industrial | Industrial | Industrial |
|  | 200000 | Trivium Packaging Finance BV 144A | 8.25% | 07/15/2030 | &nbsp;&nbsp; 200000 | &nbsp;&nbsp; 210608 |
|  | 200000 | Trivium Packaging Finance BV 144A | 12.25% | 01/15/2031 | &nbsp;&nbsp; 200000 | &nbsp;&nbsp; 209999 |
|  |  | **Total Netherlands** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420607 |
|  |  | **Qatar (A) (0.71%)** | **Qatar (A) (0.71%)** | **Qatar (A) (0.71%)** | **Qatar (A) (0.71%)** | **Qatar (A) (0.71%)** |
|  |  | Energy | Energy | Energy | Energy | Energy |
|  | 525000 | QatarEnergy REG S | 3.30% | 07/12/2051 | &nbsp;&nbsp; 350702 | &nbsp;&nbsp; 356344 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Cost** | **Value** |
|  |  | **Corporate Obligations (continued)** | **Corporate Obligations (continued)** | **Corporate Obligations (continued)** | **Corporate Obligations (continued)** | **Corporate Obligations (continued)** |
|  |  | **Supranational (B) (5.88%)** | **Supranational (B) (5.88%)** | **Supranational (B) (5.88%)** | **Supranational (B) (5.88%)** | **Supranational (B) (5.88%)** |
|  |  | Financial | Financial | Financial | Financial | Financial |
| GBP | 861000 | Central American Bank for Economic Integration REG S | 4.63% | 02/14/2028 | $1151381 | $1142328 |
| USD | 376000 | Corp. Andina de Fomento | 4.13% | 01/07/2028 | &nbsp;&nbsp; 375350 | &nbsp;&nbsp; 374161 |
|  | 765000 | Corp. Andina de Fomento | 4.13% | 06/30/2028 | &nbsp;&nbsp; 763900 | &nbsp;&nbsp; 761981 |
| EUR | 600000 | European Investment Bank Series EARN REG S | 3.00% | 02/15/2039 | &nbsp;&nbsp; 686254 | &nbsp;&nbsp; 668886 |
|  |  | **Total Supranational** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2976885 | &nbsp;&nbsp;&nbsp;&nbsp; 2947356 |
|  |  | **United States (27.47%)** | **United States (27.47%)** | **United States (27.47%)** | **United States (27.47%)** | **United States (27.47%)** |
|  |  | Basic Materials | Basic Materials | Basic Materials | Basic Materials | Basic Materials |
|  | 250000 | Dow Chemical Co. | 1.88% | 03/15/2040 | &nbsp;&nbsp; 209182 | &nbsp;&nbsp; 203262 |
| USD | 200000 | Dow Chemical Co. | 6.90% | 05/15/2053 | &nbsp;&nbsp; 206459 | &nbsp;&nbsp; 209340 |
|  | 665000 | Inversion Escrow Issuer LLC 144A ± | 6.75% | 08/01/2032 | &nbsp;&nbsp; 665000 | &nbsp;&nbsp; 657128 |
|  |  | Communications | Communications | Communications | Communications | Communications |
| EUR | 100000 | Alphabet, Inc. | 4.00% | 05/06/2054 | &nbsp;&nbsp; 112416 | &nbsp;&nbsp; 113239 |
| USD | 250000 | Alphabet, Inc. | 5.30% | 05/15/2065 | &nbsp;&nbsp; 240791 | &nbsp;&nbsp; 242753 |
|  | 150000 | Cogent Communications Group LLC/Cogent Finance, Inc. 144A | 6.50% | 07/01/2032 | &nbsp;&nbsp; 148152 | &nbsp;&nbsp; 146997 |
|  | 200000 | CSC Holdings LLC 144A | 11.75% | 01/31/2029 | &nbsp;&nbsp; 185997 | &nbsp;&nbsp; 187078 |
|  | 270000 | DISH Network Corp. 144A | 11.75% | 11/15/2027 | &nbsp;&nbsp; 280104 | &nbsp;&nbsp; 281189 |
|  | 640000 | EW Scripps Co. 144A ± | 9.88% | 08/15/2030 | &nbsp;&nbsp; 636858 | &nbsp;&nbsp; 636001 |
|  | 450000 | Univision Communications, Inc. 144A (A) | 9.38% | 08/01/2032 | &nbsp;&nbsp; 451643 | &nbsp;&nbsp; 466920 |
|  |  | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical |
|  | 500000 | BCPE Ulysses Intermediate, Inc. 144A PIK (A) | 7.75% | 04/01/2027 | &nbsp;&nbsp; 487300 | &nbsp;&nbsp; 499921 |
| EUR | 200000 | Stellantis NV REG S (B) | 3.75% | 03/19/2036 | &nbsp;&nbsp; 215174 | &nbsp;&nbsp; 210224 |
| USD | 625000 | Warnermedia Holdings, Inc. (A) | 4.28% | 03/15/2032 | &nbsp;&nbsp; 521915 | &nbsp;&nbsp; 525619 |
|  | 420000 | Warnermedia Holdings, Inc. | 5.05% | 03/15/2042 | &nbsp;&nbsp; 285924 | &nbsp;&nbsp; 280749 |
|  | 57000 | Warnermedia Holdings, Inc. | 5.14% | 03/15/2052 | &nbsp;&nbsp; 37233 | &nbsp;&nbsp; 35205 |
|  |  | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical |
|  | 785000 | Centene Corp. (A) | 2.63% | 08/01/2031 | &nbsp;&nbsp; 659526 | &nbsp;&nbsp; 655523 |
|  | 900000 | Centene Corp. | 3.00% | 10/15/2030 | &nbsp;&nbsp; 789813 | &nbsp;&nbsp; 783865 |
|  | 234440 | Chobani Holdco II LLC 144A PIK | 8.75% | 10/01/2029 | &nbsp;&nbsp; 248694 | &nbsp;&nbsp; 251456 |
|  | 250000 | Humana, Inc. | 6.00% | 05/01/2055 | &nbsp;&nbsp; 234826 | &nbsp;&nbsp; 240228 |
|  | 145000 | Kraft Heinz Foods Co. | 4.38% | 06/01/2046 | &nbsp;&nbsp; 113094 | &nbsp;&nbsp; 115201 |
|  | 185000 | Kraft Heinz Foods Co. | 4.88% | 10/01/2049 | &nbsp;&nbsp; 152652 | &nbsp;&nbsp; 154669 |
|  | 375000 | Kraft Heinz Foods Co. | 5.00% | 06/04/2042 | &nbsp;&nbsp; 329401 | &nbsp;&nbsp; 333674 |
|  | 325000 | Kraft Heinz Foods Co. | 5.20% | 07/15/2045 | &nbsp;&nbsp; 283400 | &nbsp;&nbsp; 287954 |
|  | 55000 | Kraft Heinz Foods Co. | 5.50% | 06/01/2050 | &nbsp;&nbsp; 49390 | &nbsp;&nbsp; 49721 |
| EUR | 115000 | Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc. 144A | 5.50% | 05/15/2033 | &nbsp;&nbsp; 129691 | &nbsp;&nbsp; 137256 |
|  |  | Energy | Energy | Energy | Energy | Energy |
| USD | 168000 | Aethon United BR LP/Aethon United Finance Corp. 144A | 7.50% | 10/01/2029 | &nbsp;&nbsp; 172907 | &nbsp;&nbsp; 176021 |
|  | 175000 | ConocoPhillips Co. | 5.50% | 01/15/2055 | &nbsp;&nbsp; 160983 | &nbsp;&nbsp; 165089 |
|  | 125000 | Continental Resources, Inc. | 4.90% | 06/01/2044 | &nbsp;&nbsp; 97934 | &nbsp;&nbsp; 98071 |
|  | 525000 | Diamondback Energy, Inc. (A) | 5.75% | 04/18/2054 | &nbsp;&nbsp; 485145 | &nbsp;&nbsp; 487615 |
|  | 360000 | Diamondback Energy, Inc. | 5.90% | 04/18/2064 | &nbsp;&nbsp; 333722 | &nbsp;&nbsp; 332468 |
|  | 69000 | DT Midstream, Inc. 144A | 4.38% | 06/15/2031 | &nbsp;&nbsp; 64511 | &nbsp;&nbsp; 65674 |
|  | 124000 | EQT Corp. | 5.75% | 02/01/2034 | &nbsp;&nbsp; 125971 | &nbsp;&nbsp; 127510 |
|  | 62000 | Excelerate Energy LP 144A | 8.00% | 05/15/2030 | &nbsp;&nbsp; 64333 | &nbsp;&nbsp; 64905 |
|  | 60000 | Kimmeridge Texas Gas LLC 144A | 8.50% | 02/15/2030 | &nbsp;&nbsp; 60034 | &nbsp;&nbsp; 61648 |
|  | 505000 | Venture Global LNG, Inc. 144A ~\* | 9.00% | 03/30/2050 | &nbsp;&nbsp; 479854 | &nbsp;&nbsp; 505129 |
|  | 126000 | Williams Cos., Inc. | 5.15% | 03/15/2034 | &nbsp;&nbsp; 124179 | &nbsp;&nbsp; 125509 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Cost** | **Value** |
|  |  | **Corporate Obligations (continued)** | **Corporate Obligations (continued)** | **Corporate Obligations (continued)** | **Corporate Obligations (continued)** | **Corporate Obligations (continued)** |
|  |  | **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
|  |  | Financial | Financial | Financial | Financial | Financial |
| USD | 270000 | Freedom Mortgage Holdings LLC 144A | 8.38% | 04/01/2032 | $270941 | $276149 |
|  | 545000 | Freedom Mortgage Holdings LLC 144A (A) | 9.25% | 02/01/2029 | &nbsp;&nbsp; 563422 | &nbsp;&nbsp; 568047 |
|  | 775000 | Goldman Sachs Group, Inc. (A) | 5.15% | 05/22/2045 | &nbsp;&nbsp; 687535 | &nbsp;&nbsp; 699720 |
|  | 550000 | Planet Financial Group LLC 144A (A) | 10.50% | 12/15/2029 | &nbsp;&nbsp; 560789 | &nbsp;&nbsp; 561216 |
|  | 275000 | Visa, Inc. | 2.00% | 08/15/2050 | &nbsp;&nbsp; 149128 | &nbsp;&nbsp; 147490 |
|  |  | Industrial | Industrial | Industrial | Industrial | Industrial |
|  | 313000 | CP Atlas Buyer, Inc. 144A | 9.75% | 07/15/2030 | &nbsp;&nbsp; 318786 | &nbsp;&nbsp; 315811 |
|  |  | Technology | Technology | Technology | Technology | Technology |
|  | 605000 | Cloud Software Group, Inc. 144A | 9.00% | 09/30/2029 | &nbsp;&nbsp; 606349 | &nbsp;&nbsp; 626091 |
|  | 480000 | Pagaya U.S. Holdings Co. LLC 144A (A) | 8.88% | 08/01/2030 | &nbsp;&nbsp; 481472 | &nbsp;&nbsp; 476866 |
|  | 177000 | Rocket Software, Inc. 144A | 6.50% | 02/15/2029 | &nbsp;&nbsp; 172916 | &nbsp;&nbsp; 172099 |
|  |  | **Total United States** |  |  | &nbsp;&nbsp;&nbsp; 13655546 | &nbsp;&nbsp;&nbsp; 13758300 |
|  |  | **Total Corporate Obligations** | **Total Corporate Obligations** | **Total Corporate Obligations** | &nbsp;&nbsp;&nbsp; 18262985 | &nbsp;&nbsp;&nbsp; 18389396 |
|  |  | **Foreign Government Obligations (297.81%)** | **Foreign Government Obligations (297.81%)** | **Foreign Government Obligations (297.81%)** | **Foreign Government Obligations (297.81%)** | **Foreign Government Obligations (297.81%)** |
|  |  | **Austria (0.08%)** | **Austria (0.08%)** | **Austria (0.08%)** | **Austria (0.08%)** | **Austria (0.08%)** |
| EUR | 100000 | Republic of Austria Government Bonds REG S | 0.70% | 04/20/2071 | &nbsp;&nbsp; 40351 | &nbsp;&nbsp; 39881 |
|  |  | **Brazil (A) (0.85%)** | **Brazil (A) (0.85%)** | **Brazil (A) (0.85%)** | **Brazil (A) (0.85%)** | **Brazil (A) (0.85%)** |
| USD | 425000 | Brazil Government International Bonds | 6.63% | 03/15/2035 | &nbsp;&nbsp; 422694 | &nbsp;&nbsp; 427125 |
|  |  | **Bulgaria (B) (1.91%)** | **Bulgaria (B) (1.91%)** | **Bulgaria (B) (1.91%)** | **Bulgaria (B) (1.91%)** | **Bulgaria (B) (1.91%)** |
| EUR | 824000 | Bulgaria Government International Bonds Series 13YR REG S | 4.13% | 05/07/2038 | &nbsp;&nbsp; 969106 | &nbsp;&nbsp; 954941 |
|  |  | **Canada (B) (46.96%)** | **Canada (B) (46.96%)** | **Canada (B) (46.96%)** | **Canada (B) (46.96%)** | **Canada (B) (46.96%)** |
|  | 3993000 | CDP Financial, Inc. REG S | 2.75% | 02/13/2032 | &nbsp;&nbsp; 4540229 | &nbsp;&nbsp; 4512699 |
|  | 995000 | CPPIB Capital, Inc. REG S | 2.88% | 01/30/2032 | &nbsp;&nbsp; 1142065 | &nbsp;&nbsp; 1135281 |
| AUD | 710000 | CPPIB Capital, Inc. REG S | 4.20% | 05/02/2028 | &nbsp;&nbsp; 466233 | &nbsp;&nbsp; 461434 |
|  | 3262000 | CPPIB Capital, Inc. REG S | 4.40% | 01/15/2029 | &nbsp;&nbsp; 2151200 | &nbsp;&nbsp; 2132969 |
|  | 2841000 | CPPIB Capital, Inc. REG S | 4.60% | 01/16/2030 | &nbsp;&nbsp; 1885634 | &nbsp;&nbsp; 1869950 |
| EUR | 900000 | Ontario Teachers' Finance Trust 144A | 2.85% | 12/04/2031 | &nbsp;&nbsp; 1033211 | &nbsp;&nbsp; 1026778 |
|  | 1135000 | Ontario Teachers' Finance Trust REG S | 0.10% | 05/19/2028 | &nbsp;&nbsp; 1227771 | &nbsp;&nbsp; 1219601 |
|  | 286000 | Ontario Teachers' Finance Trust REG S | 2.85% | 12/04/2031 | &nbsp;&nbsp; 333935 | &nbsp;&nbsp; 326295 |
| AUD | 686000 | Province of Alberta | 5.20% | 05/15/2034 | &nbsp;&nbsp; 451940 | &nbsp;&nbsp; 448785 |
| USD | 1807000 | Province of British Columbia | 4.80% | 06/11/2035 | &nbsp;&nbsp; 1811479 | &nbsp;&nbsp; 1816166 |
| AUD | 710000 | Province of British Columbia | 5.25% | 05/23/2034 | &nbsp;&nbsp; 469189 | &nbsp;&nbsp; 467387 |
|  | 1170000 | Province of British Columbia REG S | 4.95% | 07/16/2032 | &nbsp;&nbsp; 772224 | &nbsp;&nbsp; 767823 |
|  | 612000 | Province of Manitoba | 4.85% | 08/28/2034 | &nbsp;&nbsp; 391679 | &nbsp;&nbsp; 390288 |
| USD | 2510000 | Province of Ontario | 4.85% | 06/11/2035 | &nbsp;&nbsp; 2530940 | &nbsp;&nbsp; 2537007 |
| EUR | 334000 | Province of Quebec REG S + | 2.58% | 10/15/2029 | &nbsp;&nbsp; 349137 | &nbsp;&nbsp; 343362 |
| AUD | 1923000 | PSP Capital, Inc. | 4.50% | 09/05/2031 | &nbsp;&nbsp; 1251742 | &nbsp;&nbsp; 1242222 |
| EUR | 880000 | PSP Capital, Inc. 144A | 3.25% | 07/02/2034 | &nbsp;&nbsp; 1013789 | &nbsp;&nbsp; 1009261 |
|  | 372000 | PSP Capital, Inc. REG S | 3.25% | 07/02/2034 | &nbsp;&nbsp; 428785 | &nbsp;&nbsp; 426642 |
| AUD | 2111000 | PSP Capital, Inc. REG S | 4.60% | 02/06/2029 | &nbsp;&nbsp; 1398786 | &nbsp;&nbsp; 1385543 |
|  |  | **Total Canada** |  |  | &nbsp;&nbsp;&nbsp; 23649968 | &nbsp;&nbsp;&nbsp; 23519493 |
|  |  | **Dominican Republic (0.31%)** | **Dominican Republic (0.31%)** | **Dominican Republic (0.31%)** | **Dominican Republic (0.31%)** | **Dominican Republic (0.31%)** |
| USD | 150000 | Dominican Republic International Bonds REG S | 6.95% | 03/15/2037 | &nbsp;&nbsp; 149997 | &nbsp;&nbsp; 153488 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Cost** | **Value** |
|  |  | **Foreign Government Obligations (continued)** | **Foreign Government Obligations (continued)** | **Foreign Government Obligations (continued)** | **Foreign Government Obligations (continued)** | **Foreign Government Obligations (continued)** |
|  |  | **Finland (B) (0.92%)** | **Finland (B) (0.92%)** | **Finland (B) (0.92%)** | **Finland (B) (0.92%)** | **Finland (B) (0.92%)** |
| EUR | 404000 | Finland Government Bonds Series 10YR REG S | 3.00% | 09/15/2035 | $473945 | $459480 |
|  |  | **France (B) (3.68%)** | **France (B) (3.68%)** | **France (B) (3.68%)** | **France (B) (3.68%)** | **France (B) (3.68%)** |
|  | 1262000 | French Republic Government Bonds OAT REG S | 0.75% | 05/25/2053 | &nbsp;&nbsp; 659198 | &nbsp;&nbsp; 656076 |
|  | 1069200 | French Republic Government Bonds OAT REG S | 3.60% | 05/25/2042 | &nbsp;&nbsp; 1196107 | &nbsp;&nbsp; 1188638 |
|  |  | **Total France** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1855305 | &nbsp;&nbsp;&nbsp;&nbsp; 1844714 |
|  |  | **Germany (B) (6.99%)** | **Germany (B) (6.99%)** | **Germany (B) (6.99%)** | **Germany (B) (6.99%)** | **Germany (B) (6.99%)** |
|  | 968000 | Bundesrepublik Deutschland Bundesanleihe REG S | 1.25% | 08/15/2048 | &nbsp;&nbsp; 769969 | &nbsp;&nbsp; 771666 |
|  | 1337625 | Bundesrepublik Deutschland Bundesanleihe REG S | 1.80% | 08/15/2053 | &nbsp;&nbsp; 1155832 | &nbsp;&nbsp; 1150926 |
|  | 1774000 | State of North Rhine-Westphalia REG S | 1.45% | 01/19/2122 | &nbsp;&nbsp; 838040 | &nbsp;&nbsp; 831406 |
|  | 517000 | State of North Rhine-Westphalia REG S | 1.75% | 10/26/2057 | &nbsp;&nbsp; 375178 | &nbsp;&nbsp; 366894 |
|  | 368000 | State of North Rhine-Westphalia REG S | 3.40% | 03/07/2073 | &nbsp;&nbsp; 386366 | &nbsp;&nbsp; 381798 |
|  |  | **Total Germany** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3525385 | &nbsp;&nbsp;&nbsp;&nbsp; 3502690 |
|  |  | **Greece (B) (20.84%)** | **Greece (B) (20.84%)** | **Greece (B) (20.84%)** | **Greece (B) (20.84%)** | **Greece (B) (20.84%)** |
|  | 2113000 | Hellenic Republic Government Bonds REG S | 1.50% | 06/18/2030 | &nbsp;&nbsp; 2310199 | &nbsp;&nbsp; 2290535 |
|  | 1007000 | Hellenic Republic Government Bonds REG S | 3.63% | 06/15/2035 | &nbsp;&nbsp; 1196806 | &nbsp;&nbsp; 1178499 |
|  | 4824000 | Hellenic Republic Government Bonds REG S | 4.13% | 06/15/2054 | &nbsp;&nbsp; 5493966 | &nbsp;&nbsp; 5465674 |
|  | 1221000 | Hellenic Republic Government Bonds REG S | 4.38% | 07/18/2038 | &nbsp;&nbsp; 1511706 | &nbsp;&nbsp; 1500282 |
|  |  | **Total Greece** |  |  | &nbsp;&nbsp;&nbsp; 10512677 | &nbsp;&nbsp;&nbsp; 10434990 |
|  |  | **Hungary (0.49%)** | **Hungary (0.49%)** | **Hungary (0.49%)** | **Hungary (0.49%)** | **Hungary (0.49%)** |
|  | 410000 | Hungary Government International Bonds Series 30YR REG S | 1.50% | 11/17/2050 | &nbsp;&nbsp; 239473 | &nbsp;&nbsp; 243431 |
|  |  | **Italy (B) (78.24%)** | **Italy (B) (78.24%)** | **Italy (B) (78.24%)** | **Italy (B) (78.24%)** | **Italy (B) (78.24%)** |
|  | 5268000 | Italy Buoni Poliennali Del Tesoro Series 11YR REG S | 0.90% | 04/01/2031 | &nbsp;&nbsp; 5514050 | &nbsp;&nbsp; 5425868 |
|  | 3505000 | Italy Buoni Poliennali Del Tesoro Series 13YR REG S | 4.05% | 10/30/2037 | &nbsp;&nbsp; 4200109 | &nbsp;&nbsp; 4161730 |
|  | 12327000 | Italy Buoni Poliennali Del Tesoro Series 15YR REG S | 3.85% | 10/01/2040 | &nbsp;&nbsp; 14190322 | &nbsp;&nbsp; 14000233 |
|  | 903000 | Italy Buoni Poliennali Del Tesoro Series 20YR REG S | 4.10% | 04/30/2046 | &nbsp;&nbsp; 1066035 | &nbsp;&nbsp; 1036761 |
|  | 1096000 | Italy Buoni Poliennali Del Tesoro Series 30YR REG S | 2.15% | 09/01/2052 | &nbsp;&nbsp; 842408 | &nbsp;&nbsp; 845957 |
|  | 1480000 | Italy Buoni Poliennali Del Tesoro Series 5YR REG S | 2.95% | 07/01/2030 | &nbsp;&nbsp; 1717271 | &nbsp;&nbsp; 1712642 |
|  | 605000 | Italy Buoni Poliennali Del Tesoro Series 7YR REG S | 3.15% | 11/15/2031 | &nbsp;&nbsp; 704387 | &nbsp;&nbsp; 699455 |
|  | 4039000 | Italy Buoni Poliennali Del Tesoro Series 7YR REG S | 3.50% | 02/15/2031 | &nbsp;&nbsp; 4813177 | &nbsp;&nbsp; 4776695 |
|  | 4092000 | Italy Buoni Poliennali Del Tesoro Series 7YR REG S | 4.00% | 11/15/2030 | &nbsp;&nbsp; 4998413 | &nbsp;&nbsp; 4960287 |
|  | 1342954 | Italy Buoni Poliennali Del Tesoro Series CPI REG S « | 2.55% | 05/15/2056 | &nbsp;&nbsp; 1566792 | &nbsp;&nbsp; 1562053 |
|  |  | **Total Italy** |  |  | &nbsp;&nbsp;&nbsp; 39612964 | &nbsp;&nbsp;&nbsp; 39181681 |
|  |  | **Japan (B) (11.87%)** | **Japan (B) (11.87%)** | **Japan (B) (11.87%)** | **Japan (B) (11.87%)** | **Japan (B) (11.87%)** |
| JPY | 375461460 | Japan Government CPI-Linked Bonds Series 24 « | 0.10% | 03/10/2029 | &nbsp;&nbsp; 2654692 | &nbsp;&nbsp; 2571056 |
|  | 64899806 | Japan Government CPI-Linked Bonds Series 26 +« (C) | (1.12%) | 03/10/2031 | &nbsp;&nbsp; 471463 | &nbsp;&nbsp; 452816 |
|  | 259167025 | Japan Government CPI-Linked Bonds Series 28 +« (C) | (0.42%) | 03/10/2033 | &nbsp;&nbsp; 1825251 | &nbsp;&nbsp; 1764235 |
|  | 104555300 | Japan Government CPI-Linked Bonds Series 30 +« | 0.03% | 03/10/2035 | &nbsp;&nbsp; 702120 | &nbsp;&nbsp; 693472 |
|  | 70850000 | Japan Government Twenty Year Bonds Series 192 | 2.40% | 03/20/2045 | &nbsp;&nbsp; 468487 | &nbsp;&nbsp; 461836 |
|  |  | **Total Japan** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 6122013 | &nbsp;&nbsp;&nbsp;&nbsp; 5943415 |
|  |  | **Netherlands (B) (17.56%)** | **Netherlands (B) (17.56%)** | **Netherlands (B) (17.56%)** | **Netherlands (B) (17.56%)** | **Netherlands (B) (17.56%)** |
| USD | 1522000 | BNG Bank NV 144A | 4.63% | 06/04/2035 | &nbsp;&nbsp; 1535004 | &nbsp;&nbsp; 1535671 |
| EUR | 1561000 | Netherlands Government Bonds REG S | 2.50% | 01/15/2030 | &nbsp;&nbsp; 1830466 | &nbsp;&nbsp; 1799655 |
|  | 4918198 | Netherlands Government Bonds REG S | 2.50% | 07/15/2035 | &nbsp;&nbsp; 5513167 | &nbsp;&nbsp; 5457627 |
|  |  | **Total Netherlands** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 8878637 | &nbsp;&nbsp;&nbsp;&nbsp; 8792953 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Cost** | **Value** |
|  |  | **Foreign Government Obligations (continued)** | **Foreign Government Obligations (continued)** | **Foreign Government Obligations (continued)** | **Foreign Government Obligations (continued)** | **Foreign Government Obligations (continued)** |
|  |  | **Romania (0.21%)** | **Romania (0.21%)** | **Romania (0.21%)** | **Romania (0.21%)** | **Romania (0.21%)** |
| USD | 90000 | Romania Government International Bonds REG S | 4.00% | 02/14/2051 | $56617 | $58244 |
|  | 60000 | Romania Government International Bonds REG S | 5.13% | 06/15/2048 | &nbsp;&nbsp; 46732 | &nbsp;&nbsp; 47400 |
|  |  | **Total Romania** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105644 |
|  |  | **Spain (B) (27.33%)** | **Spain (B) (27.33%)** | **Spain (B) (27.33%)** | **Spain (B) (27.33%)** | **Spain (B) (27.33%)** |
| EUR | 4660000 | Spain Government Bonds | 2.70% | 01/31/2030 | &nbsp;&nbsp; 5416756 | &nbsp;&nbsp; 5373566 |
|  | 3646000 | Spain Government Bonds REG S | 0.70% | 04/30/2032 | &nbsp;&nbsp; 3662301 | &nbsp;&nbsp; 3633723 |
|  | 408000 | Spain Government Bonds REG S | 0.85% | 07/30/2037 | &nbsp;&nbsp; 350865 | &nbsp;&nbsp; 348826 |
|  | 898000 | Spain Government Bonds REG S | 3.50% | 01/31/2041 | &nbsp;&nbsp; 1031815 | &nbsp;&nbsp; 1001689 |
|  | 2808000 | Spain Government Bonds REG S | 3.55% | 10/31/2033 | &nbsp;&nbsp; 3358719 | &nbsp;&nbsp; 3330405 |
|  |  | **Total Spain** |  |  | &nbsp;&nbsp;&nbsp; 13820456 | &nbsp;&nbsp;&nbsp; 13688209 |
|  |  | **Supranational (B) (18.90%)** | **Supranational (B) (18.90%)** | **Supranational (B) (18.90%)** | **Supranational (B) (18.90%)** | **Supranational (B) (18.90%)** |
|  | 433000 | European Union Series UFA REG S | 0.70% | 07/06/2051 | &nbsp;&nbsp; 255686 | &nbsp;&nbsp; 249646 |
|  | 387000 | European Union Series UFA REG S | 1.25% | 02/04/2043 | &nbsp;&nbsp; 314332 | &nbsp;&nbsp; 309179 |
|  | 2005000 | European Union Series UFA REG S | 3.25% | 07/04/2034 | &nbsp;&nbsp; 2409808 | &nbsp;&nbsp; 2345229 |
|  | 330000 | European Union Series UFA REG S | 3.38% | 10/04/2038 | &nbsp;&nbsp; 379102 | &nbsp;&nbsp; 377146 |
|  | 1328800 | European Union Series UFA REG S | 3.38% | 11/04/2042 | &nbsp;&nbsp; 1493526 | &nbsp;&nbsp; 1475039 |
|  | 4106737 | European Union Series UFA REG S | 3.75% | 10/12/2045 | &nbsp;&nbsp; 4733815 | &nbsp;&nbsp; 4707988 |
|  |  | **Total Supranational** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 9586269 | &nbsp;&nbsp;&nbsp;&nbsp; 9464227 |
|  |  | **Sweden « (B) (7.86%)** | **Sweden « (B) (7.86%)** | **Sweden « (B) (7.86%)** | **Sweden « (B) (7.86%)** | **Sweden « (B) (7.86%)** |
| SEK | 34974165 | Sweden Inflation-Linked Bonds Series 3104 REG S | 3.50% | 12/01/2028 | &nbsp;&nbsp; 3999339 | &nbsp;&nbsp; 3938069 |
|  |  | **United Kingdom (B) (52.81%)** | **United Kingdom (B) (52.81%)** | **United Kingdom (B) (52.81%)** | **United Kingdom (B) (52.81%)** | **United Kingdom (B) (52.81%)** |
| GBP | 4668891 | U.K. Gilts REG S | 1.00% | 01/31/2032 | &nbsp;&nbsp; 5088923 | &nbsp;&nbsp; 5080527 |
|  | 698000 | U.K. Gilts REG S | 1.25% | 10/22/2041 | &nbsp;&nbsp; 533903 | &nbsp;&nbsp; 537150 |
|  | 1409720 | U.K. Gilts REG S | 1.25% | 07/31/2051 | &nbsp;&nbsp; 791166 | &nbsp;&nbsp; 799241 |
|  | 1510000 | U.K. Gilts REG S | 1.75% | 09/07/2037 | &nbsp;&nbsp; 1446065 | &nbsp;&nbsp; 1449674 |
|  | 880500 | U.K. Gilts REG S | 3.50% | 01/22/2045 | &nbsp;&nbsp; 911372 | &nbsp;&nbsp; 916200 |
|  | 1216000 | U.K. Gilts REG S | 3.75% | 10/22/2053 | &nbsp;&nbsp; 1220397 | &nbsp;&nbsp; 1230091 |
|  | 2296000 | U.K. Gilts REG S | 4.25% | 07/31/2034 | &nbsp;&nbsp; 2983408 | &nbsp;&nbsp; 2982905 |
|  | 2385000 | U.K. Gilts REG S | 4.38% | 01/31/2040 | &nbsp;&nbsp; 2944765 | &nbsp;&nbsp; 2952438 |
|  | 3647300 | U.K. Gilts REG S | 4.50% | 03/07/2035 | &nbsp;&nbsp; 4799759 | &nbsp;&nbsp; 4799427 |
|  | 2637250 | U.K. Gilts REG S | 4.75% | 10/22/2043 | &nbsp;&nbsp; 3281214 | &nbsp;&nbsp; 3293409 |
|  | 1408457 | U.K. Inflation-Linked Gilts Series 3MO REG S « | 1.13% | 11/22/2037 | &nbsp;&nbsp; 1744381 | &nbsp;&nbsp; 1746179 |
|  | 637330 | U.K. Inflation-Linked Gilts Series 3MO REG S « | 1.25% | 11/22/2054 | &nbsp;&nbsp; 651128 | &nbsp;&nbsp; 658111 |
|  |  | **Total United Kingdom** |  |  | &nbsp;&nbsp;&nbsp; 26396481 | &nbsp;&nbsp;&nbsp; 26445352 |
|  |  | **Total Foreign Government Obligations** | **Total Foreign Government Obligations** | **Total Foreign Government Obligations** | &nbsp;&nbsp; 150358409 | &nbsp;&nbsp; 149139783 |
|  |  | **United States Government and Agency Obligations (9.23%)** | **United States Government and Agency Obligations (9.23%)** | **United States Government and Agency Obligations (9.23%)** | **United States Government and Agency Obligations (9.23%)** | **United States Government and Agency Obligations (9.23%)** |
|  |  | **United States (9.23%)** | **United States (9.23%)** | **United States (9.23%)** | **United States (9.23%)** | **United States (9.23%)** |
|  |  | U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds |
| USD | 1838500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%08/15/2041 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%08/15/2041 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.75%08/15/2041 (B) | &nbsp;&nbsp; 1207523 | &nbsp;&nbsp; 1211115 |
|  | 3535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%02/15/2055 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%02/15/2055 (D) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%02/15/2055 (D) | &nbsp;&nbsp; 3363871 | &nbsp;&nbsp; 3386419 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 4571394 | &nbsp;&nbsp;&nbsp;&nbsp; 4597534 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Face Amount** |  | **Cost** | **Value** |
|  |  | **United States Government and Agency Obligations (continued)** | **United States Government and Agency Obligations (continued)** | **United States Government and Agency Obligations (continued)** |
|  |  | U.S. Treasury Notes (E) | U.S. Treasury Notes (E) | U.S. Treasury Notes (E) |
| USD | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%05/15/2035 | $24532 | $24781 |
|  |  | **Total United States** | &nbsp;&nbsp;&nbsp;&nbsp; 4595926 | &nbsp;&nbsp;&nbsp;&nbsp; 4622315 |
|  |  | **Total United States Government and Agency Obligations** | &nbsp;&nbsp;&nbsp;&nbsp; 4595926 | &nbsp;&nbsp;&nbsp;&nbsp; 4622315 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Shares** |  |  |  |
|  | **Common Stock (4.03%)** | **Common Stock (4.03%)** | **Common Stock (4.03%)** |
|  | **Belgium # (0.00%)** | **Belgium # (0.00%)** | **Belgium # (0.00%)** |
|  | Trading Companies & Distributors | Trading Companies & Distributors | Trading Companies & Distributors |
| 46 | Azelis Group NV  | 886 | 718 |
|  | **France (0.36%)** | **France (0.36%)** | **France (0.36%)** |
|  | Commercial Services & Supplies | Commercial Services & Supplies | Commercial Services & Supplies |
| 1612 | SPIE SA  | 84643 | 94796 |
|  | Ground Transportation | Ground Transportation | Ground Transportation |
| 7681 | Ayvens SA 144A  | 74887 | 82812 |
|  | Pharmaceuticals | Pharmaceuticals | Pharmaceuticals |
| 243 | Medincell SA  | 3293 | 4728 |
|  | **Total France** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182336 |
|  | **Germany (0.02%)** | **Germany (0.02%)** | **Germany (0.02%)** |
|  | IT Services | IT Services | IT Services |
| 181 | IONOS Group SE  | 4911 | 8617 |
|  | **Greece (0.23%)** | **Greece (0.23%)** | **Greece (0.23%)** |
|  | Banks | Banks | Banks |
| 31080 | Alpha Services & Holdings SA  | 74838 | 116282 |
|  | **Ireland (0.24%)** | **Ireland (0.24%)** | **Ireland (0.24%)** |
|  | Banks | Banks | Banks |
| 15106 | AIB Group PLC  | 121301 | 119600 |
| 1056 | Permanent TSB Group Holdings PLC  | 2456 | 2522 |
|  | **Total Ireland** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122122 |
|  | **Israel (0.13%)** | **Israel (0.13%)** | **Israel (0.13%)** |
|  | Banks | Banks | Banks |
| 3479 | Bank Leumi Le-Israel BM  | 44377 | 64572 |
|  | **Italy (0.04%)** | **Italy (0.04%)** | **Italy (0.04%)** |
|  | Automobiles | Automobiles | Automobiles |
| 49 | Ferrari NV  | 22988 | 21374 |
|  | **Spain (1.04%)** | **Spain (1.04%)** | **Spain (1.04%)** |
|  | Electric Utilities | Electric Utilities | Electric Utilities |
| 29469 | Iberdrola SA  | 524795 | 518553 |
|  | **Switzerland (0.01%)** | **Switzerland (0.01%)** | **Switzerland (0.01%)** |
|  | Pharmaceuticals | Pharmaceuticals | Pharmaceuticals |
| 15 | Galderma Group AG  | 1814 | 2349 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | |
|:---|:---|:---|:---|
| **Shares** |  | **Cost** | **Value** |
|  | **Common Stock (continued)** | **Common Stock (continued)** | **Common Stock (continued)** |
|  | **United Kingdom (0.01%)** | **United Kingdom (0.01%)** | **United Kingdom (0.01%)** |
|  | Hotels, Restaurants & Leisure | Hotels, Restaurants & Leisure | Hotels, Restaurants & Leisure |
| 627 | Genius Sports Ltd.  | $5330 | $7054 |
|  | **United States (1.95%)** | **United States (1.95%)** | **United States (1.95%)** |
|  | Biotechnology | Biotechnology | Biotechnology |
| 67 | Disc Medicine, Inc.  | &nbsp;&nbsp; 3685 | &nbsp;&nbsp; 4004 |
|  | Capital Markets | Capital Markets | Capital Markets |
| 1000 | ARES Management Corp. Class A  | &nbsp;&nbsp; 151500 | &nbsp;&nbsp; 185530 |
| 4200 | Nasdaq, Inc.  | &nbsp;&nbsp; 340284 | &nbsp;&nbsp; 404124 |
|  | Electric Utilities | Electric Utilities | Electric Utilities |
| 219 | American Electric Power Co., Inc.  | &nbsp;&nbsp; 22338 | &nbsp;&nbsp; 24778 |
|  | Oil, Gas & Consumable Fuels | Oil, Gas & Consumable Fuels | Oil, Gas & Consumable Fuels |
| 6693 | Excelerate Energy, Inc. Class A  | &nbsp;&nbsp; 177364 | &nbsp;&nbsp; 171742 |
| 4700 | Viper Energy, Inc.  | &nbsp;&nbsp; 209150 | &nbsp;&nbsp; 177002 |
|  | Pharmaceuticals | Pharmaceuticals | Pharmaceuticals |
| 1444 | Haleon PLC  | &nbsp;&nbsp; 6389 | &nbsp;&nbsp; 6866 |
|  | **Total United States** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 910710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 974046 |
|  | **Total Common Stock** | &nbsp;&nbsp;&nbsp;&nbsp; 1877229 | &nbsp;&nbsp;&nbsp;&nbsp; 2018023 |
|  | **Convertible Preferred Stock (1.62%)** | **Convertible Preferred Stock (1.62%)** | **Convertible Preferred Stock (1.62%)** |
|  | **United States (1.62%)** | **United States (1.62%)** | **United States (1.62%)** |
|  | Aerospace & Defense | Aerospace & Defense | Aerospace & Defense |
| 6740 | Boeing Co.  | &nbsp;&nbsp; 488401 | &nbsp;&nbsp; 476518 |
|  | Capital Markets | Capital Markets | Capital Markets |
| 5791 | KKR & Co., Inc. Series D  | &nbsp;&nbsp; 334984 | &nbsp;&nbsp; 332693 |
|  | **Total United States** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 823385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 809211 |
|  | **Total Convertible Preferred Stock** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 823385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 809211 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  |
|  |  | **Short-Term Investments + (D) (10.18%)** | **Short-Term Investments + (D) (10.18%)** | **Short-Term Investments + (D) (10.18%)** |
|  |  | **United States (10.18%)** | **United States (10.18%)** | **United States (10.18%)** |
|  |  | United States Government and Agency Obligations | United States Government and Agency Obligations | United States Government and Agency Obligations |
|  |  | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills |
| USD | 1170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.34%10/16/2025 | 1159543 | 1159531 |
|  | 3955000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.64%09/02/2025 (A) (F) | 3939964 | 3939967 |
|  |  |  | &nbsp;&nbsp;&nbsp; 5099507 | &nbsp;&nbsp;&nbsp; 5099498 |
|  |  | **Total United States** | &nbsp;&nbsp;&nbsp; 5099507 | &nbsp;&nbsp;&nbsp; 5099498 |
|  |  | **Total Short-Term Investments** | &nbsp;&nbsp;&nbsp; 5099507 | &nbsp;&nbsp;&nbsp; 5099498 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts** |  |  | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Cost** | **Value** |
|  | **Purchased Options Contracts (4.95%)** | **Purchased Options Contracts (4.95%)** | **Purchased Options Contracts (4.95%)** | **Purchased Options Contracts (4.95%)** | **Purchased Options Contracts (4.95%)** | **Purchased Options Contracts (4.95%)** |
|  | **Foreign Currency Options (0.72%)** | **Foreign Currency Options (0.72%)** | **Foreign Currency Options (0.72%)** | **Foreign Currency Options (0.72%)** | **Foreign Currency Options (0.72%)** | **Foreign Currency Options (0.72%)** |
| 55000 | AUD VS JPY | Call | 96.08 | 08/21/2025 | $399 | $451 |
| 380000 | AUD VS JPY | Call | 96.20 | 08/22/2025 | &nbsp;&nbsp; 2810 | &nbsp;&nbsp; 2982 |
| 55000 | AUD VS JPY | Call | 96.43 | 08/27/2025 | &nbsp;&nbsp; 386 | &nbsp;&nbsp; 404 |
| 55000 | AUD VS JPY | Put | 96.08 | 08/21/2025 | &nbsp;&nbsp; 399 | &nbsp;&nbsp; 228 |
| 380000 | AUD VS JPY | Put | 96.20 | 08/22/2025 | &nbsp;&nbsp; 2810 | &nbsp;&nbsp; 1762 |
| 55000 | AUD VS JPY | Put | 96.43 | 08/27/2025 | &nbsp;&nbsp; 386 | &nbsp;&nbsp; 321 |
| 29000 | EUR VS AUD | Call | 1.81 | 08/07/2025 | &nbsp;&nbsp; 302 | &nbsp;&nbsp; 10 |
| 30000 | EUR VS AUD | Call | 1.78 | 08/14/2025 | &nbsp;&nbsp; 299 | &nbsp;&nbsp; 156 |
| 29000 | EUR VS AUD | Put | 1.81 | 08/07/2025 | &nbsp;&nbsp; 302 | &nbsp;&nbsp; 529 |
| 30000 | EUR VS AUD | Put | 1.78 | 08/14/2025 | &nbsp;&nbsp; 299 | &nbsp;&nbsp; 205 |
| 30000 | EUR VS JPY | Call | 171.95 | 08/21/2025 | &nbsp;&nbsp; 317 | &nbsp;&nbsp; 271 |
| 30000 | EUR VS JPY | Put | 171.95 | 08/21/2025 | &nbsp;&nbsp; 317 | &nbsp;&nbsp; 248 |
| 29000 | EUR VS NZD | Call | 1.96 | 08/07/2025 | &nbsp;&nbsp; 309 | &nbsp;&nbsp; 33 |
| 30000 | EUR VS NZD | Call | 1.95 | 08/14/2025 | &nbsp;&nbsp; 297 | &nbsp;&nbsp; 88 |
| 29000 | EUR VS NZD | Put | 1.96 | 08/07/2025 | &nbsp;&nbsp; 309 | &nbsp;&nbsp; 343 |
| 30000 | EUR VS NZD | Put | 1.95 | 08/14/2025 | &nbsp;&nbsp; 297 | &nbsp;&nbsp; 320 |
| 178000 | EUR VS USD | Call | 1.17 | 08/07/2025 | &nbsp;&nbsp; 1877 | &nbsp;&nbsp; 43 |
| 32000 | EUR VS USD | Call | 1.14 | 08/21/2025 | &nbsp;&nbsp; 594 | &nbsp;&nbsp; 369 |
| 30000 | EUR VS USD | Call | 1.17 | 08/27/2025 | &nbsp;&nbsp; 291 | &nbsp;&nbsp; 65 |
| 177000 | EUR VS USD | Call | 1.18 | 08/27/2025 | &nbsp;&nbsp; 1841 | &nbsp;&nbsp; 237 |
| 30000 | EUR VS USD | Call | 1.18 | 10/08/2025 | &nbsp;&nbsp; 538 | &nbsp;&nbsp; 167 |
| 1405000 | EUR VS USD | Call | 1.19 | 04/13/2027 | &nbsp;&nbsp; 71310 | &nbsp;&nbsp; 54495 |
| 178000 | EUR VS USD | Put | 1.17 | 08/07/2025 | &nbsp;&nbsp; 1877 | &nbsp;&nbsp; 4750 |
| 32000 | EUR VS USD | Put | 1.14 | 08/21/2025 | &nbsp;&nbsp; 594 | &nbsp;&nbsp; 190 |
| 30000 | EUR VS USD | Put | 1.17 | 08/27/2025 | &nbsp;&nbsp; 291 | &nbsp;&nbsp; 765 |
| 177000 | EUR VS USD | Put | 1.18 | 08/27/2025 | &nbsp;&nbsp; 1841 | &nbsp;&nbsp; 5620 |
| 30000 | EUR VS USD | Put | 1.18 | 10/08/2025 | &nbsp;&nbsp; 538 | &nbsp;&nbsp; 953 |
| 1405000 | EUR VS USD | Put | 1.19 | 04/13/2027 | &nbsp;&nbsp; 88463 | &nbsp;&nbsp; 64303 |
| 183000 | GBP VS CHF | Call | 1.07 | 08/05/2025 | &nbsp;&nbsp; 2414 | &nbsp;&nbsp; 643 |
| 94000 | GBP VS CHF | Call | 1.07 | 09/02/2025 | &nbsp;&nbsp; 955 | &nbsp;&nbsp; 783 |
| 183000 | GBP VS CHF | Put | 1.07 | 08/05/2025 | &nbsp;&nbsp; 2414 | &nbsp;&nbsp; 679 |
| 94000 | GBP VS CHF | Put | 1.07 | 09/02/2025 | &nbsp;&nbsp; 955 | &nbsp;&nbsp; 1075 |
| 185000 | GBP VS JPY | Call | 198.79 | 08/07/2025 | &nbsp;&nbsp; 2725 | &nbsp;&nbsp; 1296 |
| 188000 | GBP VS JPY | Call | 198.13 | 08/14/2025 | &nbsp;&nbsp; 2794 | &nbsp;&nbsp; 2227 |
| 26000 | GBP VS JPY | Call | 198.39 | 08/27/2025 | &nbsp;&nbsp; 342 | &nbsp;&nbsp; 345 |
| 185000 | GBP VS JPY | Put | 198.79 | 08/07/2025 | &nbsp;&nbsp; 2725 | &nbsp;&nbsp; 1064 |
| 188000 | GBP VS JPY | Put | 198.13 | 08/14/2025 | &nbsp;&nbsp; 2794 | &nbsp;&nbsp; 1338 |
| 26000 | GBP VS JPY | Put | 198.39 | 08/27/2025 | &nbsp;&nbsp; 342 | &nbsp;&nbsp; 305 |
| 309000 | GBP VS USD | Call | 1.32 | 05/13/2026 | &nbsp;&nbsp; 11693 | &nbsp;&nbsp; 11114 |
| 309000 | GBP VS USD | Put | 1.32 | 05/13/2026 | &nbsp;&nbsp; 11693 | &nbsp;&nbsp; 9964 |
| 60000 | NZD VS USD | Call | 0.60 | 08/14/2025 | &nbsp;&nbsp; 394 | &nbsp;&nbsp; 63 |
| 60000 | NZD VS USD | Put | 0.60 | 08/14/2025 | &nbsp;&nbsp; 394 | &nbsp;&nbsp; 616 |
| 252000 | USD VS BRL | Call | 5.62 | 08/14/2025 | &nbsp;&nbsp; 3883 | &nbsp;&nbsp; 2630 |
| 35000 | USD VS BRL | Call | 5.69 | 10/15/2025 | &nbsp;&nbsp; 943 | &nbsp;&nbsp; 873 |
| 252000 | USD VS BRL | Put | 5.62 | 08/14/2025 | &nbsp;&nbsp; 3883 | &nbsp;&nbsp; 2493 |
| 35000 | USD VS BRL | Put | 5.69 | 10/15/2025 | &nbsp;&nbsp; 943 | &nbsp;&nbsp; 800 |
| 208000 | USD VS CAD | Call | 1.36 | 08/07/2025 | &nbsp;&nbsp; 1457 | &nbsp;&nbsp; 3017 |
| 52000 | USD VS CAD | Call | 1.37 | 08/14/2025 | &nbsp;&nbsp; 333 | &nbsp;&nbsp; 581 |
| 42000 | USD VS CAD | Call | 1.37 | 08/21/2025 | &nbsp;&nbsp; 263 | &nbsp;&nbsp; 408 |
| 52000 | USD VS CAD | Call | 1.36 | 08/22/2025 | &nbsp;&nbsp; 336 | &nbsp;&nbsp; 817 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts** |  |  | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Cost** | **Value** |
|  | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** |
|  | **Foreign Currency Options (continued)** | **Foreign Currency Options (continued)** | **Foreign Currency Options (continued)** | **Foreign Currency Options (continued)** | **Foreign Currency Options (continued)** | **Foreign Currency Options (continued)** |
| 206000 | USD VS CAD | Call | 1.36 | 08/22/2025 | $1336 | $3746 |
| 36000 | USD VS CAD | Call | 1.38 | 08/26/2025 | &nbsp;&nbsp; 422 | &nbsp;&nbsp; 270 |
| 35000 | USD VS CAD | Call | 1.36 | 10/10/2025 | &nbsp;&nbsp; 385 | &nbsp;&nbsp; 531 |
| 413000 | USD VS CAD | Call | 1.39 | 11/26/2025 | &nbsp;&nbsp; 14087 | &nbsp;&nbsp; 3318 |
| 418000 | USD VS CAD | Call | 1.35 | 06/09/2026 | &nbsp;&nbsp; 9711 | &nbsp;&nbsp; 10764 |
| 208000 | USD VS CAD | Put | 1.36 | 08/07/2025 | &nbsp;&nbsp; 1457 | &nbsp;&nbsp; 19 |
| 52000 | USD VS CAD | Put | 1.37 | 08/14/2025 | &nbsp;&nbsp; 333 | &nbsp;&nbsp; 42 |
| 42000 | USD VS CAD | Put | 1.37 | 08/21/2025 | &nbsp;&nbsp; 263 | &nbsp;&nbsp; 83 |
| 52000 | USD VS CAD | Put | 1.36 | 08/22/2025 | &nbsp;&nbsp; 336 | &nbsp;&nbsp; 43 |
| 206000 | USD VS CAD | Put | 1.36 | 08/22/2025 | &nbsp;&nbsp; 1336 | &nbsp;&nbsp; 113 |
| 36000 | USD VS CAD | Put | 1.38 | 08/26/2025 | &nbsp;&nbsp; 422 | &nbsp;&nbsp; 127 |
| 35000 | USD VS CAD | Put | 1.36 | 10/10/2025 | &nbsp;&nbsp; 385 | &nbsp;&nbsp; 163 |
| 413000 | USD VS CAD | Put | 1.39 | 11/26/2025 | &nbsp;&nbsp; 5322 | &nbsp;&nbsp; 6632 |
| 418000 | USD VS CAD | Put | 1.35 | 06/09/2026 | &nbsp;&nbsp; 9660 | &nbsp;&nbsp; 5790 |
| 209000 | USD VS CHF | Call | 0.79 | 08/13/2025 | &nbsp;&nbsp; 2008 | &nbsp;&nbsp; 4509 |
| 45000 | USD VS CHF | Call | 0.82 | 08/19/2025 | &nbsp;&nbsp; 811 | &nbsp;&nbsp; 81 |
| 209000 | USD VS CHF | Call | 0.80 | 08/27/2025 | &nbsp;&nbsp; 1820 | &nbsp;&nbsp; 2843 |
| 35000 | USD VS CHF | Call | 0.78 | 10/03/2025 | &nbsp;&nbsp; 634 | &nbsp;&nbsp; 1122 |
| 209000 | USD VS CHF | Put | 0.79 | 08/13/2025 | &nbsp;&nbsp; 2008 | &nbsp;&nbsp; 163 |
| 45000 | USD VS CHF | Put | 0.82 | 08/19/2025 | &nbsp;&nbsp; 811 | &nbsp;&nbsp; 775 |
| 209000 | USD VS CHF | Put | 0.80 | 08/27/2025 | &nbsp;&nbsp; 1820 | &nbsp;&nbsp; 949 |
| 35000 | USD VS CHF | Put | 0.78 | 10/03/2025 | &nbsp;&nbsp; 634 | &nbsp;&nbsp; 142 |
| 52000 | USD VS CLP | Call | 954.35 | 08/13/2025 | &nbsp;&nbsp; 795 | &nbsp;&nbsp; 1421 |
| 52000 | USD VS CLP | Put | 954.35 | 08/13/2025 | &nbsp;&nbsp; 795 | &nbsp;&nbsp; 117 |
| 52000 | USD VS CNH | Call | 7.15 | 08/21/2025 | &nbsp;&nbsp; 187 | &nbsp;&nbsp; 362 |
| 52000 | USD VS CNH | Put | 7.15 | 08/21/2025 | &nbsp;&nbsp; 187 | &nbsp;&nbsp; 49 |
| 52000 | USD VS INR | Call | 86.39 | 08/21/2025 | &nbsp;&nbsp; 283 | &nbsp;&nbsp; 765 |
| 413000 | USD VS INR | Call | 86.22 | 11/11/2025 | &nbsp;&nbsp; 9772 | &nbsp;&nbsp; 9373 |
| 414000 | USD VS INR | Call | 87.42 | 05/15/2026 | &nbsp;&nbsp; 8263 | &nbsp;&nbsp; 10576 |
| 52000 | USD VS INR | Put | 86.39 | 08/21/2025 | &nbsp;&nbsp; 283 | &nbsp;&nbsp; 33 |
| 413000 | USD VS INR | Put | 86.22 | 11/11/2025 | &nbsp;&nbsp; 2684 | &nbsp;&nbsp; 1156 |
| 414000 | USD VS INR | Put | 87.42 | 05/15/2026 | &nbsp;&nbsp; 8263 | &nbsp;&nbsp; 3754 |
| 53000 | USD VS KRW | Call | 1391.52 | 08/14/2025 | &nbsp;&nbsp; 585 | &nbsp;&nbsp; 427 |
| 53000 | USD VS KRW | Put | 1391.52 | 08/14/2025 | &nbsp;&nbsp; 585 | &nbsp;&nbsp; 305 |
| 35000 | USD VS MXN | Call | 18.94 | 10/15/2025 | &nbsp;&nbsp; 718 | &nbsp;&nbsp; 633 |
| 3674000 | USD VS MXN | Call | 19.50 | 10/28/2025 | &nbsp;&nbsp; 40307 | &nbsp;&nbsp; 38905 |
| 415000 | USD VS MXN | Call | 21.31 | 03/11/2026 | &nbsp;&nbsp; 5615 | &nbsp;&nbsp; 3942 |
| 35000 | USD VS MXN | Put | 18.94 | 10/15/2025 | &nbsp;&nbsp; 718 | &nbsp;&nbsp; 555 |
| 52000 | USD VS PLN | Call | 3.64 | 08/12/2025 | &nbsp;&nbsp; 544 | &nbsp;&nbsp; 1282 |
| 52000 | USD VS PLN | Put | 3.64 | 08/12/2025 | &nbsp;&nbsp; 544 | &nbsp;&nbsp; 32 |
| 3674000 | USD VS ZAR | Call | 18.50 | 10/28/2025 | &nbsp;&nbsp; 56506 | &nbsp;&nbsp; 64106 |
|  | **Total Foreign Currency Options** | **Total Foreign Currency Options** | **Total Foreign Currency Options** | **Total Foreign Currency Options** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 428603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363457 |
|  | **Options on Commodity Indices (0.16%)** | **Options on Commodity Indices (0.16%)** | **Options on Commodity Indices (0.16%)** | **Options on Commodity Indices (0.16%)** | **Options on Commodity Indices (0.16%)** | **Options on Commodity Indices (0.16%)** |
| 8 | Platinum Futures | Put | 1400.00 | 09/17/2025 | &nbsp;&nbsp; 19713 | &nbsp;&nbsp; 50520 |
| 15 | Platinum Futures | Put | 1200.00 | 12/17/2025 | &nbsp;&nbsp; 20450 | &nbsp;&nbsp; 30375 |
|  | **Total Options on Commodity Indices** | **Total Options on Commodity Indices** | **Total Options on Commodity Indices** | **Total Options on Commodity Indices** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80895 |
|  | **Options on Equity Indices (0.26%)** | **Options on Equity Indices (0.26%)** | **Options on Equity Indices (0.26%)** | **Options on Equity Indices (0.26%)** | **Options on Equity Indices (0.26%)** | **Options on Equity Indices (0.26%)** |
| 8 | Deutsche Boerse AG German Stock Index | Put | 23400.00 | 09/19/2025 | &nbsp;&nbsp; 3085 | &nbsp;&nbsp; 2639 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts** |  |  | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Cost** | **Value** |
|  | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** |
|  | **Options on Equity Indices (continued)** | **Options on Equity Indices (continued)** | **Options on Equity Indices (continued)** | **Options on Equity Indices (continued)** | **Options on Equity Indices (continued)** | **Options on Equity Indices (continued)** |
| 7244 | Euro Stoxx Banks Index | Put | 204.00 | 09/19/2025 | $33079 | $19990 |
| 92 | iPATH S&P 500 VIX Short-Term Futures ETN | Call | 42.00 | 09/19/2025 | &nbsp;&nbsp; 35710 | &nbsp;&nbsp; 40480 |
| 43813 | S&P 500 Index | Put | 5811.25 | 09/19/2025 | &nbsp;&nbsp; 3155 | &nbsp;&nbsp; 63 |
| 3 | S&P 500 Index | Put | 6250.00 | 09/19/2025 | &nbsp;&nbsp; 30244 | &nbsp;&nbsp; 26340 |
| 1 | S&P 500 Index | Put | 5700.00 | 09/30/2025 | &nbsp;&nbsp; 10951 | &nbsp;&nbsp; 2980 |
| 4 | S&P 500 Index | Put | 6200.00 | 08/15/2025 | &nbsp;&nbsp; 17589 | &nbsp;&nbsp; 10720 |
| 1 | S&P 500 Index | Put | 6200.00 | 08/29/2025 | &nbsp;&nbsp; 6809 | &nbsp;&nbsp; 5135 |
| 2 | S&P 500 Index | Put | 6250.00 | 08/29/2025 | &nbsp;&nbsp; 9492 | &nbsp;&nbsp; 12400 |
| 4 | S&P 500 Mini Index | Put | 615.00 | 08/15/2025 | &nbsp;&nbsp; 1789 | &nbsp;&nbsp; 864 |
| 44 | S&P 500 Mini Index | Put | 605.00 | 08/15/2025 | &nbsp;&nbsp; 4154 | &nbsp;&nbsp; 5588 |
| 139841 | Tokyo Stock Exchange Tokyo Price Index | Put | 383.82 | 08/12/2025 | &nbsp;&nbsp; 6991 | &nbsp;&nbsp; 989 |
|  | **Total Options on Equity Indices** | **Total Options on Equity Indices** | **Total Options on Equity Indices** | **Total Options on Equity Indices** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128188 |
|  | **Options on Exchange Traded Funds (2.71%)** | **Options on Exchange Traded Funds (2.71%)** | **Options on Exchange Traded Funds (2.71%)** | **Options on Exchange Traded Funds (2.71%)** | **Options on Exchange Traded Funds (2.71%)** | **Options on Exchange Traded Funds (2.71%)** |
| 31 | ARK Innovation ETF | Put | 65.00 | 08/15/2025 | &nbsp;&nbsp; 8008 | &nbsp;&nbsp; 682 |
| 147 | ARK Innovation ETF | Put | 70.00 | 08/15/2025 | &nbsp;&nbsp; 11525 | &nbsp;&nbsp; 11319 |
| 4 | ARK Innovation ETF | Put | 72.00 | 08/15/2025 | &nbsp;&nbsp; 509 | &nbsp;&nbsp; 476 |
| 30 | Consumer Discretionary Select Sector SPDR Fund | Call | 230.00 | 08/15/2025 | &nbsp;&nbsp; 5431 | &nbsp;&nbsp; 2550 |
| 44 | Consumer Discretionary Select Sector SPDR Fund | Call | 232.50 | 08/22/2025 | &nbsp;&nbsp; 5162 | &nbsp;&nbsp; 3872 |
| 10 | Industrial Select Sector SPDR Fund | Put | 146.00 | 08/15/2025 | &nbsp;&nbsp; 1573 | &nbsp;&nbsp; 430 |
| 98 | Invesco QQQ Trust | Put | 480.00 | 01/15/2027 | &nbsp;&nbsp; 230090 | &nbsp;&nbsp; 213787 |
| 78 | Invesco QQQ Trust | Put | 525.00 | 12/31/2025 | &nbsp;&nbsp; 124748 | &nbsp;&nbsp; 105456 |
| 18 | Invesco QQQ Trust | Call | 575.00 | 08/08/2025 | &nbsp;&nbsp; 5484 | &nbsp;&nbsp; 2430 |
| 37 | Invesco QQQ Trust | Call | 580.00 | 08/29/2025 | &nbsp;&nbsp; 22582 | &nbsp;&nbsp; 16132 |
| 54 | Invesco QQQ Trust | Put | 550.00 | 08/29/2025 | &nbsp;&nbsp; 49357 | &nbsp;&nbsp; 31428 |
| 5 | Invesco QQQ Trust | Put | 545.00 | 08/15/2025 | &nbsp;&nbsp; 2391 | &nbsp;&nbsp; 1185 |
| 13 | Invesco QQQ Trust | Put | 560.00 | 08/29/2025 | &nbsp;&nbsp; 8560 | &nbsp;&nbsp; 10985 |
| 37 | Invesco QQQ Trust | Call | 595.00 | 09/19/2025 | &nbsp;&nbsp; 18956 | &nbsp;&nbsp; 11285 |
| 110 | iShares 20+ Year Treasury Bond ETF | Put | 70.00 | 01/15/2027 | &nbsp;&nbsp; 19505 | &nbsp;&nbsp; 13090 |
| 179 | iShares 20+ Year Treasury Bond ETF | Put | 83.00 | 10/17/2025 | &nbsp;&nbsp; 29092 | &nbsp;&nbsp; 16736 |
| 236 | iShares 7-10 Year Treasury Bond ETF | Put | 92.00 | 01/16/2026 | &nbsp;&nbsp; 18557 | &nbsp;&nbsp; 16756 |
| 1063 | iShares 7-10 Year Treasury Bond ETF | Call | 96.00 | 08/15/2025 | &nbsp;&nbsp; 29037 | &nbsp;&nbsp; 11693 |
| 480 | iShares 7-10 Year Treasury Bond ETF | Put | 87.00 | 01/15/2027 | &nbsp;&nbsp; 41432 | &nbsp;&nbsp; 33600 |
| 2680 | iShares 7-10 Year Treasury Bond ETF | Call | 100.00 | 01/16/2026 | &nbsp;&nbsp; 164328 | &nbsp;&nbsp; 150080 |
| 232 | iShares iBoxx $ High Yield Corporate Bond ETF | Put | 80.00 | 09/19/2025 | &nbsp;&nbsp; 14449 | &nbsp;&nbsp; 12528 |
| 178 | iShares Russell 2000 ETF | Call | 260.00 | 01/15/2027 | &nbsp;&nbsp; 171168 | &nbsp;&nbsp; 204166 |
| 44 | iShares Russell 2000 ETF | Call | 230.00 | 08/15/2025 | &nbsp;&nbsp; 6966 | &nbsp;&nbsp; 3388 |
| 72 | iShares Russell 2000 ETF | Call | 233.00 | 08/15/2025 | &nbsp;&nbsp; 21047 | &nbsp;&nbsp; 3024 |
| 13 | iShares Russell 2000 ETF | Put | 220.00 | 09/19/2025 | &nbsp;&nbsp; 7882 | &nbsp;&nbsp; 9211 |
| 5 | iShares Semiconductor ETF | Put | 240.00 | 08/29/2025 | &nbsp;&nbsp; 2206 | &nbsp;&nbsp; 3900 |
| 156 | SPDR S&P 500 ETF Trust | Put | 500.00 | 01/15/2027 | &nbsp;&nbsp; 268043 | &nbsp;&nbsp; 215904 |
| 192 | SPDR S&P 500 ETF Trust | Put | 575.00 | 01/16/2026 | &nbsp;&nbsp; 255134 | &nbsp;&nbsp; 204480 |
| 31 | SPDR S&P 500 ETF Trust | Put | 630.00 | 08/29/2025 | &nbsp;&nbsp; 20005 | &nbsp;&nbsp; 25110 |
| 8771 | SPDR S&P Regional Banking ETF | Call | 66.00 | 10/17/2025 | &nbsp;&nbsp; 21313 | &nbsp;&nbsp; 7907 |
| 34 | VanEck Semiconductor ETF | Put | 275.00 | 08/22/2025 | &nbsp;&nbsp; 9639 | &nbsp;&nbsp; 12682 |
|  | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | &nbsp;&nbsp;&nbsp;&nbsp; 1594179 | &nbsp;&nbsp;&nbsp;&nbsp; 1356272 |
|  | **Options on Exchange Traded Futures Contracts (0.45%)** | **Options on Exchange Traded Futures Contracts (0.45%)** | **Options on Exchange Traded Futures Contracts (0.45%)** | **Options on Exchange Traded Futures Contracts (0.45%)** | **Options on Exchange Traded Futures Contracts (0.45%)** | **Options on Exchange Traded Futures Contracts (0.45%)** |
| 101 | 1 Year Mid-Curve 3 Month SOFR Option | Put | 94.63 | 09/12/2025 | &nbsp;&nbsp; 20222 | &nbsp;&nbsp; 631 |
| 43 | 1 Year Mid-Curve 3 Month SOFR Option | Put | 94.38 | 09/12/2025 | &nbsp;&nbsp; 3772 | &nbsp;&nbsp; 269 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts** |  |  | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Cost** | **Value** |
|  | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** |
|  | **Options on Exchange Traded Futures Contracts (continued)** | **Options on Exchange Traded Futures Contracts (continued)** | **Options on Exchange Traded Futures Contracts (continued)** | **Options on Exchange Traded Futures Contracts (continued)** | **Options on Exchange Traded Futures Contracts (continued)** | **Options on Exchange Traded Futures Contracts (continued)** |
| 43 | 1 Year Mid-Curve 3 Month SOFR Option | Put | 94.50 | 09/12/2025 | $5384 | $269 |
| 123 | 3 Month SOFR | Put | 95.50 | 12/12/2025 | &nbsp;&nbsp; 7405 | &nbsp;&nbsp; 1538 |
| 123 | 3 Month SOFR | Put | 96.25 | 12/12/2025 | &nbsp;&nbsp; 78330 | &nbsp;&nbsp; 106087 |
| 51 | 3 Month SONIA | Put | 95.50 | 12/12/2025 | &nbsp;&nbsp; 12540 | &nbsp;&nbsp; 422 |
| 220 | 3 Month SONIA | Put | 95.20 | 12/12/2025 | &nbsp;&nbsp; 98384 | &nbsp;&nbsp; 1820 |
| 220 | 3 Month SONIA | Put | 95.80 | 12/12/2025 | &nbsp;&nbsp; 253127 | &nbsp;&nbsp; 3639 |
| 27 | 3 Month SONIA | Put | 96.00 | 09/12/2025 | &nbsp;&nbsp; 17043 | &nbsp;&nbsp; 1563 |
| 51 | 3 Month SONIA | Put | 95.90 | 12/12/2025 | &nbsp;&nbsp; 31728 | &nbsp;&nbsp; 1687 |
| 52 | 3 Month SONIA | Put | 96.50 | 12/12/2025 | &nbsp;&nbsp; 46890 | &nbsp;&nbsp; 43439 |
| 197 | 3 Month SONIA | Put | 95.85 | 12/12/2025 | &nbsp;&nbsp; 9442 | &nbsp;&nbsp; 4888 |
| 197 | 3 Month SONIA | Put | 96.25 | 12/12/2025 | &nbsp;&nbsp; 47703 | &nbsp;&nbsp; 57028 |
| 1 | Natural Gas Futures | Call | 5.50 | 10/28/2025 | &nbsp;&nbsp; 3893 | &nbsp;&nbsp; 343 |
|  | **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223623 |
|  | **Options on Securities (0.65%)** | **Options on Securities (0.65%)** | **Options on Securities (0.65%)** | **Options on Securities (0.65%)** | **Options on Securities (0.65%)** | **Options on Securities (0.65%)** |
| 2 | Alphabet, Inc. | Put | 180.00 | 08/15/2025 | &nbsp;&nbsp; 683 | &nbsp;&nbsp; 224 |
| 25 | Alphabet, Inc. | Put | 185.00 | 08/29/2025 | &nbsp;&nbsp; 6864 | &nbsp;&nbsp; 7350 |
| 3 | Amazon.com, Inc. | Put | 215.00 | 08/15/2025 | &nbsp;&nbsp; 647 | &nbsp;&nbsp; 495 |
| 7 | Amazon.com, Inc. | Put | 220.00 | 08/15/2025 | &nbsp;&nbsp; 4426 | &nbsp;&nbsp; 1834 |
| 31 | Amazon.com, Inc. | Put | 217.50 | 08/01/2025 | &nbsp;&nbsp; 7630 | &nbsp;&nbsp; 3658 |
| 25 | Amazon.com, Inc. | Call | 245.00 | 08/15/2025 | &nbsp;&nbsp; 6856 | &nbsp;&nbsp; 11075 |
| 20 | Apple, Inc. | Put | 200.00 | 09/19/2025 | &nbsp;&nbsp; 9202 | &nbsp;&nbsp; 11100 |
| 17 | ARM Holdings PLC | Call | 175.00 | 08/15/2025 | &nbsp;&nbsp; 10143 | &nbsp;&nbsp; 629 |
| 28 | Astera Labs, Inc. | Put | 83.00 | 08/01/2025 | &nbsp;&nbsp; 5914 | &nbsp;&nbsp; 140 |
| 38 | Astera Labs, Inc. | Put | 100.00 | 08/08/2025 | &nbsp;&nbsp; 14985 | &nbsp;&nbsp; 3268 |
| 8 | BellRing Brands, Inc. | Put | 55.00 | 08/15/2025 | &nbsp;&nbsp; 1906 | &nbsp;&nbsp; 2656 |
| 8 | Best Buy Co., Inc. | Call | 75.00 | 08/15/2025 | &nbsp;&nbsp; 1121 | &nbsp;&nbsp; 48 |
| 6 | Block, Inc. | Put | 64.00 | 08/01/2025 | &nbsp;&nbsp; 780 | &nbsp;&nbsp; 6 |
| 4 | Block, Inc. | Put | 75.00 | 08/15/2025 | &nbsp;&nbsp; 1023 | &nbsp;&nbsp; 1300 |
| 2 | Broadcom, Inc. | Put | 260.00 | 08/01/2025 | &nbsp;&nbsp; 1033 | &nbsp;&nbsp; 10 |
| 17 | Broadcom, Inc. | Put | 270.00 | 08/29/2025 | &nbsp;&nbsp; 7894 | &nbsp;&nbsp; 7310 |
| 2 | Celestica, Inc. | Put | 160.00 | 08/01/2025 | &nbsp;&nbsp; 1623 | &nbsp;&nbsp; 6 |
| 1 | Celestica, Inc. | Put | 155.00 | 08/15/2025 | &nbsp;&nbsp; 530 | &nbsp;&nbsp; 40 |
| 2 | Celestica, Inc. | Put | 167.50 | 08/08/2025 | &nbsp;&nbsp; 1716 | &nbsp;&nbsp; 64 |
| 14 | Celestica, Inc. | Put | 180.00 | 08/29/2025 | &nbsp;&nbsp; 7202 | &nbsp;&nbsp; 7350 |
| 13 | Celsius Holdings, Inc. | Put | 42.50 | 09/19/2025 | &nbsp;&nbsp; 4286 | &nbsp;&nbsp; 3185 |
| 11 | Charter Communications, Inc. | Call | 410.00 | 08/15/2025 | &nbsp;&nbsp; 12914 | &nbsp;&nbsp; 187 |
| 9 | Charter Communications, Inc. | Call | 420.00 | 08/15/2025 | &nbsp;&nbsp; 8672 | &nbsp;&nbsp; 72 |
| 26 | Charter Communications, Inc. | Call | 350.00 | 08/15/2025 | &nbsp;&nbsp; 6678 | &nbsp;&nbsp; 520 |
| 14 | Charter Communications, Inc. | Call | 360.00 | 12/19/2025 | &nbsp;&nbsp; 17726 | &nbsp;&nbsp; 7098 |
| 91 | Chipotle Mexican Grill, Inc. | Put | 42.50 | 09/19/2025 | &nbsp;&nbsp; 6393 | &nbsp;&nbsp; 13377 |
| 10 | Coherent Corp. | Put | 250.00 | 09/19/2025 | &nbsp;&nbsp; 3099 | &nbsp;&nbsp; 6400 |
| 66 | Comcast Corp. | Put | 32.00 | 08/15/2025 | &nbsp;&nbsp; 3305 | &nbsp;&nbsp; 1386 |
| 5 | Confluent, Inc. | Call | 31.00 | 08/15/2025 | &nbsp;&nbsp; 482 | &nbsp;&nbsp; 25 |
| 155 | Coterra Energy, Inc. | Call | 28.00 | 01/16/2026 | &nbsp;&nbsp; 14154 | &nbsp;&nbsp; 12400 |
| 117 | Coupang, Inc. | Call | 33.00 | 08/15/2025 | &nbsp;&nbsp; 4600 | &nbsp;&nbsp; 2808 |
| 17 | Dick's Sporting Goods, Inc. | Call | 220.00 | 08/15/2025 | &nbsp;&nbsp; 7563 | &nbsp;&nbsp; 3400 |
| 2 | DoorDash, Inc. | Put | 230.00 | 09/19/2025 | &nbsp;&nbsp; 2315 | &nbsp;&nbsp; 1550 |
| 7 | Duolingo, Inc. | Put | 330.00 | 08/15/2025 | &nbsp;&nbsp; 9311 | &nbsp;&nbsp; 14161 |
| 18 | Electronic Arts, Inc. | Call | 160.00 | 09/19/2025 | &nbsp;&nbsp; 5009 | &nbsp;&nbsp; 3825 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts** |  |  | **Strike**<br> **Price**<br>| **Expiration**<br> **Date**<br>| **Cost** | **Value** |
|  | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** | **Purchased Options Contracts (continued)** |
|  | **Options on Securities (continued)** | **Options on Securities (continued)** | **Options on Securities (continued)** | **Options on Securities (continued)** | **Options on Securities (continued)** | **Options on Securities (continued)** |
| 4 | Five Below, Inc. | Put | 135.00 | 09/19/2025 | $3653 | $3640 |
| 20 | Foot Locker, Inc. | Put | 20.00 | 01/16/2026 | &nbsp;&nbsp; 1561 | &nbsp;&nbsp; 1450 |
| 1 | HubSpot, Inc. | Put | 500.00 | 08/15/2025 | &nbsp;&nbsp; 1853 | &nbsp;&nbsp; 1652 |
| 29 | Lam Research Corp. | Call | 103.00 | 08/15/2025 | &nbsp;&nbsp; 6302 | &nbsp;&nbsp; 1262 |
| 14 | McDonald's Corp. | Call | 315.00 | 08/08/2025 | &nbsp;&nbsp; 2970 | &nbsp;&nbsp; 1610 |
| 6 | Meta Platforms, Inc. | Put | 680.00 | 08/01/2025 | &nbsp;&nbsp; 5238 | &nbsp;&nbsp; 54 |
| 14 | Microsoft Corp. | Put | 495.00 | 08/01/2025 | &nbsp;&nbsp; 4959 | &nbsp;&nbsp; 126 |
| 1 | Microsoft Corp. | Put | 500.00 | 08/15/2025 | &nbsp;&nbsp; 736 | &nbsp;&nbsp; 100 |
| 12 | MongoDB, Inc. | Call | 245.00 | 08/15/2025 | &nbsp;&nbsp; 6901 | &nbsp;&nbsp; 7920 |
| 2 | MongoDB, Inc. | Call | 265.00 | 08/15/2025 | &nbsp;&nbsp; 895 | &nbsp;&nbsp; 434 |
| 6 | NVIDIA Corp. | Put | 157.50 | 08/01/2025 | &nbsp;&nbsp; 1448 | &nbsp;&nbsp; 30 |
| 7 | NVIDIA Corp. | Put | 160.00 | 10/17/2025 | &nbsp;&nbsp; 7130 | &nbsp;&nbsp; 3766 |
| 2 | NVIDIA Corp. | Call | 175.00 | 08/01/2025 | &nbsp;&nbsp; 732 | &nbsp;&nbsp; 714 |
| 32 | NVIDIA Corp. | Put | 167.50 | 08/15/2025 | &nbsp;&nbsp; 7029 | &nbsp;&nbsp; 5408 |
| 51 | NVIDIA Corp. | Call | 187.50 | 08/15/2025 | &nbsp;&nbsp; 10820 | &nbsp;&nbsp; 8160 |
| 47 | ON Semiconductor Corp. | Put | 56.00 | 08/08/2025 | &nbsp;&nbsp; 8668 | &nbsp;&nbsp; 12385 |
| 6 | O'Reilly Automotive, Inc. | Put | 93.33 | 08/15/2025 | &nbsp;&nbsp; 1490 | &nbsp;&nbsp; 150 |
| 22 | Palantir Technologies, Inc. | Put | 145.00 | 08/08/2025 | &nbsp;&nbsp; 8230 | &nbsp;&nbsp; 8910 |
| 18 | QUALCOMM, Inc. | Call | 165.00 | 08/01/2025 | &nbsp;&nbsp; 4143 | &nbsp;&nbsp; 54 |
| 13 | Reddit, Inc. | Put | 138.00 | 08/01/2025 | &nbsp;&nbsp; 6223 | &nbsp;&nbsp; 3575 |
| 3 | Reddit, Inc. | Put | 140.00 | 09/19/2025 | &nbsp;&nbsp; 3700 | &nbsp;&nbsp; 2400 |
| 2 | Shopify, Inc. | Put | 107.00 | 08/01/2025 | &nbsp;&nbsp; 569 | &nbsp;&nbsp; 3 |
| 19 | Snowflake, Inc. | Call | 230.00 | 08/15/2025 | &nbsp;&nbsp; 6663 | &nbsp;&nbsp; 8892 |
| 35 | SolarEdge Technologies, Inc. | Call | 37.50 | 03/20/2026 | &nbsp;&nbsp; 24875 | &nbsp;&nbsp; 12722 |
| 39 | SolarEdge Technologies, Inc. | Call | 32.50 | 03/20/2026 | &nbsp;&nbsp; 26954 | &nbsp;&nbsp; 19597 |
| 1 | Spotify Technology SA | Put | 610.00 | 09/19/2025 | &nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2520 |
| 7 | Spotify Technology SA | Put | 590.00 | 08/29/2025 | &nbsp;&nbsp; 8748 | &nbsp;&nbsp; 7707 |
| 69 | Sunrun, Inc. | Call | 13.00 | 03/20/2026 | &nbsp;&nbsp; 17479 | &nbsp;&nbsp; 14179 |
| 72 | Sunrun, Inc. | Call | 12.00 | 03/20/2026 | &nbsp;&nbsp; 17728 | &nbsp;&nbsp; 16920 |
| 55 | Super Micro Computer, Inc. | Put | 43.00 | 08/01/2025 | &nbsp;&nbsp; 9645 | &nbsp;&nbsp; 55 |
| 2 | Super Micro Computer, Inc. | Call | 56.00 | 08/01/2025 | &nbsp;&nbsp; 145 | &nbsp;&nbsp; 630 |
| 1 | Taiwan Semiconductor Manufacturing Co. Ltd. | Put | 235.00 | 08/15/2025 | &nbsp;&nbsp; 296 | &nbsp;&nbsp; 372 |
| 17 | Taiwan Semiconductor Manufacturing Co. Ltd. | Put | 230.00 | 08/29/2025 | &nbsp;&nbsp; 6509 | &nbsp;&nbsp; 7310 |
| 1 | Talen Energy Corp. | Put | 260.00 | 08/01/2025 | &nbsp;&nbsp; 914 | &nbsp;&nbsp; 71 |
| 28 | Tesla, Inc. | Put | 290.00 | 08/15/2025 | &nbsp;&nbsp; 13686 | &nbsp;&nbsp; 12600 |
| 1 | Tesla, Inc. | Put | 290.00 | 08/29/2025 | &nbsp;&nbsp; 867 | &nbsp;&nbsp; 810 |
| 11 | Tesla, Inc. | Call | 340.00 | 08/29/2025 | &nbsp;&nbsp; 10988 | &nbsp;&nbsp; 6820 |
| 23 | T-Mobile U.S., Inc. | Put | 230.00 | 08/29/2025 | &nbsp;&nbsp; 5533 | &nbsp;&nbsp; 6417 |
| 4 | Trade Desk, Inc. | Call | 89.00 | 08/15/2025 | &nbsp;&nbsp; 1885 | &nbsp;&nbsp; 2200 |
| 2 | Twilio, Inc. | Call | 128.00 | 08/01/2025 | &nbsp;&nbsp; 557 | &nbsp;&nbsp; 482 |
| 24 | Unity Software, Inc. | Call | 40.00 | 08/15/2025 | &nbsp;&nbsp; 8073 | &nbsp;&nbsp; 2208 |
| 18 | Verint Systems, Inc. | Call | 22.50 | 08/15/2025 | &nbsp;&nbsp; 1932 | &nbsp;&nbsp; 828 |
| 24 | Vertiv Holdings Co. | Put | 133.00 | 08/29/2025 | &nbsp;&nbsp; 9174 | &nbsp;&nbsp; 7776 |
|  | **Total Options on Securities** | **Total Options on Securities** | **Total Options on Securities** | **Total Options on Securities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323876 |
|  | **Total Purchased Options Contracts** | **Total Purchased Options Contracts** | **Total Purchased Options Contracts** | **Total Purchased Options Contracts** | &nbsp;&nbsp;&nbsp;&nbsp; 3330642 | &nbsp;&nbsp;&nbsp;&nbsp; 2476311 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Notional** |  | **Exercise**<br> **Rate**<br>| **Expiration**<br> **Date**<br>| **Cost** | **Value** |
|  |  | **Purchased Swaptions Contracts (5.90%)** | **Purchased Swaptions Contracts (5.90%)** | **Purchased Swaptions Contracts (5.90%)** | **Purchased Swaptions Contracts (5.90%)** | **Purchased Swaptions Contracts (5.90%)** |
| EUR | 1632128 | 10YR Interest Rate Swap Pay EUR Put | 2.63% | 10/23/2025 | $17994 | $21588 |
|  | 1636706 | 10YR Interest Rate Swap Pay EUR Put | 2.63% | 10/23/2025 | &nbsp;&nbsp; 17840 | &nbsp;&nbsp; 21648 |
|  | 8409009 | 10YR Interest Rate Swap Pay EUR Put | 2.52% | 01/09/2035 | &nbsp;&nbsp; 641187 | &nbsp;&nbsp; 822905 |
|  | 1632128 | 10YR Interest Rate Swap Receive EUR Call | 2.63% | 10/23/2025 | &nbsp;&nbsp; 17994 | &nbsp;&nbsp; 11697 |
|  | 1636706 | 10YR Interest Rate Swap Receive EUR Call | 2.63% | 10/23/2025 | &nbsp;&nbsp; 17840 | &nbsp;&nbsp; 11729 |
|  | 8409009 | 10YR Interest Rate Swap Receive EUR Call | 2.52% | 01/09/2035 | &nbsp;&nbsp; 641187 | &nbsp;&nbsp; 448223 |
| GBP | 13134249 | 1YR Interest Rate Swap Pay GBP Put | 3.72% | 04/28/2026 | &nbsp;&nbsp; 38286 | &nbsp;&nbsp; 20256 |
|  | 13176596 | 1YR Interest Rate Swap Pay GBP Put | 3.72% | 04/28/2026 | &nbsp;&nbsp; 40189 | &nbsp;&nbsp; 20371 |
|  | 13177919 | 1YR Interest Rate Swap Pay GBP Put | 3.72% | 04/28/2026 | &nbsp;&nbsp; 38216 | &nbsp;&nbsp; 20319 |
|  | 12644609 | 1YR Interest Rate Swap Pay GBP Put | 3.77% | 07/17/2026 | &nbsp;&nbsp; 26870 | &nbsp;&nbsp; 22741 |
|  | 25371266 | 1YR Interest Rate Swap Pay GBP Put | 3.77% | 07/17/2026 | &nbsp;&nbsp; 53280 | &nbsp;&nbsp; 45608 |
| USD | 14215000 | 1YR Interest Rate Swap Pay USD Put | 3.75% | 05/20/2026 | &nbsp;&nbsp; 35538 | &nbsp;&nbsp; 25453 |
|  | 28471000 | 1YR Interest Rate Swap Pay USD Put | 3.75% | 05/20/2026 | &nbsp;&nbsp; 81854 | &nbsp;&nbsp; 51331 |
|  | 9064000 | 1YR Interest Rate Swap Pay USD Put | 3.20% | 07/17/2026 | &nbsp;&nbsp; 39882 | &nbsp;&nbsp; 40155 |
|  | 9117000 | 1YR Interest Rate Swap Pay USD Put | 3.20% | 07/17/2026 | &nbsp;&nbsp; 35556 | &nbsp;&nbsp; 40213 |
| EUR | 286138 | 20YR Interest Rate Swap Pay EUR Put | 2.58% | 03/13/2035 | &nbsp;&nbsp; 36411 | &nbsp;&nbsp; 42328 |
|  | 286138 | 20YR Interest Rate Swap Pay EUR Put | 2.58% | 03/13/2035 | &nbsp;&nbsp; 36053 | &nbsp;&nbsp; 42252 |
|  | 543661 | 20YR Interest Rate Swap Pay EUR Put | 2.99% | 07/30/2035 | &nbsp;&nbsp; 68365 | &nbsp;&nbsp; 67449 |
|  | 286137 | 20YR Interest Rate Swap Receive EUR Call | 2.58% | 03/13/2035 | &nbsp;&nbsp; 36411 | &nbsp;&nbsp; 28986 |
|  | 286138 | 20YR Interest Rate Swap Receive EUR Call | 2.58% | 03/13/2035 | &nbsp;&nbsp; 36053 | &nbsp;&nbsp; 28910 |
|  | 543661 | 20YR Interest Rate Swap Receive EUR Call | 2.99% | 07/30/2035 | &nbsp;&nbsp; 68365 | &nbsp;&nbsp; 68724 |
|  | 10901839 | 2YR Interest Rate Swap Pay EUR Put | 2.19% | 01/26/2026 | &nbsp;&nbsp; 27636 | &nbsp;&nbsp; 26665 |
|  | 5459503 | 2YR Interest Rate Swap Pay EUR Put | 2.75% | 07/28/2027 | &nbsp;&nbsp; 27570 | &nbsp;&nbsp; 27565 |
| USD | 1245000 | 2YR Interest Rate Swap Pay USD Put | 4.00% | 04/22/2027 | &nbsp;&nbsp; 10396 | &nbsp;&nbsp; 6379 |
|  | 1247000 | 2YR Interest Rate Swap Pay USD Put | 4.00% | 04/22/2027 | &nbsp;&nbsp; 8542 | &nbsp;&nbsp; 6271 |
| EUR | 1905676 | 30YR Interest Rate Swap Pay EUR Put | 2.75% | 09/30/2025 | &nbsp;&nbsp; 22747 | &nbsp;&nbsp; 28428 |
| USD | 1359000 | 30YR Interest Rate Swap Pay USD Put | 4.40% | 01/25/2027 | &nbsp;&nbsp; 110147 | &nbsp;&nbsp; 68935 |
| EUR | 1905676 | 30YR Interest Rate Swap Receive EUR Call | 2.75% | 09/30/2025 | &nbsp;&nbsp; 22747 | &nbsp;&nbsp; (8406) |
| USD | 1000000 | 30YR Interest Rate Swap Receive USD Call | 3.50% | 12/04/2025 | &nbsp;&nbsp; 14500 | &nbsp;&nbsp; 6197 |
|  | 1004000 | 30YR Interest Rate Swap Receive USD Call | 3.50% | 12/04/2025 | &nbsp;&nbsp; 15813 | &nbsp;&nbsp; 6241 |
|  | 1359000 | 30YR Interest Rate Swap Receive USD Call | 4.40% | 01/25/2027 | &nbsp;&nbsp; 110147 | &nbsp;&nbsp; 150565 |
|  | 27294000 | 30YR Interest Rate Swap Receive USD Call | 0.99% | 07/21/2027 | &nbsp;&nbsp; 98941 | &nbsp;&nbsp; 84562 |
| EUR | 2713728 | 5YR Interest Rate Swap Pay EUR Put | 2.66% | 01/08/2030 | &nbsp;&nbsp; 83583 | &nbsp;&nbsp; 93273 |
|  | 2877399 | 5YR Interest Rate Swap Pay EUR Put | 2.66% | 01/08/2030 | &nbsp;&nbsp; 91825 | &nbsp;&nbsp; 99185 |
|  | 2878543 | 5YR Interest Rate Swap Pay EUR Put | 2.66% | 01/10/2035 | &nbsp;&nbsp; 91574 | &nbsp;&nbsp; 99199 |
| JPY | 3238593 | 5YR Interest Rate Swap Pay JPY Put | 1.42% | 01/09/2030 | &nbsp;&nbsp; 59882 | &nbsp;&nbsp; 74189 |
|  | 1310615 | 5YR Interest Rate Swap Pay JPY Put | 1.45% | 02/05/2030 | &nbsp;&nbsp; 23526 | &nbsp;&nbsp; 29671 |
| EUR | 2713728 | 5YR Interest Rate Swap Receive EUR Call | 2.66% | 01/08/2030 | &nbsp;&nbsp; 83583 | &nbsp;&nbsp; 57970 |
|  | 2877399 | 5YR Interest Rate Swap Receive EUR Call | 2.66% | 01/08/2030 | &nbsp;&nbsp; 91825 | &nbsp;&nbsp; 61754 |
|  | 2878543 | 5YR Interest Rate Swap Receive EUR Call | 2.66% | 01/08/2030 | &nbsp;&nbsp; 91574 | &nbsp;&nbsp; 61753 |
| JPY | 3238593 | 5YR Interest Rate Swap Receive JPY Call | 1.42% | 01/09/2030 | &nbsp;&nbsp; 59882 | &nbsp;&nbsp; 47236 |
|  | 1310615 | 5YR Interest Rate Swap Receive JPY Call | 1.45% | 02/05/2030 | &nbsp;&nbsp; 23526 | &nbsp;&nbsp; 19875 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Notional** |  | **Exercise**<br> **Rate**<br>| **Expiration**<br> **Date**<br>| **Cost** | **Value** |
|  |  | **Purchased Swaptions Contracts (continued)** | **Purchased Swaptions Contracts (continued)** | **Purchased Swaptions Contracts (continued)** | **Purchased Swaptions Contracts (continued)** | **Purchased Swaptions Contracts (continued)** |
| EUR | 2385000 | iTraxx Europe Series 43 Version 1 Put | 60.00% | 10/15/2025 | $3586 | &nbsp;&nbsp;&nbsp; $3994 |
|  |  | **Total Purchased Swaptions Contracts** | **Total Purchased Swaptions Contracts** | **Total Purchased Swaptions Contracts** | &nbsp;&nbsp;&nbsp;&nbsp; 3198923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2954387 |
|  |  | **Total Investments (376.04%)** | **Total Investments (376.04%)** | **Total Investments (376.04%)** | $190321231 | &nbsp;&nbsp;&nbsp; $188315572 |
|  |  | **Net Other Assets and Other Liabilities ((276.04)%)** | **Net Other Assets and Other Liabilities ((276.04)%)** | **Net Other Assets and Other Liabilities ((276.04)%)** |  | $(138236463) |
|  |  | **Net Assets (100.00%)** | **Net Assets (100.00%)** | **Net Assets (100.00%)** |  | &nbsp;&nbsp;&nbsp; $50079109 |
| *The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets.* | *The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets.* | *The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets.* | *The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets.* | *The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets.* | *The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets.* | *The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets.* |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| # | Amount rounds to less than 0.005% of the Fund's total value of net assets. |
| \* | Variable or Floating Rate Security. Rate disclosed is based on the latest available information as of July 31, 2025. |
| ~ | Perpetual Maturity. Maturity date presented represents the next call date. |
| + | Zero-coupon bond. Rate represents annualized yield at date of purchase. |
| ± | When Issued Security. |
| « | Inflation linked securities issued by foreign entities in which the principal amount is indexed for inflation or deflation periodically. |
| (A) | At July 31, 2025, security (or a portion thereof) was pledged as collateral for securities sold short. The aggregate value of securities pledged as collateral for <br> securities sold short is $6,916,631, which represents 13.40% of net assets.<br>|
| (B) | Security purchased under forward delivery commitments due within 60 days after October 31, 2025. The purchase price of the security and the date of <br> delivery were fixed at the time the transaction was negotiated.<br>|
| (C) | Due to deposit rate cuts by central banks, rates may be negative. |
| (D) | At July 31, 2025, security (or a portion thereof) was pledged as collateral for OTC derivatives. The aggregate value of securities pledged as collateral for open <br> swap contracts is $5,676,038, which represents % of net assets.<br>|
| (E) | At July 31, 2025, security (or a portion thereof) was pledged as collateral for open futures contracts. The aggregate value of securities pledged as collateral for <br> open futures contracts is $24,781, which represents 0.05% of net assets.<br>|
| (F) | At July 31, 2025, security (or a portion thereof) was pledged as collateral for open swap contracts. The aggregate value of securities pledged as collateral for <br> open swap contracts is $1,892,798, which represents 3.67% of net assets.<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 144A | Unregistered securities exempt in an institutional sale from the registration and prospectus delivery requirement of the Securities Act of 1933, as specified in <br> SEC Rule 144A.<br>|
| ARM | Adjustable Rate Mortgage |
| CPI | Consumer Price Index |
| ETF | Exchange Traded Fund |
| ETN | Exchange Traded Note |
| LLC | Limited Liability Company |
| LP | Limited Partnership |
| OAT | French Treasury Bond |
| PIK | Payment-in-Kind security. Security that pays interest in the form of cash or additional debt securities. |
| PLC | Public Limited Company |
| REG S | Unregistered securities exempt in a sale of non-US securities from the registration and prospectus delivery requirement of the Securities Act of 1933, as <br> specified in SEC Regulation S.<br>|
| SA | French Public Limited Company |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Index Average |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Chinese Yuan Offshore Renminbi |
| EUR | Euro |

---

---

| | |
|:---|:---|
| GBP | Great Britain Pound |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| NZD | New Zealand Dollar |
| PLN | Polish Zloty |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

SEK Swedish Krona <br> USD United States Dollar

ZAR South African Rand

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Concentration by Industry** |  |  |
| **Industry** | **% of Net Assets** | **Value** |
| Foreign Government Obligations | &nbsp;&nbsp;&nbsp;&nbsp;297.81% | &nbsp;&nbsp;&nbsp;&nbsp; $149139783 |
| United States Government and Agency Obligations | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;19.41 | &nbsp;&nbsp;&nbsp;&nbsp; 9721813 |
| Financial | &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;11.59 | &nbsp;&nbsp;&nbsp;&nbsp; 5803935 |
| Communications | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;7.11 | &nbsp;&nbsp;&nbsp;&nbsp; 3564788 |
| Consumer Non-cyclical | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;6.01 | &nbsp;&nbsp;&nbsp;&nbsp; 3009547 |
| Purchased Swaptions Contracts | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;5.90 | &nbsp;&nbsp;&nbsp;&nbsp; 2954387 |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;5.65 | &nbsp;&nbsp;&nbsp;&nbsp; 2829713 |
| Consumer Cyclical | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;3.52 | &nbsp;&nbsp;&nbsp;&nbsp; 1761674 |
| Technology | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;3.33 | &nbsp;&nbsp;&nbsp;&nbsp; 1663274 |
| Options on Exchange Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;2.71 | &nbsp;&nbsp;&nbsp;&nbsp; 1356272 |
| Industrial | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;2.14 | &nbsp;&nbsp;&nbsp;&nbsp; 1072005 |
| Basic Materials | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;2.13 | &nbsp;&nbsp;&nbsp;&nbsp; 1069730 |
| Capital Markets | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;1.85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 922347 |
| Electric Utilities | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;1.09 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543331 |
| Aerospace & Defense | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476518 |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421378 |
| Foreign Currency Options | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363457 |
| Oil, Gas & Consumable Fuels | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348744 |
| Options on Securities | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323876 |
| Banks | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302976 |
| Options on Exchange Traded Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223623 |
| Options on Equity Indices | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128188 |
| Commercial Services & Supplies | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94796 |
| Ground Transportation | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82812 |
| Options on Commodity Indices | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80895 |
| Automobiles | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.04 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21374 |
| Pharmaceuticals | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.03 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13943 |
| IT Services | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.02 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8617 |
| Hotels, Restaurants & Leisure | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.01 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7054 |
| Biotechnology | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.01 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4004 |
| Trading Companies & Distributors | &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.00# | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 718 |
| Total Investments | &nbsp;&nbsp;&nbsp;&nbsp;376.04 | &nbsp;&nbsp;&nbsp;&nbsp; 188315572 |
| Net Other Assets and Other Liabilities | &nbsp;&nbsp;&nbsp;&nbsp; (276.04) | &nbsp;&nbsp;&nbsp;&nbsp; (138236463) |
| Net Assets | &nbsp;&nbsp;&nbsp;&nbsp;100.00% | &nbsp;&nbsp;&nbsp;&nbsp; $50079109 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

# Amount rounds to less than 0.005% of the Fund's total value of net assets.

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Proceeds** | **Value** |
|  |  | **Securities Sold Short (30.40%)** | **Securities Sold Short (30.40%)** | **Securities Sold Short (30.40%)** | **Securities Sold Short (30.40%)** | **Securities Sold Short (30.40%)** |
|  |  | **Corporate Obligations (20.74%)** | **Corporate Obligations (20.74%)** | **Corporate Obligations (20.74%)** | **Corporate Obligations (20.74%)** | **Corporate Obligations (20.74%)** |
|  |  | **France (2.21%)** | **France (2.21%)** | **France (2.21%)** | **France (2.21%)** | **France (2.21%)** |
|  |  | Financial | Financial | Financial | Financial | Financial |
| EUR | 200000 | Banque Federative du Credit Mutuel SA REG S | 4.38% | 01/11/2034 | $213652 | $235880 |
|  | 400000 | BNP Paribas SA REG S | 4.13% | 05/24/2033 | &nbsp;&nbsp; 438062 | &nbsp;&nbsp; 487114 |
|  | 300000 | Societe Generale SA REG S | 5.63% | 06/02/2033 | &nbsp;&nbsp; 344749 | &nbsp;&nbsp; 382225 |
|  |  | **Total France** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 996463 | &nbsp;&nbsp;&nbsp;&nbsp; 1105219 |
|  |  | **Germany (0.48%)** | **Germany (0.48%)** | **Germany (0.48%)** | **Germany (0.48%)** | **Germany (0.48%)** |
|  |  | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical |
| USD | 225000 | Bayer U.S. Finance LLC 144A | 6.88% | 11/21/2053 | &nbsp;&nbsp; 240352 | &nbsp;&nbsp; 239459 |
|  |  | **Luxembourg (0.40%)** | **Luxembourg (0.40%)** | **Luxembourg (0.40%)** | **Luxembourg (0.40%)** | **Luxembourg (0.40%)** |
|  |  | Basic Materials | Basic Materials | Basic Materials | Basic Materials | Basic Materials |
|  | 200000 | INEOS Finance PLC 144A | 7.50% | 04/15/2029 | &nbsp;&nbsp; 188758 | &nbsp;&nbsp; 199026 |
|  |  | **Saudi Arabia (0.74%)** | **Saudi Arabia (0.74%)** | **Saudi Arabia (0.74%)** | **Saudi Arabia (0.74%)** | **Saudi Arabia (0.74%)** |
|  |  | Financial | Financial | Financial | Financial | Financial |
|  | 425000 | Gaci First Investment Co. REG S | 5.13% | 02/14/2053 | &nbsp;&nbsp; 358798 | &nbsp;&nbsp; 370281 |
|  |  | **Spain (0.48%)** | **Spain (0.48%)** | **Spain (0.48%)** | **Spain (0.48%)** | **Spain (0.48%)** |
|  |  | Financial | Financial | Financial | Financial | Financial |
| EUR | 200000 | Banco Santander SA REG S | 4.13% | 04/22/2034 | &nbsp;&nbsp; 220407 | &nbsp;&nbsp; 240370 |
|  |  | **United Kingdom (0.99%)** | **United Kingdom (0.99%)** | **United Kingdom (0.99%)** | **United Kingdom (0.99%)** | **United Kingdom (0.99%)** |
|  |  | Communications | Communications | Communications | Communications | Communications |
| USD | 200000 | Vmed O2 U.K. Financing I PLC 144A | 7.75% | 04/15/2032 | &nbsp;&nbsp; 202848 | &nbsp;&nbsp; 208841 |
|  |  | Financial | Financial | Financial | Financial | Financial |
| EUR | 250000 | Barclays PLC REG S \* | 3.94% | 01/31/2036 | &nbsp;&nbsp; 265467 | &nbsp;&nbsp; 289985 |
|  |  | **Total United Kingdom** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 498826 |
|  |  | **United States (15.44%)** | **United States (15.44%)** | **United States (15.44%)** | **United States (15.44%)** | **United States (15.44%)** |
|  |  | Basic Materials | Basic Materials | Basic Materials | Basic Materials | Basic Materials |
| USD | 515000 | Chemours Co. 144A | 4.63% | 11/15/2029 | &nbsp;&nbsp; 456862 | &nbsp;&nbsp; 437144 |
|  | 435000 | Cleveland-Cliffs, Inc. 144A | 7.00% | 03/15/2032 | &nbsp;&nbsp; 415168 | &nbsp;&nbsp; 425478 |
|  | 325000 | Cleveland-Cliffs, Inc. 144A | 7.38% | 05/01/2033 | &nbsp;&nbsp; 311813 | &nbsp;&nbsp; 316990 |
|  | 600000 | Olympus Water U.S. Holding Corp. 144A | 7.25% | 06/15/2031 | &nbsp;&nbsp; 594003 | &nbsp;&nbsp; 613818 |
|  |  | Communications | Communications | Communications | Communications | Communications |
|  | 470000 | Sirius XM Radio LLC 144A | 3.88% | 09/01/2031 | &nbsp;&nbsp; 394355 | &nbsp;&nbsp; 415486 |
|  | 400000 | Uber Technologies, Inc. | 5.35% | 09/15/2054 | &nbsp;&nbsp; 368503 | &nbsp;&nbsp; 374166 |
|  |  | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical | Consumer Cyclical |
|  | 550000 | Carnival Corp. 144A | 6.13% | 02/15/2033 | &nbsp;&nbsp; 544755 | &nbsp;&nbsp; 563062 |
|  | 125000 | MGM Resorts International | 6.50% | 04/15/2032 | &nbsp;&nbsp; 123484 | &nbsp;&nbsp; 127122 |
|  |  | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical | Consumer Non-cyclical |
|  | 100000 | Champions Financing, Inc. 144A | 8.75% | 02/15/2029 | &nbsp;&nbsp; 93619 | &nbsp;&nbsp; 92776 |
|  | 770000 | CVS Health Corp. | 6.05% | 06/01/2054 | &nbsp;&nbsp; 741853 | &nbsp;&nbsp; 753609 |
|  | 350000 | HCA, Inc. | 6.20% | 03/01/2055 | &nbsp;&nbsp; 334549 | &nbsp;&nbsp; 349827 |
|  | 360000 | ZipRecruiter, Inc. 144A | 5.00% | 01/15/2030 | &nbsp;&nbsp; 307242 | &nbsp;&nbsp; 273123 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Proceeds** | **Value** |
|  |  | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** |
|  |  | **Corporate Obligations (continued)** | **Corporate Obligations (continued)** | **Corporate Obligations (continued)** | **Corporate Obligations (continued)** | **Corporate Obligations (continued)** |
|  |  | **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
|  |  | Energy | Energy | Energy | Energy | Energy |
| USD | 43000 | Helmerich & Payne, Inc. | 4.85% | 12/01/2029 | $41430 | $41577 |
|  | 300000 | Hilcorp Energy I LP/Hilcorp Finance Co. 144A | 7.25% | 02/15/2035 | &nbsp;&nbsp; 295913 | &nbsp;&nbsp; 292910 |
|  | 228000 | Nabors Industries, Inc. 144A | 9.13% | 01/31/2030 | &nbsp;&nbsp; 207755 | &nbsp;&nbsp; 226120 |
|  | 63000 | Venture Global LNG, Inc. 144A | 7.00% | 01/15/2030 | &nbsp;&nbsp; 63095 | &nbsp;&nbsp; 63982 |
|  | 177000 | Venture Global LNG, Inc. 144A | 8.38% | 06/01/2031 | &nbsp;&nbsp; 181920 | &nbsp;&nbsp; 183322 |
|  | 86000 | Venture Global LNG, Inc. 144A | 9.88% | 02/01/2032 | &nbsp;&nbsp; 92436 | &nbsp;&nbsp; 92897 |
|  | 77000 | Vital Energy, Inc. 144A | 7.88% | 04/15/2032 | &nbsp;&nbsp; 64211 | &nbsp;&nbsp; 67729 |
|  |  | Financial | Financial | Financial | Financial | Financial |
|  | 735000 | Goldman Sachs Group, Inc.\* | 5.73% | 01/28/2056 | &nbsp;&nbsp; 721380 | &nbsp;&nbsp; 739137 |
|  | 250000 | OneMain Finance Corp. | 6.75% | 03/15/2032 | &nbsp;&nbsp; 246783 | &nbsp;&nbsp; 254298 |
|  |  | Industrial | Industrial | Industrial | Industrial | Industrial |
|  | 650000 | Boeing Co. | 6.86% | 05/01/2054 | &nbsp;&nbsp; 681163 | &nbsp;&nbsp; 715814 |
|  |  | Utilities | Utilities | Utilities | Utilities | Utilities |
|  | 125000 | Constellation Energy Generation LLC | 6.50% | 10/01/2053 | &nbsp;&nbsp; 131992 | &nbsp;&nbsp; 135415 |
|  | 175000 | NRG Energy, Inc. 144A | 6.25% | 11/01/2034 | &nbsp;&nbsp; 174572 | &nbsp;&nbsp; 177597 |
|  |  | **Total United States** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 7588856 | &nbsp;&nbsp;&nbsp;&nbsp; 7733399 |
|  |  | **Total Corporate Obligations** | **Total Corporate Obligations** | **Total Corporate Obligations** | &nbsp;&nbsp;&nbsp; 10061949 | &nbsp;&nbsp;&nbsp; 10386580 |
|  |  | **Foreign Government Obligations (9.61%)** | **Foreign Government Obligations (9.61%)** | **Foreign Government Obligations (9.61%)** | **Foreign Government Obligations (9.61%)** | **Foreign Government Obligations (9.61%)** |
|  |  | **Bulgaria (0.94%)** | **Bulgaria (0.94%)** | **Bulgaria (0.94%)** | **Bulgaria (0.94%)** | **Bulgaria (0.94%)** |
| EUR | 150000 | Bulgaria Government International Bonds REG S | 4.88% | 05/13/2036 | &nbsp;&nbsp; 175140 | &nbsp;&nbsp; 190578 |
|  | 200000 | Bulgaria Government International Bonds REG S Series 20YR | 4.25% | 09/05/2044 | &nbsp;&nbsp; 216251 | &nbsp;&nbsp; 230746 |
|  | 75000 | Bulgaria Government International Bonds REG S Series 30YR | 1.38% | 09/23/2050 | &nbsp;&nbsp; 48088 | &nbsp;&nbsp; 51049 |
|  |  | **Total Bulgaria** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472373 |
|  |  | **Colombia (0.80%)** | **Colombia (0.80%)** | **Colombia (0.80%)** | **Colombia (0.80%)** | **Colombia (0.80%)** |
| USD | 200000 | Colombia Government International Bonds | 8.38% | 11/07/2054 | &nbsp;&nbsp; 192512 | &nbsp;&nbsp; 195600 |
|  | 200000 | Colombia Government International Bonds | 8.75% | 11/14/2053 | &nbsp;&nbsp; 202300 | &nbsp;&nbsp; 204400 |
|  |  | **Total Colombia** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 394812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 |
|  |  | **Dominican Republic (0.38%)** | **Dominican Republic (0.38%)** | **Dominican Republic (0.38%)** | **Dominican Republic (0.38%)** | **Dominican Republic (0.38%)** |
|  | 200000 | Dominican Republic International Bonds REG S | 6.40% | 06/05/2049 | &nbsp;&nbsp; 187137 | &nbsp;&nbsp; 191425 |
|  |  | **Germany (1.49%)** | **Germany (1.49%)** | **Germany (1.49%)** | **Germany (1.49%)** | **Germany (1.49%)** |
| EUR | 400000 | Deutsche Bank AG REG S \* | 4.50% | 07/12/2035 | &nbsp;&nbsp; 440482 | &nbsp;&nbsp; 482600 |
| USD | 255000 | IHO Verwaltungs GmbH 144A PIK | 7.75% | 11/15/2030 | &nbsp;&nbsp; 254542 | &nbsp;&nbsp; 262163 |
|  |  | **Total Germany** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 695024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744763 |
|  |  | **Indonesia (0.78%)** | **Indonesia (0.78%)** | **Indonesia (0.78%)** | **Indonesia (0.78%)** | **Indonesia (0.78%)** |
|  | 400000 | Indonesia Government International Bonds REG S | 5.25% | 01/08/2047 | &nbsp;&nbsp; 369915 | &nbsp;&nbsp; 391600 |
|  |  | **Oman (0.86%)** | **Oman (0.86%)** | **Oman (0.86%)** | **Oman (0.86%)** | **Oman (0.86%)** |
|  | 400000 | Oman Government International Bonds REG S | 6.75% | 01/17/2048 | &nbsp;&nbsp; 415509 | &nbsp;&nbsp; 432600 |
|  |  | **Panama (0.80%)** | **Panama (0.80%)** | **Panama (0.80%)** | **Panama (0.80%)** | **Panama (0.80%)** |
|  | 600000 | Panama Government International Bonds | 4.50% | 04/01/2056 | &nbsp;&nbsp; 391731 | &nbsp;&nbsp; 400561 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Proceeds** | **Value** |
|  |  | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** | **Securities Sold Short (continued)** |
|  |  | **Foreign Government Obligations (continued)** | **Foreign Government Obligations (continued)** | **Foreign Government Obligations (continued)** | **Foreign Government Obligations (continued)** | **Foreign Government Obligations (continued)** |
|  |  | **Peru (0.24%)** | **Peru (0.24%)** | **Peru (0.24%)** | **Peru (0.24%)** | **Peru (0.24%)** |
| USD | 125000 | Peru Government International Bonds | 5.88% | 08/08/2054 | $119507 | $121000 |
|  |  | **Philippines (0.28%)** | **Philippines (0.28%)** | **Philippines (0.28%)** | **Philippines (0.28%)** | **Philippines (0.28%)** |
|  | 200000 | Philippines Government International Bonds | 2.95% | 05/05/2045 | &nbsp;&nbsp; 137735 | &nbsp;&nbsp; 139000 |
|  |  | **Poland (0.14%)** | **Poland (0.14%)** | **Poland (0.14%)** | **Poland (0.14%)** | **Poland (0.14%)** |
| EUR | 60000 | Republic of Poland Government International Bonds REG S Series 10YR | 3.63% | 01/11/2034 | &nbsp;&nbsp; 63788 | &nbsp;&nbsp; 70233 |
|  |  | **Qatar (1.13%)** | **Qatar (1.13%)** | **Qatar (1.13%)** | **Qatar (1.13%)** | **Qatar (1.13%)** |
| USD | 200000 | Qatar Government International Bonds REG S | 4.82% | 03/14/2049 | &nbsp;&nbsp; 182752 | &nbsp;&nbsp; 184603 |
|  | 400000 | Qatar Government International Bonds REG S | 5.10% | 04/23/2048 | &nbsp;&nbsp; 376165 | &nbsp;&nbsp; 384094 |
|  |  | **Total Qatar** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 558917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568697 |
|  |  | **Romania (0.22%)** | **Romania (0.22%)** | **Romania (0.22%)** | **Romania (0.22%)** | **Romania (0.22%)** |
|  | 56000 | Romania Government International Bonds REG S | 6.13% | 01/22/2044 | &nbsp;&nbsp; 51196 | &nbsp;&nbsp; 51738 |
|  | 54000 | Romania Government International Bonds REG S | 7.63% | 01/17/2053 | &nbsp;&nbsp; 55189 | &nbsp;&nbsp; 56797 |
|  |  | **Total Romania** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108535 |
|  |  | **Saudi Arabia (1.55%)** | **Saudi Arabia (1.55%)** | **Saudi Arabia (1.55%)** | **Saudi Arabia (1.55%)** | **Saudi Arabia (1.55%)** |
|  | 800000 | Saudi Government International Bonds REG S | 5.75% | 01/16/2054 | &nbsp;&nbsp; 746007 | &nbsp;&nbsp; 774400 |
|  |  | **Total Foreign Government Obligations** | **Total Foreign Government Obligations** | **Total Foreign Government Obligations** | &nbsp;&nbsp;&nbsp;&nbsp; 4625946 | &nbsp;&nbsp;&nbsp;&nbsp; 4815187 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Units** |  |  |  |
|  | **Closed End Funds (0.05%)** | **Closed End Funds (0.05%)** | **Closed End Funds (0.05%)** |
|  | **United Kingdom (0.05%)** | **United Kingdom (0.05%)** | **United Kingdom (0.05%)** |
|  | Capital Markets | Capital Markets | Capital Markets |
| 1590 | Scottish Mortgage Investment Trust PLC | &nbsp;&nbsp; 21895 | &nbsp;&nbsp; 22973 |
|  | **Total Securities Sold Short** | $14709790 | $15224740 |
| *The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets.* | *The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets.* | *The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets.* | *The percentage shown for each investment category reflects the value of investments in that category as a percentage of total net assets.* |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Variable or Floating Rate Security. Rate disclosed is based on the latest available information as of July 31, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 144A | Unregistered securities exempt in an institutional sale from the registration and prospectus delivery requirement of the Securities Act of 1933, as specified in <br> SEC Rule 144A.<br>|
| GmbH | German Company with Limited Liability |
| LLC | Limited Liability Company |
| PIK | Payment-in-Kind security. Security that pays interest in the form of cash or additional debt securities. |
| PLC | Public Limited Company |
| REG S | Unregistered securities exempt in a sale of non-US securities from the registration and prospectus delivery requirement of the Securities Act of 1933, as <br> specified in SEC Regulation S.<br>|
| SA | French Public Limited Company |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Concentration by Industry** |  |  |
| **Industry** | **% of Net Assets** | **Value** |
| Foreign Government Obligations | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;9.61% | &nbsp;&nbsp;&nbsp;&nbsp; $4815187 |
| Financial | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;5.99 | &nbsp;&nbsp;&nbsp;&nbsp; 2999290 |
| Basic Materials | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;3.98 | &nbsp;&nbsp;&nbsp;&nbsp; 1992456 |
| Consumer Non-cyclical | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;3.41 | &nbsp;&nbsp;&nbsp;&nbsp; 1708794 |
| Communications | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;1.99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 998493 |
| Energy | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;1.93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 968537 |
| Industrial | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;1.43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 715814 |
| Consumer Cyclical | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;1.38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 690184 |
| Utilities | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313012 |
| Capital Markets | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;0.05 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22973 |
| Total Securities Sold Short | &nbsp;&nbsp;&nbsp;&nbsp;30.40% | &nbsp;&nbsp;&nbsp;&nbsp; $15224740 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>|
| Australian Dollar | BUY | &nbsp;&nbsp;&nbsp;&nbsp;$4135707 | 1.54 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$27944 |
| Australian Dollar | BUY | 801861 | 1.54 | 08/05/2025 | &nbsp;&nbsp; 5418 |
| Australian Dollar | BUY | 616450 | 1.54 | 08/05/2025 | &nbsp;&nbsp; 4793 |
| Australian Dollar | BUY | 164548 | 1.54 | 08/05/2025 | &nbsp;&nbsp; 1654 |
| Australian Dollar | BUY | 159705 | 1.53 | 08/05/2025 | &nbsp;&nbsp; 1961 |
| Australian Dollar | BUY | 142043 | 1.51 | 08/05/2025 | &nbsp;&nbsp; 3615 |
| Australian Dollar | BUY | 138245 | 1.52 | 08/05/2025 | &nbsp;&nbsp; 3037 |
| Australian Dollar | BUY | 137827 | 1.52 | 08/05/2025 | &nbsp;&nbsp; 2619 |
| Australian Dollar | BUY | 123948 | 1.53 | 08/05/2025 | &nbsp;&nbsp; 1616 |
| Australian Dollar | BUY | 101720 | 1.52 | 08/05/2025 | &nbsp;&nbsp; 1924 |
| Australian Dollar | BUY | 101303 | 1.53 | 08/05/2025 | &nbsp;&nbsp; 1506 |
| Australian Dollar | BUY | 101162 | 1.53 | 08/05/2025 | &nbsp;&nbsp; 1365 |
| Australian Dollar | BUY | 95055 | 1.53 | 08/05/2025 | &nbsp;&nbsp; 1696 |
| Australian Dollar | BUY | 94719 | 1.53 | 08/05/2025 | &nbsp;&nbsp; 1361 |
| Australian Dollar | BUY | 87988 | 1.53 | 08/05/2025 | &nbsp;&nbsp; 1068 |
| Australian Dollar | BUY | 87548 | 1.54 | 08/05/2025 | &nbsp;&nbsp; 628 |
| Australian Dollar | BUY | 81728 | 1.53 | 08/05/2025 | &nbsp;&nbsp; 1247 |
| Australian Dollar | BUY | 27967 | 1.54 | 08/05/2025 | &nbsp;&nbsp; 281 |
| Australian Dollar | BUY | 44621 | 1.52 | 08/29/2025 | &nbsp;&nbsp; 821 |
| Australian Dollar | BUY | 35106 | 1.52 | 08/29/2025 | &nbsp;&nbsp; 646 |
| Australian Dollar | BUY | 7874 | 1.52 | 08/29/2025 | &nbsp;&nbsp; 145 |
| Australian Dollar | BUY | 3281 | 1.52 | 08/29/2025 | &nbsp;&nbsp; 60 |
| Australian Dollar | BUY | 27888 | 1.54 | 09/02/2025 | &nbsp;&nbsp; 188 |
| Australian Dollar | BUY | 32670 | 1.53 | 09/17/2025 | &nbsp;&nbsp; 452 |
| Australian Dollar | BUY | 29403 | 1.53 | 09/17/2025 | &nbsp;&nbsp; 406 |
| Australian Dollar | BUY | 26084 | 1.53 | 09/17/2025 | &nbsp;&nbsp; 310 |
| Australian Dollar | BUY | 9801 | 1.53 | 09/17/2025 | &nbsp;&nbsp; 135 |
| Australian Dollar | BUY | 6534 | 1.53 | 09/17/2025 | &nbsp;&nbsp; 91 |
| Australian Dollar | BUY | 6462 | 1.55 | 09/17/2025 | &nbsp;&nbsp; 18 |
| Australian Dollar | BUY | 3276 | 1.53 | 09/17/2025 | &nbsp;&nbsp; 54 |
| Australian Dollar | SELL | 77275 | 1.55 | 09/02/2025 | &nbsp;&nbsp; 27 |
| Brazilian Real | BUY | 2488834 | 5.54 | 08/04/2025 | &nbsp;&nbsp; 27482 |
| Brazilian Real | BUY | 812214 | 5.54 | 08/04/2025 | &nbsp;&nbsp; 8256 |
| Brazilian Real | BUY | 637778 | 5.53 | 08/04/2025 | &nbsp;&nbsp; 8151 |
| Brazilian Real | BUY | 266582 | 5.53 | 08/04/2025 | &nbsp;&nbsp; 3121 |
| Brazilian Real | BUY | 244242 | 5.47 | 08/04/2025 | &nbsp;&nbsp; 5788 |
| Brazilian Real | BUY | 172748 | 5.46 | 08/04/2025 | &nbsp;&nbsp; 4133 |
| Brazilian Real | BUY | 160761 | 5.60 | 08/04/2025 | &nbsp;&nbsp; 5 |
| Brazilian Real | BUY | 143372 | 5.54 | 08/04/2025 | &nbsp;&nbsp; 1371 |
| Brazilian Real | BUY | 125701 | 5.53 | 08/04/2025 | &nbsp;&nbsp; 1562 |
| Brazilian Real | BUY | 124136 | 5.56 | 08/04/2025 | &nbsp;&nbsp; 890 |
| Brazilian Real | BUY | 121063 | 5.49 | 08/04/2025 | &nbsp;&nbsp; 2282 |
| Brazilian Real | BUY | 120985 | 5.58 | 08/04/2025 | &nbsp;&nbsp; 418 |
| Brazilian Real | BUY | 83423 | 5.57 | 08/04/2025 | &nbsp;&nbsp; 366 |
| Brazilian Real | BUY | 4424 | 5.65 | 09/17/2025 | &nbsp;&nbsp; 8 |
| Brazilian Real | BUY | 889 | 5.63 | 09/17/2025 | &nbsp;&nbsp; 6 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>|
| Brazilian Real | SELL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$403106 | 5.60 | 08/04/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$212 |
| Brazilian Real | SELL | 122186 | 5.61 | 08/04/2025 | &nbsp;&nbsp; 167 |
| Brazilian Real | SELL | 121856 | 5.62 | 08/04/2025 | &nbsp;&nbsp; 497 |
| Brazilian Real | SELL | 1410547 | 5.64 | 09/03/2025 | &nbsp;&nbsp; 85 |
| Brazilian Real | SELL | 14176 | 5.64 | 09/03/2025 | &nbsp;&nbsp; 1 |
| Brazilian Real | SELL | 1772 | 5.64 | 09/03/2025 | &nbsp;&nbsp; 0 |
| Brazilian Real | SELL | 21916 | 5.70 | 09/17/2025 | &nbsp;&nbsp; 163 |
| Canadian Dollar | BUY | 895756 | 1.38 | 08/05/2025 | &nbsp;&nbsp; 2307 |
| Canadian Dollar | BUY | 268087 | 1.36 | 08/05/2025 | &nbsp;&nbsp; 4031 |
| Canadian Dollar | BUY | 193657 | 1.38 | 08/05/2025 | &nbsp;&nbsp; 499 |
| Canadian Dollar | BUY | 182938 | 1.37 | 08/05/2025 | &nbsp;&nbsp; 2078 |
| Canadian Dollar | BUY | 158442 | 1.36 | 08/05/2025 | &nbsp;&nbsp; 2902 |
| Canadian Dollar | BUY | 143285 | 1.36 | 08/05/2025 | &nbsp;&nbsp; 2215 |
| Canadian Dollar | BUY | 139495 | 1.36 | 08/05/2025 | &nbsp;&nbsp; 2041 |
| Canadian Dollar | BUY | 138171 | 1.38 | 08/05/2025 | &nbsp;&nbsp; 717 |
| Canadian Dollar | BUY | 136309 | 1.36 | 08/05/2025 | &nbsp;&nbsp; 2473 |
| Canadian Dollar | BUY | 109615 | 1.37 | 08/05/2025 | &nbsp;&nbsp; 1099 |
| Canadian Dollar | BUY | 106559 | 1.36 | 08/05/2025 | &nbsp;&nbsp; 1660 |
| Canadian Dollar | BUY | 102504 | 1.37 | 08/05/2025 | &nbsp;&nbsp; 1222 |
| Canadian Dollar | BUY | 102445 | 1.37 | 08/05/2025 | &nbsp;&nbsp; 1163 |
| Canadian Dollar | BUY | 95136 | 1.37 | 08/05/2025 | &nbsp;&nbsp; 1088 |
| Canadian Dollar | BUY | 91898 | 1.36 | 08/05/2025 | &nbsp;&nbsp; 1468 |
| Canadian Dollar | BUY | 80402 | 1.37 | 08/05/2025 | &nbsp;&nbsp; 824 |
| Canadian Dollar | BUY | 80211 | 1.37 | 08/05/2025 | &nbsp;&nbsp; 632 |
| Canadian Dollar | BUY | 80207 | 1.37 | 08/05/2025 | &nbsp;&nbsp; 629 |
| Canadian Dollar | BUY | 80198 | 1.37 | 08/05/2025 | &nbsp;&nbsp; 620 |
| Canadian Dollar | BUY | 65679 | 1.37 | 08/05/2025 | &nbsp;&nbsp; 570 |
| Canadian Dollar | BUY | 36402 | 1.37 | 08/05/2025 | &nbsp;&nbsp; 230 |
| Canadian Dollar | BUY | 100999 | 1.37 | 08/29/2025 | &nbsp;&nbsp; 1047 |
| Canadian Dollar | BUY | 51231 | 1.37 | 08/29/2025 | &nbsp;&nbsp; 531 |
| Canadian Dollar | BUY | 38058 | 1.37 | 08/29/2025 | &nbsp;&nbsp; 394 |
| Canadian Dollar | BUY | 13979 | 1.37 | 08/29/2025 | &nbsp;&nbsp; 145 |
| Canadian Dollar | BUY | 152321 | 1.38 | 09/02/2025 | &nbsp;&nbsp; 189 |
| Canadian Dollar | BUY | 79781 | 1.38 | 09/02/2025 | &nbsp;&nbsp; 94 |
| Canadian Dollar | BUY | 106430 | 1.36 | 09/17/2025 | &nbsp;&nbsp; 1310 |
| Canadian Dollar | SELL | 123031 | 1.38 | 09/02/2025 | &nbsp;&nbsp; 123 |
| Chilean Peso | BUY | 525151 | 976.30 | 08/05/2025 | &nbsp;&nbsp; 1491 |
| Chilean Peso | BUY | 302695 | 949.80 | 08/05/2025 | &nbsp;&nbsp; 9052 |
| Chilean Peso | BUY | 211042 | 944.60 | 08/05/2025 | &nbsp;&nbsp; 7432 |
| Chilean Peso | BUY | 136940 | 969.03 | 08/05/2025 | &nbsp;&nbsp; 1406 |
| Chilean Peso | BUY | 92410 | 951.20 | 08/05/2025 | &nbsp;&nbsp; 2631 |
| Chilean Peso | BUY | 92390 | 951.40 | 08/05/2025 | &nbsp;&nbsp; 2612 |
| Chilean Peso | BUY | 75773 | 947.12 | 08/05/2025 | &nbsp;&nbsp; 2473 |
| Chilean Peso | BUY | 71648 | 946.00 | 08/05/2025 | &nbsp;&nbsp; 2421 |
| Chilean Peso | BUY | 63313 | 944.60 | 08/05/2025 | &nbsp;&nbsp; 2230 |
| Chilean Peso | BUY | 5879 | 935.50 | 08/05/2025 | &nbsp;&nbsp; 262 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>|
| Chilean Peso | BUY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5860 | 938.58 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$242 |
| Chilean Peso | BUY | 11267 | 976.31 | 09/02/2025 | &nbsp;&nbsp; 32 |
| Chinese Yuan Renminbi | BUY | 805390 | 7.15 | 08/05/2025 | &nbsp;&nbsp; 6172 |
| Chinese Yuan Renminbi | BUY | 626149 | 7.18 | 08/05/2025 | &nbsp;&nbsp; 2532 |
| Chinese Yuan Renminbi | BUY | 557154 | 7.16 | 08/05/2025 | &nbsp;&nbsp; 3721 |
| Chinese Yuan Renminbi | BUY | 370850 | 7.18 | 08/05/2025 | &nbsp;&nbsp; 1757 |
| Chinese Yuan Renminbi | BUY | 363007 | 7.17 | 08/05/2025 | &nbsp;&nbsp; 2235 |
| Chinese Yuan Renminbi | BUY | 256378 | 7.17 | 08/05/2025 | &nbsp;&nbsp; 1438 |
| Chinese Yuan Renminbi | BUY | 250547 | 7.18 | 08/05/2025 | &nbsp;&nbsp; 1017 |
| Chinese Yuan Renminbi | BUY | 250515 | 7.18 | 08/05/2025 | &nbsp;&nbsp; 985 |
| Chinese Yuan Renminbi | BUY | 247251 | 7.17 | 08/05/2025 | &nbsp;&nbsp; 1188 |
| Chinese Yuan Renminbi | BUY | 235967 | 7.17 | 08/05/2025 | &nbsp;&nbsp; 1417 |
| Chinese Yuan Renminbi | BUY | 182929 | 7.14 | 08/05/2025 | &nbsp;&nbsp; 1642 |
| Chinese Yuan Renminbi | BUY | 180437 | 7.15 | 08/05/2025 | &nbsp;&nbsp; 1507 |
| Chinese Yuan Renminbi | BUY | 170321 | 7.18 | 08/05/2025 | &nbsp;&nbsp; 685 |
| Chinese Yuan Renminbi | BUY | 148926 | 7.15 | 08/05/2025 | &nbsp;&nbsp; 1205 |
| Chinese Yuan Renminbi | BUY | 143874 | 7.15 | 08/05/2025 | &nbsp;&nbsp; 1285 |
| Chinese Yuan Renminbi | BUY | 121525 | 7.15 | 08/05/2025 | &nbsp;&nbsp; 991 |
| Chinese Yuan Renminbi | BUY | 115452 | 7.15 | 08/05/2025 | &nbsp;&nbsp; 1021 |
| Chinese Yuan Renminbi | BUY | 111768 | 7.14 | 08/05/2025 | &nbsp;&nbsp; 1081 |
| Chinese Yuan Renminbi | BUY | 111654 | 7.15 | 08/05/2025 | &nbsp;&nbsp; 968 |
| Chinese Yuan Renminbi | BUY | 109901 | 7.15 | 08/05/2025 | &nbsp;&nbsp; 879 |
| Chinese Yuan Renminbi | BUY | 95574 | 7.17 | 08/05/2025 | &nbsp;&nbsp; 561 |
| Chinese Yuan Renminbi | BUY | 93762 | 7.15 | 08/05/2025 | &nbsp;&nbsp; 829 |
| Chinese Yuan Renminbi | BUY | 87294 | 7.15 | 08/05/2025 | &nbsp;&nbsp; 742 |
| Chinese Yuan Renminbi | BUY | 54036 | 7.18 | 08/05/2025 | &nbsp;&nbsp; 218 |
| Chinese Yuan Renminbi | BUY | 873467 | 7.19 | 09/02/2025 | &nbsp;&nbsp; 1025 |
| Chinese Yuan Renminbi | BUY | 476880 | 7.18 | 09/02/2025 | &nbsp;&nbsp; 762 |
| Chinese Yuan Renminbi | BUY | 313563 | 7.19 | 09/02/2025 | &nbsp;&nbsp; 368 |
| Chinese Yuan Renminbi | BUY | 289060 | 7.18 | 09/02/2025 | &nbsp;&nbsp; 470 |
| Chinese Yuan Renminbi | BUY | 289020 | 7.18 | 09/02/2025 | &nbsp;&nbsp; 430 |
| Chinese Yuan Renminbi | BUY | 187803 | 7.18 | 09/02/2025 | &nbsp;&nbsp; 275 |
| Chinese Yuan Renminbi | BUY | 125442 | 7.19 | 09/02/2025 | &nbsp;&nbsp; 150 |
| Chinese Yuan Renminbi | BUY | 117184 | 7.19 | 09/02/2025 | &nbsp;&nbsp; 135 |
| Chinese Yuan Renminbi | BUY | 79556 | 7.18 | 09/02/2025 | &nbsp;&nbsp; 180 |
| Chinese Yuan Renminbi | BUY | 76663 | 7.18 | 09/02/2025 | &nbsp;&nbsp; 110 |
| Chinese Yuan Renminbi | BUY | 63046 | 7.19 | 09/02/2025 | &nbsp;&nbsp; 74 |
| Colombian Peso | BUY | 249784 | 4053.01 | 08/05/2025 | &nbsp;&nbsp; 6749 |
| Colombian Peso | BUY | 163409 | 4062.56 | 08/05/2025 | &nbsp;&nbsp; 4043 |
| Colombian Peso | BUY | 163269 | 4066.03 | 08/05/2025 | &nbsp;&nbsp; 3902 |
| Colombian Peso | BUY | 113941 | 4053.01 | 08/05/2025 | &nbsp;&nbsp; 3079 |
| Colombian Peso | BUY | 113409 | 4071.99 | 08/05/2025 | &nbsp;&nbsp; 2547 |
| Colombian Peso | BUY | 109409 | 4080.97 | 08/05/2025 | &nbsp;&nbsp; 2221 |
| Colombian Peso | BUY | 98085 | 4066.03 | 08/05/2025 | &nbsp;&nbsp; 2344 |
| Colombian Peso | BUY | 83067 | 4062.56 | 08/05/2025 | &nbsp;&nbsp; 2055 |
| Colombian Peso | BUY | 75939 | 4058.44 | 08/05/2025 | &nbsp;&nbsp; 1952 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>|
| Colombian Peso | BUY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$37776 | 4060.42 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$953 |
| Colombian Peso | BUY | 18828 | 4073.49 | 08/05/2025 | &nbsp;&nbsp; 416 |
| Colombian Peso | SELL | 770098 | 4183.93 | 09/02/2025 | &nbsp;&nbsp; 1050 |
| Czech Koruna | BUY | 273746 | 21.33 | 08/05/2025 | &nbsp;&nbsp; 1972 |
| Czech Koruna | BUY | 172403 | 21.06 | 08/05/2025 | &nbsp;&nbsp; 3446 |
| Czech Koruna | BUY | 163334 | 21.37 | 08/05/2025 | &nbsp;&nbsp; 894 |
| Czech Koruna | BUY | 163310 | 21.37 | 08/05/2025 | &nbsp;&nbsp; 869 |
| Czech Koruna | BUY | 138341 | 21.11 | 08/05/2025 | &nbsp;&nbsp; 2431 |
| Czech Koruna | BUY | 120667 | 21.05 | 08/05/2025 | &nbsp;&nbsp; 2443 |
| Czech Koruna | BUY | 119550 | 21.33 | 08/05/2025 | &nbsp;&nbsp; 861 |
| Czech Koruna | BUY | 94423 | 21.18 | 08/05/2025 | &nbsp;&nbsp; 1334 |
| Czech Koruna | BUY | 89266 | 21.17 | 08/05/2025 | &nbsp;&nbsp; 1296 |
| Czech Koruna | BUY | 83142 | 21.29 | 08/05/2025 | &nbsp;&nbsp; 758 |
| Czech Koruna | BUY | 136672 | 21.44 | 09/02/2025 | &nbsp;&nbsp; 190 |
| Czech Koruna | SELL | 79107 | 21.49 | 09/02/2025 | &nbsp;&nbsp; 81 |
| Danish Krone | BUY | 21573 | 6.49 | 08/29/2025 | &nbsp;&nbsp; 60 |
| Danish Krone | BUY | 1262 | 6.34 | 08/29/2025 | &nbsp;&nbsp; 33 |
| Euro | BUY | 8574983 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 139094 |
| Euro | BUY | 1397749 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 13897 |
| Euro | BUY | 657377 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 10663 |
| Euro | BUY | 655050 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 10625 |
| Euro | BUY | 564630 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 12920 |
| Euro | BUY | 563885 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 12176 |
| Euro | BUY | 469993 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 12143 |
| Euro | BUY | 460995 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 12302 |
| Euro | BUY | 312338 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 7868 |
| Euro | BUY | 276668 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 5392 |
| Euro | BUY | 239704 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 2766 |
| Euro | BUY | 234692 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 2333 |
| Euro | BUY | 219421 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 3086 |
| Euro | BUY | 218738 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 3548 |
| Euro | BUY | 199432 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 3701 |
| Euro | BUY | 189470 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 2896 |
| Euro | BUY | 186665 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 3525 |
| Euro | BUY | 160271 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 4602 |
| Euro | BUY | 158706 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 4181 |
| Euro | BUY | 146357 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 3279 |
| Euro | BUY | 144856 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 2350 |
| Euro | BUY | 137952 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 1741 |
| Euro | BUY | 137523 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 3602 |
| Euro | BUY | 129283 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 3375 |
| Euro | BUY | 129180 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 3271 |
| Euro | BUY | 129148 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 2095 |
| Euro | BUY | 124514 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 2039 |
| Euro | BUY | 116292 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 2974 |
| Euro | BUY | 113686 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 1513 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>|
| Euro | BUY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$111122 | 0.85 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2383 |
| Euro | BUY | 109884 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 2289 |
| Euro | BUY | 108023 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 2717 |
| Euro | BUY | 107091 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 1786 |
| Euro | BUY | 102276 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 2694 |
| Euro | BUY | 85735 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 2177 |
| Euro | BUY | 84397 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 839 |
| Euro | BUY | 63338 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 1528 |
| Euro | BUY | 52572 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 1064 |
| Euro | BUY | 47703 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 774 |
| Euro | BUY | 47011 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 1226 |
| Euro | BUY | 44685 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 1189 |
| Euro | BUY | 44213 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 717 |
| Euro | BUY | 43319 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 968 |
| Euro | BUY | 41091 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 1029 |
| Euro | BUY | 40879 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 817 |
| Euro | BUY | 36280 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 797 |
| Euro | BUY | 36267 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 784 |
| Euro | BUY | 35431 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 1092 |
| Euro | BUY | 29248 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 632 |
| Euro | BUY | 25843 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 661 |
| Euro | BUY | 22319 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 571 |
| Euro | BUY | 21110 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 506 |
| Euro | BUY | 20810 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 207 |
| Euro | BUY | 19985 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 526 |
| Euro | BUY | 18809 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 495 |
| Euro | BUY | 13003 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 412 |
| Euro | BUY | 12987 | 0.85 | 08/05/2025 | &nbsp;&nbsp; 396 |
| Euro | BUY | 10405 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 103 |
| Euro | BUY | 9249 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 92 |
| Euro | BUY | 1156 | 0.86 | 08/05/2025 | &nbsp;&nbsp; 11 |
| Euro | BUY | 1501602 | 0.85 | 08/29/2025 | &nbsp;&nbsp; 41370 |
| Euro | BUY | 695568 | 0.85 | 08/29/2025 | &nbsp;&nbsp; 19163 |
| Euro | BUY | 575318 | 0.85 | 08/29/2025 | &nbsp;&nbsp; 15850 |
| Euro | BUY | 366293 | 0.85 | 08/29/2025 | &nbsp;&nbsp; 10092 |
| Euro | BUY | 291172 | 0.85 | 08/29/2025 | &nbsp;&nbsp; 7541 |
| Euro | BUY | 57891 | 0.86 | 08/29/2025 | &nbsp;&nbsp; 569 |
| Euro | BUY | 52462 | 0.85 | 08/29/2025 | &nbsp;&nbsp; 1445 |
| Euro | BUY | 37726 | 0.85 | 08/29/2025 | &nbsp;&nbsp; 1039 |
| Euro | BUY | 30298 | 0.85 | 08/29/2025 | &nbsp;&nbsp; 835 |
| Euro | BUY | 13933 | 0.86 | 08/29/2025 | &nbsp;&nbsp; 176 |
| Euro | BUY | 1237072 | 0.87 | 09/02/2025 | &nbsp;&nbsp; 2019 |
| Euro | BUY | 360223 | 0.86 | 09/02/2025 | &nbsp;&nbsp; 3583 |
| Euro | BUY | 165547 | 0.87 | 09/02/2025 | &nbsp;&nbsp; 415 |
| Euro | BUY | 158553 | 0.87 | 09/02/2025 | &nbsp;&nbsp; 301 |
| Euro | BUY | 148259 | 0.86 | 09/02/2025 | &nbsp;&nbsp; 1475 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>|
| Euro | BUY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$139572 | 0.86 | 09/02/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1388 |
| Euro | BUY | 75896 | 0.87 | 09/02/2025 | &nbsp;&nbsp; 210 |
| Euro | BUY | 42548 | 0.87 | 09/02/2025 | &nbsp;&nbsp; 118 |
| Euro | BUY | 40248 | 0.87 | 09/02/2025 | &nbsp;&nbsp; 111 |
| Euro | BUY | 34733 | 0.86 | 09/02/2025 | &nbsp;&nbsp; 331 |
| Euro | BUY | 27956 | 0.86 | 09/17/2025 | &nbsp;&nbsp; 407 |
| Euro | BUY | 22417 | 0.85 | 09/17/2025 | &nbsp;&nbsp; 608 |
| Euro | BUY | 17247 | 0.87 | 09/17/2025 | &nbsp;&nbsp; 28 |
| Euro | BUY | 10348 | 0.87 | 09/17/2025 | &nbsp;&nbsp; 17 |
| Euro | BUY | 9340 | 0.86 | 09/17/2025 | &nbsp;&nbsp; 157 |
| Euro | BUY | 2332 | 0.86 | 09/17/2025 | &nbsp;&nbsp; 37 |
| Euro | SELL | 58279 | 0.88 | 08/29/2025 | &nbsp;&nbsp; 190 |
| Euro | SELL | 11427 | 0.88 | 08/29/2025 | &nbsp;&nbsp; 37 |
| Great Britain Pound | BUY | 771909 | 0.73 | 08/05/2025 | &nbsp;&nbsp; 21563 |
| Great Britain Pound | BUY | 733326 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 14741 |
| Great Britain Pound | BUY | 520370 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 9552 |
| Great Britain Pound | BUY | 434232 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 4140 |
| Great Britain Pound | BUY | 356191 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 9470 |
| Great Britain Pound | BUY | 297732 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 7916 |
| Great Britain Pound | BUY | 266005 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 6626 |
| Great Britain Pound | BUY | 246684 | 0.73 | 08/05/2025 | &nbsp;&nbsp; 7156 |
| Great Britain Pound | BUY | 228631 | 0.73 | 08/05/2025 | &nbsp;&nbsp; 6307 |
| Great Britain Pound | BUY | 220117 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 5732 |
| Great Britain Pound | BUY | 166090 | 0.73 | 08/05/2025 | &nbsp;&nbsp; 4640 |
| Great Britain Pound | BUY | 158422 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 3589 |
| Great Britain Pound | BUY | 158114 | 0.73 | 08/05/2025 | &nbsp;&nbsp; 4604 |
| Great Britain Pound | BUY | 153235 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 2372 |
| Great Britain Pound | BUY | 150197 | 0.73 | 08/05/2025 | &nbsp;&nbsp; 4627 |
| Great Britain Pound | BUY | 142314 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 3361 |
| Great Britain Pound | BUY | 138156 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 1850 |
| Great Britain Pound | BUY | 119673 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 3217 |
| Great Britain Pound | BUY | 115366 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 2881 |
| Great Britain Pound | BUY | 109186 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 1994 |
| Great Britain Pound | BUY | 108864 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 1672 |
| Great Britain Pound | BUY | 108636 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 1444 |
| Great Britain Pound | BUY | 101838 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 1262 |
| Great Britain Pound | BUY | 101514 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 939 |
| Great Britain Pound | BUY | 96497 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 2539 |
| Great Britain Pound | BUY | 87488 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 1470 |
| Great Britain Pound | BUY | 87270 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 1252 |
| Great Britain Pound | BUY | 86617 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 1922 |
| Great Britain Pound | BUY | 86409 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 1714 |
| Great Britain Pound | BUY | 85866 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 1171 |
| Great Britain Pound | BUY | 84406 | 0.73 | 08/05/2025 | &nbsp;&nbsp; 2358 |
| Great Britain Pound | BUY | 80115 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 713 |
| Great Britain Pound | BUY | 79189 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 1110 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>|
| Great Britain Pound | BUY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$79032 | 0.75 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$953 |
| Great Britain Pound | BUY | 78576 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 498 |
| Great Britain Pound | BUY | 67975 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 1807 |
| Great Britain Pound | BUY | 55683 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 1425 |
| Great Britain Pound | BUY | 53177 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 507 |
| Great Britain Pound | BUY | 51137 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 849 |
| Great Britain Pound | BUY | 49525 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 561 |
| Great Britain Pound | BUY | 39833 | 0.73 | 08/05/2025 | &nbsp;&nbsp; 1455 |
| Great Britain Pound | BUY | 33577 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 493 |
| Great Britain Pound | BUY | 32193 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 433 |
| Great Britain Pound | BUY | 31170 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 733 |
| Great Britain Pound | BUY | 30179 | 0.73 | 08/05/2025 | &nbsp;&nbsp; 1065 |
| Great Britain Pound | BUY | 27190 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 723 |
| Great Britain Pound | BUY | 26722 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 255 |
| Great Britain Pound | BUY | 26657 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 189 |
| Great Britain Pound | BUY | 14925 | 0.74 | 08/05/2025 | &nbsp;&nbsp; 368 |
| Great Britain Pound | BUY | 13375 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 141 |
| Great Britain Pound | BUY | 5344 | 0.75 | 08/05/2025 | &nbsp;&nbsp; 51 |
| Great Britain Pound | BUY | 2723 | 0.73 | 08/05/2025 | &nbsp;&nbsp; 76 |
| Great Britain Pound | BUY | 92423 | 0.75 | 08/29/2025 | &nbsp;&nbsp; 163 |
| Great Britain Pound | BUY | 86779 | 0.74 | 08/29/2025 | &nbsp;&nbsp; 1535 |
| Great Britain Pound | BUY | 20213 | 0.74 | 08/29/2025 | &nbsp;&nbsp; 358 |
| Great Britain Pound | BUY | 6738 | 0.74 | 08/29/2025 | &nbsp;&nbsp; 119 |
| Great Britain Pound | BUY | 1140170 | 0.75 | 09/02/2025 | &nbsp;&nbsp; 4416 |
| Great Britain Pound | BUY | 124291 | 0.75 | 09/02/2025 | &nbsp;&nbsp; 1185 |
| Great Britain Pound | BUY | 113599 | 0.75 | 09/02/2025 | &nbsp;&nbsp; 1083 |
| Great Britain Pound | BUY | 86884 | 0.75 | 09/02/2025 | &nbsp;&nbsp; 842 |
| Great Britain Pound | BUY | 82861 | 0.75 | 09/02/2025 | &nbsp;&nbsp; 790 |
| Great Britain Pound | BUY | 80204 | 0.75 | 09/02/2025 | &nbsp;&nbsp; 780 |
| Great Britain Pound | BUY | 2673 | 0.75 | 09/02/2025 | &nbsp;&nbsp; 25 |
| Great Britain Pound | BUY | 74606 | 0.74 | 09/17/2025 | &nbsp;&nbsp; 1790 |
| Great Britain Pound | BUY | 8052 | 0.75 | 09/17/2025 | &nbsp;&nbsp; 108 |
| Great Britain Pound | BUY | 2721 | 0.74 | 09/17/2025 | &nbsp;&nbsp; 73 |
| Hong Kong Dollar | BUY | 41523 | 7.83 | 08/29/2025 | &nbsp;&nbsp; 23 |
| Hong Kong Dollar | BUY | 37051 | 7.83 | 08/29/2025 | &nbsp;&nbsp; 20 |
| Hong Kong Dollar | BUY | 35774 | 7.83 | 08/29/2025 | &nbsp;&nbsp; 20 |
| Hong Kong Dollar | BUY | 22039 | 7.83 | 08/29/2025 | &nbsp;&nbsp; 12 |
| Hong Kong Dollar | BUY | 9630 | 7.79 | 09/17/2025 | &nbsp;&nbsp; 38 |
| Hungarian Forint | BUY | 2828161 | 347.50 | 08/05/2025 | &nbsp;&nbsp; 14035 |
| Hungarian Forint | BUY | 791170 | 342.91 | 08/05/2025 | &nbsp;&nbsp; 14336 |
| Hungarian Forint | BUY | 439768 | 343.59 | 08/05/2025 | &nbsp;&nbsp; 7112 |
| Hungarian Forint | BUY | 283920 | 342.35 | 08/05/2025 | &nbsp;&nbsp; 5600 |
| Hungarian Forint | BUY | 137752 | 342.64 | 08/05/2025 | &nbsp;&nbsp; 2601 |
| Hungarian Forint | BUY | 116873 | 344.82 | 08/05/2025 | &nbsp;&nbsp; 1479 |
| Hungarian Forint | BUY | 97920 | 344.16 | 08/05/2025 | &nbsp;&nbsp; 1424 |
| Hungarian Forint | BUY | 94893 | 344.60 | 08/05/2025 | &nbsp;&nbsp; 1261 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>|
| Hungarian Forint | BUY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$89548 | 345.82 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$877 |
| Hungarian Forint | BUY | 87567 | 342.59 | 08/05/2025 | &nbsp;&nbsp; 1666 |
| Hungarian Forint | BUY | 277168 | 346.00 | 09/02/2025 | &nbsp;&nbsp; 2975 |
| Hungarian Forint | BUY | 174971 | 346.00 | 09/02/2025 | &nbsp;&nbsp; 1878 |
| Hungarian Forint | BUY | 94102 | 346.43 | 09/02/2025 | &nbsp;&nbsp; 893 |
| Hungarian Forint | BUY | 86271 | 348.90 | 09/02/2025 | &nbsp;&nbsp; 210 |
| Hungarian Forint | SELL | 78445 | 350.56 | 09/02/2025 | &nbsp;&nbsp; 182 |
| Indian Rupee | BUY | 1456536 | 87.41 | 08/05/2025 | &nbsp;&nbsp; 3137 |
| Indian Rupee | BUY | 549390 | 87.41 | 08/05/2025 | &nbsp;&nbsp; 1183 |
| Indian Rupee | BUY | 174334 | 86.73 | 08/05/2025 | &nbsp;&nbsp; 1721 |
| Indonesian Rupiah | BUY | 133516 | 16396.13 | 08/05/2025 | &nbsp;&nbsp; 514 |
| Indonesian Rupiah | BUY | 119817 | 16350.56 | 08/05/2025 | &nbsp;&nbsp; 789 |
| Indonesian Rupiah | BUY | 80286 | 16366.61 | 08/05/2025 | &nbsp;&nbsp; 449 |
| Indonesian Rupiah | BUY | 209927 | 16420.36 | 09/02/2025 | &nbsp;&nbsp; 1285 |
| Israeli Shekel | BUY | 697929 | 3.39 | 08/05/2025 | &nbsp;&nbsp; 822 |
| Israeli Shekel | BUY | 206391 | 3.37 | 08/05/2025 | &nbsp;&nbsp; 1533 |
| Israeli Shekel | BUY | 52148 | 3.36 | 08/05/2025 | &nbsp;&nbsp; 565 |
| Israeli Shekel | BUY | 754482 | 3.37 | 09/02/2025 | &nbsp;&nbsp; 5641 |
| Japanese Yen | BUY | 3940338 | 148.39 | 08/05/2025 | &nbsp;&nbsp; 54736 |
| Japanese Yen | BUY | 1585075 | 142.96 | 08/05/2025 | &nbsp;&nbsp; 79214 |
| Japanese Yen | BUY | 1268776 | 144.47 | 08/05/2025 | &nbsp;&nbsp; 50662 |
| Japanese Yen | BUY | 1221010 | 144.14 | 08/05/2025 | &nbsp;&nbsp; 51408 |
| Japanese Yen | BUY | 793579 | 144.54 | 08/05/2025 | &nbsp;&nbsp; 31344 |
| Japanese Yen | BUY | 629972 | 146.36 | 08/05/2025 | &nbsp;&nbsp; 17260 |
| Japanese Yen | BUY | 624578 | 148.26 | 08/05/2025 | &nbsp;&nbsp; 9208 |
| Japanese Yen | BUY | 622296 | 147.68 | 08/05/2025 | &nbsp;&nbsp; 11578 |
| Japanese Yen | BUY | 598344 | 147.91 | 08/05/2025 | &nbsp;&nbsp; 10194 |
| Japanese Yen | BUY | 535381 | 146.72 | 08/05/2025 | &nbsp;&nbsp; 13380 |
| Japanese Yen | BUY | 533860 | 147.14 | 08/05/2025 | &nbsp;&nbsp; 11859 |
| Japanese Yen | BUY | 474597 | 147.91 | 08/05/2025 | &nbsp;&nbsp; 8085 |
| Japanese Yen | BUY | 399129 | 143.56 | 08/05/2025 | &nbsp;&nbsp; 18344 |
| Japanese Yen | BUY | 398934 | 143.63 | 08/05/2025 | &nbsp;&nbsp; 18149 |
| Japanese Yen | BUY | 311305 | 147.44 | 08/05/2025 | &nbsp;&nbsp; 6278 |
| Japanese Yen | BUY | 310922 | 147.63 | 08/05/2025 | &nbsp;&nbsp; 5895 |
| Japanese Yen | BUY | 310909 | 147.63 | 08/05/2025 | &nbsp;&nbsp; 5882 |
| Japanese Yen | BUY | 188056 | 144.64 | 08/05/2025 | &nbsp;&nbsp; 7299 |
| Japanese Yen | BUY | 179747 | 145.76 | 08/05/2025 | &nbsp;&nbsp; 5635 |
| Japanese Yen | BUY | 166124 | 146.28 | 08/05/2025 | &nbsp;&nbsp; 4639 |
| Japanese Yen | BUY | 149987 | 144.68 | 08/05/2025 | &nbsp;&nbsp; 5781 |
| Japanese Yen | BUY | 144965 | 148.31 | 08/05/2025 | &nbsp;&nbsp; 2087 |
| Japanese Yen | BUY | 130838 | 147.51 | 08/05/2025 | &nbsp;&nbsp; 2581 |
| Japanese Yen | BUY | 124646 | 144.41 | 08/05/2025 | &nbsp;&nbsp; 5028 |
| Japanese Yen | BUY | 112959 | 144.30 | 08/05/2025 | &nbsp;&nbsp; 4638 |
| Japanese Yen | BUY | 109108 | 148.48 | 08/05/2025 | &nbsp;&nbsp; 1452 |
| Japanese Yen | BUY | 102622 | 143.24 | 08/05/2025 | &nbsp;&nbsp; 4934 |
| Japanese Yen | BUY | 87888 | 147.91 | 08/05/2025 | &nbsp;&nbsp; 1497 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>|
| Japanese Yen | BUY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$85743 | 146.95 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2010 |
| Japanese Yen | BUY | 79631 | 143.16 | 08/05/2025 | &nbsp;&nbsp; 3873 |
| Japanese Yen | BUY | 51256 | 146.32 | 08/05/2025 | &nbsp;&nbsp; 1415 |
| Japanese Yen | BUY | 45102 | 146.34 | 08/05/2025 | &nbsp;&nbsp; 1242 |
| Japanese Yen | BUY | 38874 | 144.05 | 08/05/2025 | &nbsp;&nbsp; 1660 |
| Japanese Yen | BUY | 32118 | 146.34 | 08/05/2025 | &nbsp;&nbsp; 884 |
| Japanese Yen | BUY | 26995 | 144.47 | 08/05/2025 | &nbsp;&nbsp; 1078 |
| Japanese Yen | BUY | 25573 | 144.68 | 08/05/2025 | &nbsp;&nbsp; 985 |
| Japanese Yen | BUY | 23815 | 146.97 | 08/05/2025 | &nbsp;&nbsp; 556 |
| Japanese Yen | BUY | 23745 | 147.40 | 08/05/2025 | &nbsp;&nbsp; 486 |
| Japanese Yen | BUY | 23234 | 146.34 | 08/05/2025 | &nbsp;&nbsp; 640 |
| Japanese Yen | BUY | 21710 | 147.40 | 08/05/2025 | &nbsp;&nbsp; 444 |
| Japanese Yen | BUY | 18796 | 143.65 | 08/05/2025 | &nbsp;&nbsp; 853 |
| Japanese Yen | BUY | 18502 | 145.93 | 08/05/2025 | &nbsp;&nbsp; 559 |
| Japanese Yen | BUY | 8073 | 148.65 | 08/05/2025 | &nbsp;&nbsp; 98 |
| Japanese Yen | BUY | 2028 | 147.91 | 08/05/2025 | &nbsp;&nbsp; 35 |
| Japanese Yen | BUY | 102163 | 146.82 | 08/29/2025 | &nbsp;&nbsp; 2215 |
| Japanese Yen | BUY | 14984 | 146.82 | 08/29/2025 | &nbsp;&nbsp; 325 |
| Japanese Yen | BUY | 2043 | 146.82 | 08/29/2025 | &nbsp;&nbsp; 44 |
| Japanese Yen | BUY | 1254064 | 148.56 | 09/02/2025 | &nbsp;&nbsp; 12153 |
| Japanese Yen | BUY | 87396 | 147.60 | 09/02/2025 | &nbsp;&nbsp; 1402 |
| Japanese Yen | BUY | 17633 | 147.45 | 09/02/2025 | &nbsp;&nbsp; 301 |
| Japanese Yen | BUY | 13564 | 147.45 | 09/02/2025 | &nbsp;&nbsp; 231 |
| Japanese Yen | BUY | 72726 | 143.00 | 09/17/2025 | &nbsp;&nbsp; 3282 |
| Japanese Yen | BUY | 71016 | 146.45 | 09/17/2025 | &nbsp;&nbsp; 1571 |
| Japanese Yen | BUY | 29727 | 144.65 | 09/17/2025 | &nbsp;&nbsp; 1015 |
| Japanese Yen | BUY | 15150 | 145.22 | 09/17/2025 | &nbsp;&nbsp; 459 |
| Japanese Yen | BUY | 12970 | 146.50 | 09/17/2025 | &nbsp;&nbsp; 283 |
| Japanese Yen | BUY | 1403 | 142.58 | 09/17/2025 | &nbsp;&nbsp; 67 |
| Mexican Peso | BUY | 2000531 | 18.81 | 08/05/2025 | &nbsp;&nbsp; 1671 |
| Mexican Peso | BUY | 285349 | 18.78 | 08/05/2025 | &nbsp;&nbsp; 708 |
| Mexican Peso | BUY | 129792 | 18.65 | 08/05/2025 | &nbsp;&nbsp; 1279 |
| Mexican Peso | BUY | 98009 | 18.77 | 08/05/2025 | &nbsp;&nbsp; 296 |
| Mexican Peso | BUY | 43051 | 18.81 | 08/05/2025 | &nbsp;&nbsp; 36 |
| Mexican Peso | BUY | 378736 | 18.88 | 08/29/2025 | &nbsp;&nbsp; 29 |
| Mexican Peso | BUY | 6444 | 18.62 | 08/29/2025 | &nbsp;&nbsp; 88 |
| Mexican Peso | BUY | 374617 | 18.87 | 09/02/2025 | &nbsp;&nbsp; 306 |
| Mexican Peso | SELL | 2276864 | 19.14 | 08/05/2025 | &nbsp;&nbsp; 37757 |
| Mexican Peso | SELL | 785100 | 18.95 | 08/05/2025 | &nbsp;&nbsp; 5098 |
| Mexican Peso | SELL | 781648 | 18.93 | 08/05/2025 | &nbsp;&nbsp; 4301 |
| Mexican Peso | SELL | 391587 | 18.92 | 08/05/2025 | &nbsp;&nbsp; 1919 |
| Mexican Peso | SELL | 42313 | 19.14 | 08/05/2025 | &nbsp;&nbsp; 702 |
| New Taiwan Dollar | BUY | 635175 | 29.25 | 08/05/2025 | &nbsp;&nbsp; 12841 |
| New Taiwan Dollar | BUY | 160860 | 29.62 | 08/05/2025 | &nbsp;&nbsp; 1257 |
| New Taiwan Dollar | BUY | 87115 | 29.27 | 08/05/2025 | &nbsp;&nbsp; 1703 |
| New Taiwan Dollar | BUY | 68995 | 29.49 | 08/05/2025 | &nbsp;&nbsp; 833 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>|
| New Taiwan Dollar | BUY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$530781 | 29.64 | 09/02/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3682 |
| New Zealand Dollar | BUY | 2844426 | 1.68 | 08/05/2025 | &nbsp;&nbsp; 15376 |
| New Zealand Dollar | BUY | 293204 | 1.65 | 08/05/2025 | &nbsp;&nbsp; 6875 |
| New Zealand Dollar | BUY | 178919 | 1.65 | 08/05/2025 | &nbsp;&nbsp; 4760 |
| New Zealand Dollar | BUY | 175019 | 1.69 | 08/05/2025 | &nbsp;&nbsp; 860 |
| New Zealand Dollar | BUY | 159048 | 1.67 | 08/05/2025 | &nbsp;&nbsp; 2600 |
| New Zealand Dollar | BUY | 146387 | 1.67 | 08/05/2025 | &nbsp;&nbsp; 1746 |
| New Zealand Dollar | BUY | 141230 | 1.66 | 08/05/2025 | &nbsp;&nbsp; 2494 |
| New Zealand Dollar | BUY | 135566 | 1.66 | 08/05/2025 | &nbsp;&nbsp; 2733 |
| New Zealand Dollar | BUY | 132754 | 1.66 | 08/05/2025 | &nbsp;&nbsp; 2872 |
| New Zealand Dollar | BUY | 123144 | 1.66 | 08/05/2025 | &nbsp;&nbsp; 2118 |
| New Zealand Dollar | BUY | 109440 | 1.64 | 08/05/2025 | &nbsp;&nbsp; 3174 |
| New Zealand Dollar | BUY | 102223 | 1.66 | 08/05/2025 | &nbsp;&nbsp; 1861 |
| New Zealand Dollar | BUY | 94613 | 1.64 | 08/05/2025 | &nbsp;&nbsp; 3106 |
| New Zealand Dollar | BUY | 86803 | 1.67 | 08/05/2025 | &nbsp;&nbsp; 1200 |
| New Zealand Dollar | BUY | 20522 | 1.66 | 08/05/2025 | &nbsp;&nbsp; 449 |
| New Zealand Dollar | BUY | 18219 | 1.65 | 08/05/2025 | &nbsp;&nbsp; 508 |
| New Zealand Dollar | BUY | 18038 | 1.66 | 08/05/2025 | &nbsp;&nbsp; 327 |
| New Zealand Dollar | BUY | 2646 | 1.66 | 08/29/2025 | &nbsp;&nbsp; 46 |
| New Zealand Dollar | BUY | 50503 | 1.68 | 09/02/2025 | &nbsp;&nbsp; 272 |
| New Zealand Dollar | BUY | 20201 | 1.68 | 09/02/2025 | &nbsp;&nbsp; 109 |
| Norwegian Krone | BUY | 1267185 | 10.07 | 08/05/2025 | &nbsp;&nbsp; 26972 |
| Norwegian Krone | BUY | 387824 | 10.11 | 08/05/2025 | &nbsp;&nbsp; 6997 |
| Norwegian Krone | BUY | 297843 | 10.11 | 08/05/2025 | &nbsp;&nbsp; 5228 |
| Norwegian Krone | BUY | 198690 | 10.11 | 08/05/2025 | &nbsp;&nbsp; 3613 |
| Norwegian Krone | BUY | 171001 | 10.06 | 08/05/2025 | &nbsp;&nbsp; 3903 |
| Norwegian Krone | BUY | 165713 | 10.14 | 08/05/2025 | &nbsp;&nbsp; 2501 |
| Norwegian Krone | BUY | 165374 | 10.10 | 08/05/2025 | &nbsp;&nbsp; 3134 |
| Norwegian Krone | BUY | 158601 | 10.09 | 08/05/2025 | &nbsp;&nbsp; 3162 |
| Norwegian Krone | BUY | 150485 | 10.23 | 08/05/2025 | &nbsp;&nbsp; 875 |
| Norwegian Krone | BUY | 138388 | 10.12 | 08/05/2025 | &nbsp;&nbsp; 2378 |
| Norwegian Krone | BUY | 138313 | 10.27 | 08/05/2025 | &nbsp;&nbsp; 361 |
| Norwegian Krone | BUY | 135231 | 10.13 | 08/05/2025 | &nbsp;&nbsp; 2136 |
| Norwegian Krone | BUY | 114754 | 10.11 | 08/05/2025 | &nbsp;&nbsp; 2060 |
| Norwegian Krone | BUY | 109455 | 10.23 | 08/05/2025 | &nbsp;&nbsp; 647 |
| Norwegian Krone | BUY | 108544 | 10.23 | 08/05/2025 | &nbsp;&nbsp; 708 |
| Norwegian Krone | BUY | 87897 | 10.13 | 08/05/2025 | &nbsp;&nbsp; 1434 |
| Norwegian Krone | BUY | 87002 | 10.11 | 08/05/2025 | &nbsp;&nbsp; 1511 |
| Norwegian Krone | BUY | 86790 | 10.25 | 08/05/2025 | &nbsp;&nbsp; 327 |
| Norwegian Krone | BUY | 56979 | 10.18 | 08/05/2025 | &nbsp;&nbsp; 632 |
| Norwegian Krone | BUY | 56979 | 10.18 | 08/05/2025 | &nbsp;&nbsp; 632 |
| Norwegian Krone | BUY | 26801 | 10.07 | 08/05/2025 | &nbsp;&nbsp; 570 |
| Norwegian Krone | BUY | 1577 | 10.14 | 08/29/2025 | &nbsp;&nbsp; 23 |
| Norwegian Krone | BUY | 1776321 | 10.18 | 09/02/2025 | &nbsp;&nbsp; 19663 |
| Norwegian Krone | BUY | 475546 | 10.18 | 09/02/2025 | &nbsp;&nbsp; 5264 |
| Norwegian Krone | BUY | 136658 | 10.24 | 09/02/2025 | &nbsp;&nbsp; 626 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>|
| Norwegian Krone | BUY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$26528 | 10.18 | 09/02/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$294 |
| Norwegian Krone | SELL | 222914 | 10.32 | 08/05/2025 | &nbsp;&nbsp; 531 |
| Norwegian Krone | SELL | 184762 | 10.32 | 08/05/2025 | &nbsp;&nbsp; 503 |
| Norwegian Krone | SELL | 96838 | 10.33 | 08/05/2025 | &nbsp;&nbsp; 312 |
| Norwegian Krone | SELL | 80356 | 10.33 | 08/05/2025 | &nbsp;&nbsp; 279 |
| Norwegian Krone | SELL | 79557 | 10.31 | 08/05/2025 | &nbsp;&nbsp; 105 |
| Norwegian Krone | SELL | 78656 | 10.30 | 09/02/2025 | &nbsp;&nbsp; 48 |
| Peruvian Nuevo Sol | BUY | 229591 | 3.56 | 08/05/2025 | &nbsp;&nbsp; 1777 |
| Peruvian Nuevo Sol | BUY | 207138 | 3.57 | 08/05/2025 | &nbsp;&nbsp; 795 |
| Peruvian Nuevo Sol | SELL | 363959 | 3.60 | 08/05/2025 | &nbsp;&nbsp; 1881 |
| Philippine Peso | BUY | 108780 | 57.18 | 08/05/2025 | &nbsp;&nbsp; 2217 |
| Philippine Peso | BUY | 106999 | 57.29 | 08/05/2025 | &nbsp;&nbsp; 1978 |
| Philippine Peso | BUY | 36094 | 57.63 | 09/02/2025 | &nbsp;&nbsp; 407 |
| Polish Zloty | BUY | 1174119 | 3.62 | 08/05/2025 | &nbsp;&nbsp; 34877 |
| Polish Zloty | BUY | 1065314 | 3.70 | 08/05/2025 | &nbsp;&nbsp; 10431 |
| Polish Zloty | BUY | 791451 | 3.63 | 08/05/2025 | &nbsp;&nbsp; 21512 |
| Polish Zloty | BUY | 791281 | 3.63 | 08/05/2025 | &nbsp;&nbsp; 21341 |
| Polish Zloty | BUY | 307169 | 3.63 | 08/05/2025 | &nbsp;&nbsp; 8567 |
| Polish Zloty | BUY | 244535 | 3.62 | 08/05/2025 | &nbsp;&nbsp; 7260 |
| Polish Zloty | BUY | 223124 | 3.70 | 08/05/2025 | &nbsp;&nbsp; 2185 |
| Polish Zloty | BUY | 176791 | 3.68 | 08/05/2025 | &nbsp;&nbsp; 2718 |
| Polish Zloty | BUY | 160921 | 3.67 | 08/05/2025 | &nbsp;&nbsp; 2916 |
| Polish Zloty | BUY | 158761 | 3.62 | 08/05/2025 | &nbsp;&nbsp; 4773 |
| Polish Zloty | BUY | 153031 | 3.63 | 08/05/2025 | &nbsp;&nbsp; 4399 |
| Polish Zloty | BUY | 102810 | 3.65 | 08/05/2025 | &nbsp;&nbsp; 2383 |
| Polish Zloty | BUY | 94597 | 3.65 | 08/05/2025 | &nbsp;&nbsp; 2204 |
| Polish Zloty | BUY | 87275 | 3.67 | 08/05/2025 | &nbsp;&nbsp; 1577 |
| Polish Zloty | BUY | 87097 | 3.62 | 08/05/2025 | &nbsp;&nbsp; 2738 |
| Polish Zloty | BUY | 78570 | 3.63 | 08/05/2025 | &nbsp;&nbsp; 2246 |
| Polish Zloty | BUY | 74821 | 3.68 | 08/05/2025 | &nbsp;&nbsp; 1174 |
| Polish Zloty | BUY | 1360 | 3.68 | 08/05/2025 | &nbsp;&nbsp; 21 |
| Polish Zloty | BUY | 16980 | 3.62 | 08/29/2025 | &nbsp;&nbsp; 518 |
| Singapore Dollar | BUY | 646026 | 1.28 | 08/05/2025 | &nbsp;&nbsp; 10068 |
| Singapore Dollar | BUY | 469440 | 1.29 | 08/05/2025 | &nbsp;&nbsp; 3070 |
| Singapore Dollar | BUY | 255440 | 1.27 | 08/05/2025 | &nbsp;&nbsp; 4911 |
| Singapore Dollar | BUY | 215158 | 1.28 | 08/05/2025 | &nbsp;&nbsp; 3172 |
| Singapore Dollar | BUY | 196747 | 1.27 | 08/05/2025 | &nbsp;&nbsp; 4032 |
| Singapore Dollar | BUY | 187903 | 1.28 | 08/05/2025 | &nbsp;&nbsp; 2897 |
| Singapore Dollar | BUY | 180223 | 1.28 | 08/05/2025 | &nbsp;&nbsp; 2925 |
| Singapore Dollar | BUY | 137362 | 1.27 | 08/05/2025 | &nbsp;&nbsp; 2461 |
| Singapore Dollar | BUY | 133411 | 1.27 | 08/05/2025 | &nbsp;&nbsp; 2365 |
| Singapore Dollar | BUY | 129803 | 1.27 | 08/05/2025 | &nbsp;&nbsp; 2611 |
| Singapore Dollar | BUY | 124605 | 1.28 | 08/05/2025 | &nbsp;&nbsp; 1268 |
| Singapore Dollar | BUY | 113685 | 1.28 | 08/05/2025 | &nbsp;&nbsp; 1910 |
| Singapore Dollar | BUY | 113616 | 1.28 | 08/05/2025 | &nbsp;&nbsp; 1842 |
| Singapore Dollar | BUY | 110373 | 1.27 | 08/05/2025 | &nbsp;&nbsp; 2453 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>|
| Singapore Dollar | BUY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$94698 | 1.27 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2195 |
| Singapore Dollar | BUY | 94056 | 1.28 | 08/05/2025 | &nbsp;&nbsp; 1553 |
| Singapore Dollar | BUY | 77145 | 1.27 | 08/05/2025 | &nbsp;&nbsp; 1601 |
| Singapore Dollar | BUY | 60663 | 1.27 | 08/05/2025 | &nbsp;&nbsp; 1306 |
| Singapore Dollar | BUY | 23514 | 1.28 | 08/05/2025 | &nbsp;&nbsp; 388 |
| Singapore Dollar | BUY | 7819 | 1.28 | 08/29/2025 | &nbsp;&nbsp; 96 |
| Singapore Dollar | BUY | 7819 | 1.28 | 08/29/2025 | &nbsp;&nbsp; 96 |
| Singapore Dollar | BUY | 584716 | 1.29 | 09/02/2025 | &nbsp;&nbsp; 1457 |
| Singapore Dollar | BUY | 405730 | 1.29 | 09/02/2025 | &nbsp;&nbsp; 2470 |
| Singapore Dollar | BUY | 174884 | 1.29 | 09/02/2025 | &nbsp;&nbsp; 1065 |
| South African Rand | BUY | 10041897 | 17.83 | 08/05/2025 | &nbsp;&nbsp; 141300 |
| South African Rand | BUY | 495896 | 17.58 | 08/05/2025 | &nbsp;&nbsp; 13861 |
| South African Rand | BUY | 391411 | 17.78 | 08/05/2025 | &nbsp;&nbsp; 6536 |
| South African Rand | BUY | 285220 | 17.92 | 08/05/2025 | &nbsp;&nbsp; 2646 |
| South African Rand | BUY | 277652 | 17.65 | 08/05/2025 | &nbsp;&nbsp; 6690 |
| South African Rand | BUY | 267481 | 17.87 | 08/05/2025 | &nbsp;&nbsp; 3156 |
| South African Rand | BUY | 249698 | 17.63 | 08/05/2025 | &nbsp;&nbsp; 6220 |
| South African Rand | BUY | 228279 | 17.96 | 08/05/2025 | &nbsp;&nbsp; 1556 |
| South African Rand | BUY | 225191 | 17.72 | 08/05/2025 | &nbsp;&nbsp; 4551 |
| South African Rand | BUY | 178554 | 17.89 | 08/05/2025 | &nbsp;&nbsp; 1877 |
| South African Rand | BUY | 169064 | 17.74 | 08/05/2025 | &nbsp;&nbsp; 3169 |
| South African Rand | BUY | 159004 | 17.60 | 08/05/2025 | &nbsp;&nbsp; 4224 |
| South African Rand | BUY | 123125 | 17.79 | 08/05/2025 | &nbsp;&nbsp; 2022 |
| South African Rand | BUY | 107886 | 17.89 | 08/05/2025 | &nbsp;&nbsp; 1160 |
| South African Rand | BUY | 102479 | 17.56 | 08/05/2025 | &nbsp;&nbsp; 2943 |
| South African Rand | BUY | 96295 | 17.56 | 08/05/2025 | &nbsp;&nbsp; 2785 |
| South African Rand | BUY | 94928 | 17.91 | 08/05/2025 | &nbsp;&nbsp; 921 |
| South African Rand | BUY | 87209 | 17.89 | 08/05/2025 | &nbsp;&nbsp; 944 |
| South African Rand | BUY | 49741 | 17.89 | 08/05/2025 | &nbsp;&nbsp; 526 |
| South African Rand | BUY | 40878 | 17.86 | 08/05/2025 | &nbsp;&nbsp; 511 |
| South African Rand | BUY | 567996 | 17.92 | 08/29/2025 | &nbsp;&nbsp; 5988 |
| South African Rand | BUY | 38355 | 17.73 | 08/29/2025 | &nbsp;&nbsp; 814 |
| South African Rand | BUY | 24254 | 17.73 | 08/29/2025 | &nbsp;&nbsp; 515 |
| South African Rand | BUY | 1410 | 17.73 | 08/29/2025 | &nbsp;&nbsp; 30 |
| South African Rand | BUY | 2058446 | 17.88 | 09/02/2025 | &nbsp;&nbsp; 26551 |
| South African Rand | BUY | 71110 | 18.00 | 09/02/2025 | &nbsp;&nbsp; 464 |
| South African Rand | BUY | 26838 | 17.88 | 09/02/2025 | &nbsp;&nbsp; 346 |
| South Korean Won | BUY | 1723503 | 1358.36 | 08/05/2025 | &nbsp;&nbsp; 36776 |
| South Korean Won | BUY | 131111 | 1384.26 | 08/05/2025 | &nbsp;&nbsp; 353 |
| South Korean Won | BUY | 163499 | 1378.68 | 09/02/2025 | &nbsp;&nbsp; 1736 |
| South Korean Won | BUY | 3946 | 1378.68 | 09/02/2025 | &nbsp;&nbsp; 42 |
| South Korean Won | SELL | 262308 | 1391.81 | 08/05/2025 | &nbsp;&nbsp; 721 |
| South Korean Won | SELL | 162793 | 1393.30 | 08/05/2025 | &nbsp;&nbsp; 623 |
| Swedish Krona | BUY | 3442954 | 9.52 | 08/05/2025 | &nbsp;&nbsp; 84064 |
| Swedish Krona | BUY | 497938 | 9.50 | 08/05/2025 | &nbsp;&nbsp; 13266 |
| Swedish Krona | BUY | 434098 | 9.52 | 08/05/2025 | &nbsp;&nbsp; 10599 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>|
| Swedish Krona | BUY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$180368 | 9.54 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4124 |
| Swedish Krona | BUY | 167351 | 9.74 | 08/05/2025 | &nbsp;&nbsp; 329 |
| Swedish Krona | BUY | 161139 | 9.74 | 08/05/2025 | &nbsp;&nbsp; 264 |
| Swedish Krona | BUY | 159915 | 9.51 | 08/05/2025 | &nbsp;&nbsp; 4165 |
| Swedish Krona | BUY | 146148 | 9.72 | 08/05/2025 | &nbsp;&nbsp; 644 |
| Swedish Krona | BUY | 137563 | 9.74 | 08/05/2025 | &nbsp;&nbsp; 256 |
| Swedish Krona | BUY | 123053 | 9.51 | 08/05/2025 | &nbsp;&nbsp; 3165 |
| Swedish Krona | BUY | 123007 | 9.51 | 08/05/2025 | &nbsp;&nbsp; 3120 |
| Swedish Krona | BUY | 110547 | 9.63 | 08/05/2025 | &nbsp;&nbsp; 1419 |
| Swedish Krona | BUY | 109174 | 9.71 | 08/05/2025 | &nbsp;&nbsp; 558 |
| Swedish Krona | BUY | 102062 | 9.50 | 08/05/2025 | &nbsp;&nbsp; 2668 |
| Swedish Krona | BUY | 101193 | 9.59 | 08/05/2025 | &nbsp;&nbsp; 1799 |
| Swedish Krona | BUY | 94526 | 9.52 | 08/05/2025 | &nbsp;&nbsp; 2305 |
| Swedish Krona | BUY | 88352 | 9.39 | 08/05/2025 | &nbsp;&nbsp; 3304 |
| Swedish Krona | BUY | 87989 | 9.66 | 08/05/2025 | &nbsp;&nbsp; 892 |
| Swedish Krona | BUY | 87073 | 9.53 | 08/05/2025 | &nbsp;&nbsp; 2025 |
| Swedish Krona | BUY | 80025 | 9.50 | 08/05/2025 | &nbsp;&nbsp; 2149 |
| Swedish Krona | BUY | 79896 | 9.51 | 08/05/2025 | &nbsp;&nbsp; 2020 |
| Swedish Krona | BUY | 54653 | 9.61 | 08/05/2025 | &nbsp;&nbsp; 858 |
| Swedish Krona | BUY | 31510 | 9.52 | 08/05/2025 | &nbsp;&nbsp; 769 |
| Swedish Krona | BUY | 26225 | 9.53 | 08/05/2025 | &nbsp;&nbsp; 608 |
| Swedish Krona | BUY | 24184 | 9.51 | 08/05/2025 | &nbsp;&nbsp; 616 |
| Swedish Krona | BUY | 16947 | 9.44 | 08/05/2025 | &nbsp;&nbsp; 553 |
| Swedish Krona | BUY | 3151 | 9.52 | 08/05/2025 | &nbsp;&nbsp; 77 |
| Swedish Krona | BUY | 911061 | 9.52 | 08/29/2025 | &nbsp;&nbsp; 21294 |
| Swedish Krona | BUY | 87535 | 9.63 | 08/29/2025 | &nbsp;&nbsp; 1021 |
| Swedish Krona | BUY | 42202 | 9.72 | 08/29/2025 | &nbsp;&nbsp; 125 |
| Swedish Krona | BUY | 8196 | 9.52 | 08/29/2025 | &nbsp;&nbsp; 192 |
| Swedish Krona | BUY | 3047 | 9.52 | 08/29/2025 | &nbsp;&nbsp; 71 |
| Swedish Krona | BUY | 3624265 | 9.64 | 09/02/2025 | &nbsp;&nbsp; 37587 |
| Swedish Krona | BUY | 1147546 | 9.64 | 09/02/2025 | &nbsp;&nbsp; 11901 |
| Swedish Krona | BUY | 93659 | 9.72 | 09/02/2025 | &nbsp;&nbsp; 245 |
| Swedish Krona | BUY | 45640 | 9.64 | 09/02/2025 | &nbsp;&nbsp; 473 |
| Swedish Krona | BUY | 10373 | 9.64 | 09/02/2025 | &nbsp;&nbsp; 108 |
| Swedish Krona | BUY | 3112 | 9.64 | 09/02/2025 | &nbsp;&nbsp; 32 |
| Swedish Krona | SELL | 79753 | 9.78 | 08/05/2025 | &nbsp;&nbsp; 172 |
| Swedish Krona | SELL | 78976 | 9.75 | 09/02/2025 | &nbsp;&nbsp; 66 |
| Swiss Franc | BUY | 1592181 | 1.25 | 08/05/2025 | &nbsp;&nbsp; 28238 |
| Swiss Franc | BUY | 810297 | 1.25 | 08/05/2025 | &nbsp;&nbsp; 9854 |
| Swiss Franc | BUY | 214214 | 1.26 | 08/05/2025 | &nbsp;&nbsp; 4867 |
| Swiss Franc | BUY | 161435 | 1.24 | 08/05/2025 | &nbsp;&nbsp; 1346 |
| Swiss Franc | BUY | 157713 | 1.26 | 08/05/2025 | &nbsp;&nbsp; 3782 |
| Swiss Franc | BUY | 144818 | 1.26 | 08/05/2025 | &nbsp;&nbsp; 3201 |
| Swiss Franc | BUY | 111737 | 1.24 | 08/05/2025 | &nbsp;&nbsp; 906 |
| Swiss Franc | BUY | 82255 | 1.27 | 08/05/2025 | &nbsp;&nbsp; 2211 |
| Swiss Franc | BUY | 49611 | 1.24 | 08/05/2025 | &nbsp;&nbsp; 353 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Appreciation**<br>|
| Swiss Franc | BUY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$44027 | 1.26 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$927 |
| Swiss Franc | BUY | 42151 | 1.24 | 08/05/2025 | &nbsp;&nbsp; 281 |
| Swiss Franc | BUY | 18865 | 1.26 | 08/05/2025 | &nbsp;&nbsp; 393 |
| Swiss Franc | BUY | 227022 | 1.26 | 08/29/2025 | &nbsp;&nbsp; 4692 |
| Swiss Franc | BUY | 98628 | 1.26 | 08/29/2025 | &nbsp;&nbsp; 2038 |
| Swiss Franc | BUY | 31228 | 1.25 | 08/29/2025 | &nbsp;&nbsp; 348 |
| Swiss Franc | BUY | 166781 | 1.24 | 09/02/2025 | &nbsp;&nbsp; 1185 |
| Thai Baht | BUY | 469795 | 32.55 | 08/05/2025 | &nbsp;&nbsp; 1828 |
| Thai Baht | BUY | 220290 | 32.49 | 08/05/2025 | &nbsp;&nbsp; 1240 |
| Thai Baht | BUY | 160802 | 32.40 | 08/05/2025 | &nbsp;&nbsp; 1366 |
| Thai Baht | BUY | 128749 | 32.31 | 08/05/2025 | &nbsp;&nbsp; 1444 |
| Thai Baht | BUY | 95706 | 32.60 | 08/05/2025 | &nbsp;&nbsp; 227 |
| Thai Baht | BUY | 94241 | 32.47 | 08/05/2025 | &nbsp;&nbsp; 599 |
| Thai Baht | BUY | 6802 | 32.34 | 08/05/2025 | &nbsp;&nbsp; 70 |
| Thai Baht | BUY | 5239 | 32.45 | 09/02/2025 | &nbsp;&nbsp; 26 |
| **Total Unrealized Appreciation on Forward Currency Contracts** | **Total Unrealized Appreciation on Forward Currency Contracts** | **Total Unrealized Appreciation on Forward Currency Contracts** | **Total Unrealized Appreciation on Forward Currency Contracts** | **Total Unrealized Appreciation on Forward Currency Contracts** | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;$2457277 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Depreciation**<br>|
| Australian Dollar | BUY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$64413 | 1.55 | 09/17/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(24) |
| Australian Dollar | SELL | 4204753 | 1.54 | 08/05/2025 | &nbsp;&nbsp; (42262) |
| Australian Dollar | SELL | 704006 | 1.53 | 08/05/2025 | &nbsp;&nbsp; (8648) |
| Australian Dollar | SELL | 179908 | 1.53 | 08/05/2025 | &nbsp;&nbsp; (2849) |
| Australian Dollar | SELL | 175315 | 1.54 | 08/05/2025 | &nbsp;&nbsp; (1476) |
| Australian Dollar | SELL | 158684 | 1.51 | 08/05/2025 | &nbsp;&nbsp; (4160) |
| Australian Dollar | SELL | 146787 | 1.53 | 08/05/2025 | &nbsp;&nbsp; (1921) |
| Australian Dollar | SELL | 143224 | 1.54 | 08/05/2025 | &nbsp;&nbsp; (1577) |
| Australian Dollar | SELL | 137359 | 1.53 | 08/05/2025 | &nbsp;&nbsp; (2150) |
| Australian Dollar | SELL | 136999 | 1.53 | 08/05/2025 | &nbsp;&nbsp; (1791) |
| Australian Dollar | SELL | 136809 | 1.54 | 08/05/2025 | &nbsp;&nbsp; (1601) |
| Australian Dollar | SELL | 135103 | 1.51 | 08/05/2025 | &nbsp;&nbsp; (3758) |
| Australian Dollar | SELL | 124156 | 1.53 | 08/05/2025 | &nbsp;&nbsp; (1825) |
| Australian Dollar | SELL | 121840 | 1.52 | 08/05/2025 | &nbsp;&nbsp; (2728) |
| Australian Dollar | SELL | 115819 | 1.51 | 08/05/2025 | &nbsp;&nbsp; (3145) |
| Australian Dollar | SELL | 101290 | 1.53 | 08/05/2025 | &nbsp;&nbsp; (1493) |
| Australian Dollar | SELL | 95589 | 1.52 | 08/05/2025 | &nbsp;&nbsp; (2231) |
| Australian Dollar | SELL | 92627 | 1.51 | 08/05/2025 | &nbsp;&nbsp; (2488) |
| Australian Dollar | SELL | 87449 | 1.54 | 08/05/2025 | (529) |
| Australian Dollar | SELL | 80892 | 1.55 | 08/05/2025 | (410) |
| Australian Dollar | SELL | 80876 | 1.55 | 08/05/2025 | (395) |
| Australian Dollar | SELL | 27874 | 1.54 | 08/05/2025 | (188) |
| Australian Dollar | SELL | 23695 | 1.52 | 08/05/2025 | (516) |
| Australian Dollar | SELL | 13000 | 1.54 | 08/05/2025 | (123) |
| Australian Dollar | SELL | 42653 | 1.52 | 08/29/2025 | (784) |
| Australian Dollar | SELL | 4137826 | 1.54 | 09/02/2025 | &nbsp;&nbsp; (27957) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Depreciation**<br>|
| Australian Dollar | SELL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$802271 | 1.54 | 09/02/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(5421) |
| Australian Dollar | SELL | 129654 | 1.54 | 09/02/2025 | (818) |
| Australian Dollar | SELL | 106550 | 1.55 | 09/02/2025 | (260) |
| Australian Dollar | SELL | 68925 | 1.52 | 09/17/2025 | &nbsp;&nbsp; (1266) |
| Australian Dollar | SELL | 65464 | 1.53 | 09/17/2025 | &nbsp;&nbsp; (1027) |
| Australian Dollar | SELL | 29344 | 1.53 | 09/17/2025 | (347) |
| Australian Dollar | SELL | 9752 | 1.54 | 09/17/2025 | (86) |
| Australian Dollar | SELL | 9743 | 1.54 | 09/17/2025 | (78) |
| Australian Dollar | SELL | 6532 | 1.53 | 09/17/2025 | (88) |
| Australian Dollar | SELL | 6525 | 1.53 | 09/17/2025 | (81) |
| Brazilian Real | BUY | 1421429 | 5.60 | 08/04/2025 | (368) |
| Brazilian Real | BUY | 165242 | 5.62 | 08/04/2025 | (515) |
| Brazilian Real | BUY | 165123 | 5.61 | 08/04/2025 | (456) |
| Brazilian Real | BUY | 14286 | 5.60 | 08/04/2025 | (4) |
| Brazilian Real | BUY | 1786 | 5.60 | 08/04/2025 | (0) |
| Brazilian Real | SELL | 2003890 | 5.54 | 08/04/2025 | &nbsp;&nbsp; (22127) |
| Brazilian Real | SELL | 777978 | 5.54 | 08/04/2025 | &nbsp;&nbsp; (8136) |
| Brazilian Real | SELL | 777557 | 5.54 | 08/04/2025 | &nbsp;&nbsp; (7715) |
| Brazilian Real | SELL | 407973 | 5.57 | 08/04/2025 | &nbsp;&nbsp; (2153) |
| Brazilian Real | SELL | 403804 | 5.55 | 08/04/2025 | &nbsp;&nbsp; (3165) |
| Brazilian Real | SELL | 398549 | 5.51 | 08/04/2025 | &nbsp;&nbsp; (6126) |
| Brazilian Real | SELL | 389270 | 5.54 | 08/04/2025 | &nbsp;&nbsp; (4349) |
| Brazilian Real | SELL | 388566 | 5.60 | 08/04/2025 | (73) |
| Brazilian Real | SELL | 250269 | 5.58 | 08/04/2025 | (740) |
| Brazilian Real | SELL | 250179 | 5.59 | 08/04/2025 | (471) |
| Brazilian Real | SELL | 239076 | 5.58 | 08/04/2025 | (621) |
| Brazilian Real | SELL | 164094 | 5.58 | 08/04/2025 | (658) |
| Brazilian Real | SELL | 150384 | 5.52 | 08/04/2025 | &nbsp;&nbsp; (2131) |
| Brazilian Real | SELL | 14449 | 5.54 | 08/04/2025 | (160) |
| Brazilian Real | SELL | 1827 | 5.47 | 08/04/2025 | (41) |
| Brazilian Real | SELL | 6210 | 5.64 | 09/17/2025 | (27) |
| Brazilian Real | SELL | 3593 | 5.57 | 09/17/2025 | (60) |
| Brazilian Real | SELL | 3554 | 5.63 | 09/17/2025 | (22) |
| Brazilian Real | SELL | 1802 | 5.55 | 09/17/2025 | (36) |
| Brazilian Real | SELL | 885 | 5.65 | 09/17/2025 | (2) |
| Canadian Dollar | SELL | 577480 | 1.37 | 08/05/2025 | &nbsp;&nbsp; (5963) |
| Canadian Dollar | SELL | 448549 | 1.37 | 08/05/2025 | &nbsp;&nbsp; (3633) |
| Canadian Dollar | SELL | 180151 | 1.36 | 08/05/2025 | &nbsp;&nbsp; (2908) |
| Canadian Dollar | SELL | 179690 | 1.36 | 08/05/2025 | &nbsp;&nbsp; (2448) |
| Canadian Dollar | SELL | 161457 | 1.36 | 08/05/2025 | &nbsp;&nbsp; (2300) |
| Canadian Dollar | SELL | 153483 | 1.37 | 08/05/2025 | &nbsp;&nbsp; (1560) |
| Canadian Dollar | SELL | 138621 | 1.37 | 08/05/2025 | &nbsp;&nbsp; (1167) |
| Canadian Dollar | SELL | 138513 | 1.37 | 08/05/2025 | &nbsp;&nbsp; (1059) |
| Canadian Dollar | SELL | 135631 | 1.36 | 08/05/2025 | &nbsp;&nbsp; (1794) |
| Canadian Dollar | SELL | 128139 | 1.37 | 08/05/2025 | &nbsp;&nbsp; (1537) |
| Canadian Dollar | SELL | 124251 | 1.37 | 08/05/2025 | &nbsp;&nbsp; (1266) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Depreciation**<br>|
| Canadian Dollar | SELL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$120524 | 1.37 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1157) |
| Canadian Dollar | SELL | 106596 | 1.36 | 08/05/2025 | &nbsp;&nbsp; (1697) |
| Canadian Dollar | SELL | 102876 | 1.36 | 08/05/2025 | &nbsp;&nbsp; (1594) |
| Canadian Dollar | SELL | 102505 | 1.37 | 08/05/2025 | &nbsp;&nbsp; (1223) |
| Canadian Dollar | SELL | 102185 | 1.37 | 08/05/2025 | (904) |
| Canadian Dollar | SELL | 95180 | 1.37 | 08/05/2025 | &nbsp;&nbsp; (1132) |
| Canadian Dollar | SELL | 87687 | 1.37 | 08/05/2025 | (874) |
| Canadian Dollar | SELL | 87362 | 1.37 | 08/05/2025 | (549) |
| Canadian Dollar | SELL | 48976 | 1.37 | 08/05/2025 | (506) |
| Canadian Dollar | SELL | 36725 | 1.36 | 08/05/2025 | (553) |
| Canadian Dollar | SELL | 36553 | 1.37 | 08/05/2025 | (380) |
| Canadian Dollar | SELL | 760420 | 1.37 | 08/29/2025 | &nbsp;&nbsp; (7881) |
| Canadian Dollar | SELL | 296660 | 1.37 | 08/29/2025 | &nbsp;&nbsp; (2597) |
| Canadian Dollar | SELL | 896994 | 1.38 | 09/02/2025 | &nbsp;&nbsp; (2318) |
| Canadian Dollar | SELL | 193925 | 1.38 | 09/02/2025 | (501) |
| Canadian Dollar | SELL | 94286 | 1.38 | 09/02/2025 | (109) |
| Canadian Dollar | SELL | 107157 | 1.35 | 09/17/2025 | &nbsp;&nbsp; (2037) |
| Canadian Dollar | SELL | 25675 | 1.36 | 09/17/2025 | (301) |
| Chilean Peso | SELL | 805667 | 935.50 | 08/05/2025 | &nbsp;&nbsp; (35860) |
| Chilean Peso | SELL | 803024 | 938.58 | 08/05/2025 | &nbsp;&nbsp; (33217) |
| Chilean Peso | SELL | 11267 | 976.30 | 08/05/2025 | (32) |
| Chilean Peso | SELL | 525146 | 976.31 | 09/02/2025 | &nbsp;&nbsp; (1485) |
| Chilean Peso | SELL | 112053 | 979.00 | 09/02/2025 | (9) |
| Chilean Peso | SELL | 67335 | 977.50 | 09/02/2025 | (109) |
| Chilean Peso | SELL | 44936 | 976.50 | 09/02/2025 | (118) |
| Chinese Yuan Renminbi | SELL | 871565 | 7.20 | 08/05/2025 | &nbsp;&nbsp; (1053) |
| Chinese Yuan Renminbi | SELL | 604532 | 7.15 | 08/05/2025 | &nbsp;&nbsp; (4633) |
| Chinese Yuan Renminbi | SELL | 427240 | 7.15 | 08/05/2025 | &nbsp;&nbsp; (3636) |
| Chinese Yuan Renminbi | SELL | 365862 | 7.14 | 08/05/2025 | &nbsp;&nbsp; (3426) |
| Chinese Yuan Renminbi | SELL | 337176 | 7.17 | 08/05/2025 | &nbsp;&nbsp; (2065) |
| Chinese Yuan Renminbi | SELL | 312880 | 7.20 | 08/05/2025 | (378) |
| Chinese Yuan Renminbi | SELL | 281977 | 7.15 | 08/05/2025 | &nbsp;&nbsp; (2487) |
| Chinese Yuan Renminbi | SELL | 276255 | 7.15 | 08/05/2025 | &nbsp;&nbsp; (2175) |
| Chinese Yuan Renminbi | SELL | 268218 | 7.15 | 08/05/2025 | &nbsp;&nbsp; (2182) |
| Chinese Yuan Renminbi | SELL | 268209 | 7.15 | 08/05/2025 | &nbsp;&nbsp; (2173) |
| Chinese Yuan Renminbi | SELL | 240629 | 7.18 | 08/05/2025 | (947) |
| Chinese Yuan Renminbi | SELL | 240211 | 7.15 | 08/05/2025 | &nbsp;&nbsp; (2055) |
| Chinese Yuan Renminbi | SELL | 189071 | 7.16 | 08/05/2025 | &nbsp;&nbsp; (1265) |
| Chinese Yuan Renminbi | SELL | 168296 | 7.17 | 08/05/2025 | (879) |
| Chinese Yuan Renminbi | SELL | 152536 | 7.15 | 08/05/2025 | &nbsp;&nbsp; (1209) |
| Chinese Yuan Renminbi | SELL | 117602 | 7.16 | 08/05/2025 | (813) |
| Chinese Yuan Renminbi | SELL | 108694 | 7.18 | 08/05/2025 | (504) |
| Chinese Yuan Renminbi | SELL | 101442 | 7.17 | 08/05/2025 | (604) |
| Chinese Yuan Renminbi | SELL | 101275 | 7.16 | 08/05/2025 | (714) |
| Chinese Yuan Renminbi | SELL | 87723 | 7.14 | 08/05/2025 | (893) |
| Chinese Yuan Renminbi | SELL | 86744 | 7.16 | 08/05/2025 | (609) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Depreciation**<br>|
| Chinese Yuan Renminbi | SELL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$81513 | 7.18 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(370) |
| Chinese Yuan Renminbi | SELL | 165866 | 7.19 | 09/02/2025 | (163) |
| Colombian Peso | BUY | 771013 | 4179.03 | 08/05/2025 | &nbsp;&nbsp; (2489) |
| Colombian Peso | SELL | 1687078 | 4107.11 | 08/05/2025 | &nbsp;&nbsp; (23675) |
| Colombian Peso | SELL | 307163 | 4160.08 | 08/05/2025 | (410) |
| Czech Koruna | SELL | 912045 | 21.37 | 08/05/2025 | &nbsp;&nbsp; (4936) |
| Czech Koruna | SELL | 108267 | 21.06 | 08/05/2025 | &nbsp;&nbsp; (2145) |
| Czech Koruna | SELL | 86623 | 21.13 | 08/05/2025 | &nbsp;&nbsp; (1447) |
| Czech Koruna | SELL | 82832 | 21.37 | 08/05/2025 | (448) |
| Czech Koruna | SELL | 79245 | 21.33 | 08/05/2025 | (584) |
| Czech Koruna | SELL | 79160 | 21.10 | 08/05/2025 | &nbsp;&nbsp; (1431) |
| Czech Koruna | SELL | 65855 | 21.11 | 08/05/2025 | &nbsp;&nbsp; (1158) |
| Czech Koruna | SELL | 22506 | 20.88 | 08/29/2025 | (616) |
| Czech Koruna | SELL | 273961 | 21.31 | 09/02/2025 | &nbsp;&nbsp; (1975) |
| Czech Koruna | SELL | 119644 | 21.31 | 09/02/2025 | (863) |
| Danish Krone | SELL | 82049 | 6.34 | 08/29/2025 | &nbsp;&nbsp; (2141) |
| Danish Krone | SELL | 78262 | 6.34 | 08/29/2025 | &nbsp;&nbsp; (2042) |
| Euro | BUY | 74733 | 0.87 | 08/29/2025 | (15) |
| Euro | SELL | 1591266 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (39154) |
| Euro | SELL | 1557023 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (22081) |
| Euro | SELL | 1247270 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (20232) |
| Euro | SELL | 1176968 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (28908) |
| Euro | SELL | 1086438 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (26515) |
| Euro | SELL | 806721 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (13496) |
| Euro | SELL | 794319 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (19407) |
| Euro | SELL | 794318 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (19407) |
| Euro | SELL | 794193 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (19282) |
| Euro | SELL | 792909 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (20287) |
| Euro | SELL | 687013 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (20841) |
| Euro | SELL | 624760 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (15819) |
| Euro | SELL | 470164 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (7735) |
| Euro | SELL | 359553 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (3575) |
| Euro | SELL | 332405 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (6187) |
| Euro | SELL | 287768 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (7335) |
| Euro | SELL | 268280 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (5016) |
| Euro | SELL | 256841 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (6168) |
| Euro | SELL | 228413 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (5211) |
| Euro | SELL | 218945 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (4900) |
| Euro | SELL | 216612 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (6001) |
| Euro | SELL | 201269 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (5538) |
| Euro | SELL | 188261 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (5121) |
| Euro | SELL | 164053 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (2661) |
| Euro | SELL | 160510 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (2551) |
| Euro | SELL | 158841 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (4317) |
| Euro | SELL | 147983 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (1471) |
| Euro | SELL | 144896 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (4107) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Depreciation**<br>|
| Euro | SELL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$144848 | 0.85 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4060) |
| Euro | SELL | 139312 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (1385) |
| Euro | SELL | 138149 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (3083) |
| Euro | SELL | 129145 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (2092) |
| Euro | SELL | 123108 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (2923) |
| Euro | SELL | 122532 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (2346) |
| Euro | SELL | 114977 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (2803) |
| Euro | SELL | 109840 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (3389) |
| Euro | SELL | 108351 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (3046) |
| Euro | SELL | 108023 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (2717) |
| Euro | SELL | 103359 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (2632) |
| Euro | SELL | 93870 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (1156) |
| Euro | SELL | 90414 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (2278) |
| Euro | SELL | 87780 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (1933) |
| Euro | SELL | 87039 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (2337) |
| Euro | SELL | 80259 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (1280) |
| Euro | SELL | 80204 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (1225) |
| Euro | SELL | 79460 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (1626) |
| Euro | SELL | 79294 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (1459) |
| Euro | SELL | 78499 | 0.87 | 08/05/2025 | (664) |
| Euro | SELL | 62829 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (1019) |
| Euro | SELL | 55968 | 0.86 | 08/05/2025 | &nbsp;&nbsp; (1026) |
| Euro | SELL | 49338 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (1264) |
| Euro | SELL | 46831 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (1046) |
| Euro | SELL | 44457 | 0.85 | 08/05/2025 | (961) |
| Euro | SELL | 39923 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (1006) |
| Euro | SELL | 37578 | 0.85 | 08/05/2025 | (950) |
| Euro | SELL | 37489 | 0.85 | 08/05/2025 | (861) |
| Euro | SELL | 35371 | 0.85 | 08/05/2025 | &nbsp;&nbsp; (1032) |
| Euro | SELL | 32858 | 0.85 | 08/05/2025 | (809) |
| Euro | SELL | 30040 | 0.87 | 08/05/2025 | (280) |
| Euro | SELL | 27071 | 0.85 | 08/05/2025 | (744) |
| Euro | SELL | 25757 | 0.85 | 08/05/2025 | (575) |
| Euro | SELL | 24734 | 0.85 | 08/05/2025 | (697) |
| Euro | SELL | 23505 | 0.85 | 08/05/2025 | (613) |
| Euro | SELL | 23490 | 0.85 | 08/05/2025 | (598) |
| Euro | SELL | 23309 | 0.86 | 08/05/2025 | (417) |
| Euro | SELL | 18859 | 0.85 | 08/05/2025 | (545) |
| Euro | SELL | 18789 | 0.85 | 08/05/2025 | (475) |
| Euro | SELL | 18779 | 0.85 | 08/05/2025 | (465) |
| Euro | SELL | 18769 | 0.85 | 08/05/2025 | (455) |
| Euro | SELL | 12798 | 0.86 | 08/05/2025 | (208) |
| Euro | SELL | 8229 | 0.85 | 08/05/2025 | (217) |
| Euro | SELL | 1164 | 0.86 | 08/05/2025 | (19) |
| Euro | SELL | 1935213 | 0.85 | 08/29/2025 | &nbsp;&nbsp; (53317) |
| Euro | SELL | 148802 | 0.86 | 08/29/2025 | &nbsp;&nbsp; (1369) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Depreciation**<br>|
| Euro | SELL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$144984 | 0.86 | 08/29/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1334) |
| Euro | SELL | 40652 | 0.86 | 08/29/2025 | (527) |
| Euro | SELL | 1400353 | 0.86 | 09/02/2025 | &nbsp;&nbsp; (13928) |
| Euro | SELL | 235130 | 0.86 | 09/02/2025 | &nbsp;&nbsp; (2339) |
| Euro | SELL | 137022 | 0.87 | 09/02/2025 | (559) |
| Euro | SELL | 84554 | 0.86 | 09/02/2025 | (841) |
| Euro | SELL | 79698 | 0.87 | 09/02/2025 | (572) |
| Euro | SELL | 79277 | 0.87 | 09/02/2025 | (151) |
| Euro | SELL | 20849 | 0.86 | 09/02/2025 | (207) |
| Euro | SELL | 10424 | 0.86 | 09/02/2025 | (104) |
| Euro | SELL | 9266 | 0.86 | 09/02/2025 | (92) |
| Euro | SELL | 1158 | 0.86 | 09/02/2025 | (12) |
| Euro | SELL | 40243 | 0.87 | 09/17/2025 | (66) |
| Euro | SELL | 33626 | 0.86 | 09/17/2025 | (337) |
| Euro | SELL | 30663 | 0.85 | 09/17/2025 | (818) |
| Euro | SELL | 17394 | 0.86 | 09/17/2025 | (176) |
| Euro | SELL | 15264 | 0.85 | 09/17/2025 | (341) |
| Euro | SELL | 10453 | 0.86 | 09/17/2025 | (121) |
| Euro | SELL | 5749 | 0.87 | 09/17/2025 | (9) |
| Euro | SELL | 1173 | 0.85 | 09/17/2025 | (25) |
| Great Britain Pound | SELL | 1243280 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (45639) |
| Great Britain Pound | SELL | 628704 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (14665) |
| Great Britain Pound | SELL | 628050 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (14011) |
| Great Britain Pound | SELL | 270412 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (8387) |
| Great Britain Pound | SELL | 219831 | 0.75 | 08/05/2025 | &nbsp;&nbsp; (2800) |
| Great Britain Pound | SELL | 197594 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (7030) |
| Great Britain Pound | SELL | 190451 | 0.75 | 08/05/2025 | &nbsp;&nbsp; (2534) |
| Great Britain Pound | SELL | 178535 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (2528) |
| Great Britain Pound | SELL | 165733 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (4283) |
| Great Britain Pound | SELL | 162487 | 0.75 | 08/05/2025 | &nbsp;&nbsp; (1037) |
| Great Britain Pound | SELL | 160729 | 0.75 | 08/05/2025 | &nbsp;&nbsp; (1926) |
| Great Britain Pound | SELL | 159245 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (5736) |
| Great Britain Pound | SELL | 144071 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (5118) |
| Great Britain Pound | SELL | 143645 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (3369) |
| Great Britain Pound | SELL | 130559 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (4840) |
| Great Britain Pound | SELL | 125506 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (3757) |
| Great Britain Pound | SELL | 124257 | 0.75 | 08/05/2025 | &nbsp;&nbsp; (1185) |
| Great Britain Pound | SELL | 113569 | 0.75 | 08/05/2025 | &nbsp;&nbsp; (1083) |
| Great Britain Pound | SELL | 110483 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (1967) |
| Great Britain Pound | SELL | 108315 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (2446) |
| Great Britain Pound | SELL | 106280 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (3058) |
| Great Britain Pound | SELL | 105618 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (2396) |
| Great Britain Pound | SELL | 95149 | 0.75 | 08/05/2025 | &nbsp;&nbsp; (1190) |
| Great Britain Pound | SELL | 94356 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (1721) |
| Great Britain Pound | SELL | 90731 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (3389) |
| Great Britain Pound | SELL | 89959 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (1294) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Depreciation**<br>|
| Great Britain Pound | SELL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$87235 | 0.75 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1217) |
| Great Britain Pound | SELL | 87135 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (2440) |
| Great Britain Pound | SELL | 87095 | 0.75 | 08/05/2025 | &nbsp;&nbsp; (1077) |
| Great Britain Pound | SELL | 87088 | 0.75 | 08/05/2025 | &nbsp;&nbsp; (1070) |
| Great Britain Pound | SELL | 87076 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (2381) |
| Great Britain Pound | SELL | 87015 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (2319) |
| Great Britain Pound | SELL | 86376 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (1681) |
| Great Britain Pound | SELL | 85078 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (3030) |
| Great Britain Pound | SELL | 82838 | 0.75 | 08/05/2025 | (790) |
| Great Britain Pound | SELL | 79213 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (2458) |
| Great Britain Pound | SELL | 79020 | 0.75 | 08/05/2025 | (942) |
| Great Britain Pound | SELL | 78959 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (2204) |
| Great Britain Pound | SELL | 78838 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (2083) |
| Great Britain Pound | SELL | 78819 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (2064) |
| Great Britain Pound | SELL | 78514 | 0.74 | 08/05/2025 | &nbsp;&nbsp; (1759) |
| Great Britain Pound | SELL | 61263 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (1711) |
| Great Britain Pound | SELL | 54183 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (1514) |
| Great Britain Pound | SELL | 50408 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (1444) |
| Great Britain Pound | SELL | 44401 | 0.74 | 08/05/2025 | (730) |
| Great Britain Pound | SELL | 40622 | 0.74 | 08/05/2025 | (922) |
| Great Britain Pound | SELL | 39606 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (1228) |
| Great Britain Pound | SELL | 32930 | 0.73 | 08/05/2025 | &nbsp;&nbsp; (1170) |
| Great Britain Pound | SELL | 27228 | 0.73 | 08/05/2025 | (761) |
| Great Britain Pound | SELL | 16467 | 0.73 | 08/05/2025 | (586) |
| Great Britain Pound | SELL | 13614 | 0.73 | 08/05/2025 | (380) |
| Great Britain Pound | SELL | 5446 | 0.73 | 08/05/2025 | (152) |
| Great Britain Pound | SELL | 2672 | 0.75 | 08/05/2025 | (25) |
| Great Britain Pound | SELL | 1311124 | 0.74 | 08/29/2025 | &nbsp;&nbsp; (23195) |
| Great Britain Pound | SELL | 822383 | 0.74 | 08/29/2025 | &nbsp;&nbsp; (14548) |
| Great Britain Pound | SELL | 129361 | 0.74 | 08/29/2025 | &nbsp;&nbsp; (2288) |
| Great Britain Pound | SELL | 434351 | 0.75 | 09/02/2025 | &nbsp;&nbsp; (4141) |
| Great Britain Pound | SELL | 79769 | 0.75 | 09/02/2025 | (346) |
| Great Britain Pound | SELL | 79529 | 0.75 | 09/02/2025 | (106) |
| Great Britain Pound | SELL | 53191 | 0.75 | 09/02/2025 | (507) |
| Great Britain Pound | SELL | 34748 | 0.75 | 09/02/2025 | (331) |
| Great Britain Pound | SELL | 26729 | 0.75 | 09/02/2025 | (255) |
| Great Britain Pound | SELL | 5346 | 0.75 | 09/02/2025 | (51) |
| Great Britain Pound | SELL | 74684 | 0.74 | 09/17/2025 | &nbsp;&nbsp; (1869) |
| Great Britain Pound | SELL | 43452 | 0.74 | 09/17/2025 | &nbsp;&nbsp; (1087) |
| Great Britain Pound | SELL | 28516 | 0.74 | 09/17/2025 | (713) |
| Great Britain Pound | SELL | 10800 | 0.74 | 09/17/2025 | (209) |
| Great Britain Pound | SELL | 5484 | 0.73 | 09/17/2025 | (189) |
| Great Britain Pound | SELL | 5398 | 0.74 | 09/17/2025 | (103) |
| Great Britain Pound | SELL | 2729 | 0.73 | 09/17/2025 | (81) |
| Great Britain Pound | SELL | 1345 | 0.74 | 09/17/2025 | (21) |
| Hong Kong Dollar | SELL | 3833 | 7.83 | 08/29/2025 | (2) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Depreciation**<br>|
| Hong Kong Dollar | SELL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9628 | 7.79 | 09/17/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(36) |
| Hungarian Forint | SELL | 2503302 | 342.63 | 08/05/2025 | &nbsp;&nbsp; (47385) |
| Hungarian Forint | SELL | 855344 | 339.75 | 08/05/2025 | &nbsp;&nbsp; (23247) |
| Hungarian Forint | SELL | 312987 | 338.03 | 08/05/2025 | &nbsp;&nbsp; (10041) |
| Hungarian Forint | SELL | 277569 | 345.50 | 08/05/2025 | &nbsp;&nbsp; (2971) |
| Hungarian Forint | SELL | 206432 | 338.61 | 08/05/2025 | &nbsp;&nbsp; (6282) |
| Hungarian Forint | SELL | 175224 | 345.50 | 08/05/2025 | &nbsp;&nbsp; (1876) |
| Hungarian Forint | SELL | 159864 | 344.67 | 08/05/2025 | &nbsp;&nbsp; (2092) |
| Hungarian Forint | SELL | 144343 | 347.50 | 08/05/2025 | (716) |
| Hungarian Forint | SELL | 136000 | 340.44 | 08/05/2025 | &nbsp;&nbsp; (3426) |
| Hungarian Forint | SELL | 89112 | 347.50 | 08/05/2025 | (442) |
| Hungarian Forint | SELL | 78699 | 343.08 | 08/05/2025 | &nbsp;&nbsp; (1388) |
| Hungarian Forint | SELL | 78654 | 347.09 | 08/05/2025 | (483) |
| Indian Rupee | SELL | 1648883 | 86.38 | 08/05/2025 | &nbsp;&nbsp; (22870) |
| Indian Rupee | SELL | 555918 | 86.38 | 08/05/2025 | &nbsp;&nbsp; (7711) |
| Indian Rupee | SELL | 1454446 | 87.53 | 09/02/2025 | &nbsp;&nbsp; (2234) |
| Indian Rupee | SELL | 548602 | 87.53 | 09/02/2025 | (843) |
| Indonesian Rupiah | SELL | 210106 | 16406.89 | 08/05/2025 | (668) |
| Indonesian Rupiah | SELL | 124015 | 16246.95 | 08/05/2025 | &nbsp;&nbsp; (1585) |
| Israeli Shekel | SELL | 754291 | 3.37 | 08/05/2025 | &nbsp;&nbsp; (5602) |
| Israeli Shekel | SELL | 107899 | 3.34 | 08/05/2025 | &nbsp;&nbsp; (1785) |
| Israeli Shekel | SELL | 100581 | 3.33 | 08/05/2025 | &nbsp;&nbsp; (1836) |
| Israeli Shekel | SELL | 206443 | 3.37 | 09/02/2025 | &nbsp;&nbsp; (1543) |
| Israeli Shekel | SELL | 115485 | 3.38 | 09/02/2025 | (506) |
| Japanese Yen | SELL | 10892919 | 144.47 | 08/05/2025 | &nbsp;&nbsp; (434954) |
| Japanese Yen | SELL | 1381916 | 146.39 | 08/05/2025 | &nbsp;&nbsp; (37538) |
| Japanese Yen | SELL | 1107488 | 143.66 | 08/05/2025 | &nbsp;&nbsp; (50195) |
| Japanese Yen | SELL | 408417 | 144.47 | 08/05/2025 | &nbsp;&nbsp; (16308) |
| Japanese Yen | SELL | 394731 | 145.16 | 08/05/2025 | &nbsp;&nbsp; (13946) |
| Japanese Yen | SELL | 176835 | 145.33 | 08/05/2025 | &nbsp;&nbsp; (6047) |
| Japanese Yen | SELL | 158498 | 145.11 | 08/05/2025 | &nbsp;&nbsp; (5653) |
| Japanese Yen | SELL | 145152 | 143.99 | 08/05/2025 | &nbsp;&nbsp; (6262) |
| Japanese Yen | SELL | 144950 | 144.19 | 08/05/2025 | &nbsp;&nbsp; (6059) |
| Japanese Yen | SELL | 136267 | 146.04 | 08/05/2025 | &nbsp;&nbsp; (4022) |
| Japanese Yen | SELL | 108758 | 144.36 | 08/05/2025 | &nbsp;&nbsp; (4424) |
| Japanese Yen | SELL | 102803 | 146.88 | 08/05/2025 | &nbsp;&nbsp; (2456) |
| Japanese Yen | SELL | 100185 | 145.73 | 08/05/2025 | &nbsp;&nbsp; (3162) |
| Japanese Yen | SELL | 95664 | 146.35 | 08/05/2025 | &nbsp;&nbsp; (2628) |
| Japanese Yen | SELL | 94700 | 147.83 | 08/05/2025 | &nbsp;&nbsp; (1664) |
| Japanese Yen | SELL | 94611 | 147.97 | 08/05/2025 | &nbsp;&nbsp; (1574) |
| Japanese Yen | SELL | 89077 | 148.19 | 08/05/2025 | &nbsp;&nbsp; (1357) |
| Japanese Yen | SELL | 86936 | 147.24 | 08/05/2025 | &nbsp;&nbsp; (1874) |
| Japanese Yen | SELL | 86843 | 146.24 | 08/05/2025 | &nbsp;&nbsp; (2446) |
| Japanese Yen | SELL | 86766 | 146.37 | 08/05/2025 | &nbsp;&nbsp; (2368) |
| Japanese Yen | SELL | 80416 | 146.74 | 08/05/2025 | &nbsp;&nbsp; (1999) |
| Japanese Yen | SELL | 80106 | 148.55 | 08/05/2025 | &nbsp;&nbsp; (1025) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Depreciation**<br>|
| Japanese Yen | SELL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$80033 | 147.44 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1616) |
| Japanese Yen | SELL | 79347 | 144.93 | 08/05/2025 | &nbsp;&nbsp; (2924) |
| Japanese Yen | SELL | 76853 | 143.55 | 08/05/2025 | &nbsp;&nbsp; (3540) |
| Japanese Yen | SELL | 69175 | 146.01 | 08/05/2025 | &nbsp;&nbsp; (2055) |
| Japanese Yen | SELL | 60433 | 143.43 | 08/05/2025 | &nbsp;&nbsp; (2830) |
| Japanese Yen | SELL | 56761 | 147.99 | 08/05/2025 | (939) |
| Japanese Yen | SELL | 44434 | 148.71 | 08/05/2025 | (521) |
| Japanese Yen | SELL | 37615 | 143.56 | 08/05/2025 | &nbsp;&nbsp; (1730) |
| Japanese Yen | SELL | 35474 | 146.59 | 08/05/2025 | (917) |
| Japanese Yen | SELL | 34909 | 148.73 | 08/05/2025 | (405) |
| Japanese Yen | SELL | 30016 | 146.59 | 08/05/2025 | (776) |
| Japanese Yen | SELL | 22150 | 144.47 | 08/05/2025 | (884) |
| Japanese Yen | SELL | 17578 | 147.92 | 08/05/2025 | (299) |
| Japanese Yen | SELL | 15920 | 144.47 | 08/05/2025 | (636) |
| Japanese Yen | SELL | 15715 | 146.36 | 08/05/2025 | (430) |
| Japanese Yen | SELL | 13521 | 147.92 | 08/05/2025 | (230) |
| Japanese Yen | SELL | 21468 | 149.06 | 08/29/2025 | (145) |
| Japanese Yen | SELL | 1362 | 146.82 | 08/29/2025 | (30) |
| Japanese Yen | SELL | 600218 | 147.45 | 09/02/2025 | &nbsp;&nbsp; (10234) |
| Japanese Yen | SELL | 476084 | 147.45 | 09/02/2025 | &nbsp;&nbsp; (8118) |
| Japanese Yen | SELL | 158990 | 148.44 | 09/02/2025 | &nbsp;&nbsp; (1668) |
| Japanese Yen | SELL | 79294 | 148.81 | 09/02/2025 | (633) |
| Japanese Yen | SELL | 2035 | 147.45 | 09/02/2025 | (35) |
| Japanese Yen | SELL | 72707 | 143.04 | 09/17/2025 | &nbsp;&nbsp; (3263) |
| Japanese Yen | SELL | 30725 | 143.20 | 09/17/2025 | &nbsp;&nbsp; (1345) |
| Japanese Yen | SELL | 19575 | 143.04 | 09/17/2025 | (878) |
| Japanese Yen | SELL | 7459 | 147.47 | 09/17/2025 | (114) |
| Mexican Peso | BUY | 6548085 | 19.14 | 08/05/2025 | &nbsp;&nbsp; (108587) |
| Mexican Peso | BUY | 368281 | 19.14 | 08/05/2025 | &nbsp;&nbsp; (6107) |
| Mexican Peso | BUY | 306584 | 18.95 | 08/05/2025 | &nbsp;&nbsp; (2007) |
| Mexican Peso | BUY | 154946 | 18.85 | 08/05/2025 | (120) |
| Mexican Peso | BUY | 92981 | 18.84 | 08/05/2025 | (59) |
| Mexican Peso | BUY | 92458 | 18.93 | 08/05/2025 | (475) |
| Mexican Peso | BUY | 61986 | 18.84 | 08/05/2025 | (40) |
| Mexican Peso | SELL | 3486941 | 18.74 | 08/05/2025 | &nbsp;&nbsp; (17080) |
| Mexican Peso | SELL | 1222921 | 18.74 | 08/05/2025 | &nbsp;&nbsp; (5761) |
| Mexican Peso | SELL | 375764 | 18.82 | 08/05/2025 | (314) |
| Mexican Peso | SELL | 189448 | 18.68 | 08/05/2025 | &nbsp;&nbsp; (1510) |
| Mexican Peso | SELL | 187391 | 18.68 | 08/05/2025 | &nbsp;&nbsp; (1525) |
| Mexican Peso | SELL | 128904 | 18.62 | 08/05/2025 | &nbsp;&nbsp; (1453) |
| Mexican Peso | SELL | 75327 | 18.72 | 08/05/2025 | (449) |
| Mexican Peso | SELL | 69436 | 18.58 | 08/05/2025 | (931) |
| Mexican Peso | SELL | 52726 | 18.64 | 08/05/2025 | (524) |
| Mexican Peso | SELL | 52718 | 18.65 | 08/05/2025 | (516) |
| Mexican Peso | SELL | 52636 | 18.68 | 08/05/2025 | (434) |
| Mexican Peso | SELL | 52607 | 18.69 | 08/05/2025 | (405) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Depreciation**<br>|
| Mexican Peso | SELL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$26305 | 18.70 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(177) |
| Mexican Peso | SELL | 15831 | 18.63 | 08/05/2025 | (165) |
| Mexican Peso | SELL | 10559 | 18.66 | 08/05/2025 | (97) |
| Mexican Peso | SELL | 1994426 | 18.87 | 09/02/2025 | &nbsp;&nbsp; (1627) |
| Mexican Peso | SELL | 76059 | 18.87 | 09/02/2025 | (85) |
| Mexican Peso | SELL | 42919 | 18.87 | 09/02/2025 | (35) |
| Mexican Peso | SELL | 42773 | 18.87 | 09/02/2025 | (48) |
| Mexican Peso | SELL | 39646 | 18.87 | 09/02/2025 | (44) |
| New Taiwan Dollar | SELL | 529263 | 29.73 | 08/05/2025 | &nbsp;&nbsp; (2222) |
| New Taiwan Dollar | SELL | 154202 | 29.22 | 08/05/2025 | &nbsp;&nbsp; (3307) |
| New Taiwan Dollar | SELL | 147961 | 28.69 | 08/05/2025 | &nbsp;&nbsp; (5775) |
| New Taiwan Dollar | SELL | 119660 | 28.79 | 08/05/2025 | &nbsp;&nbsp; (4270) |
| New Zealand Dollar | SELL | 2481896 | 1.66 | 08/05/2025 | &nbsp;&nbsp; (54297) |
| New Zealand Dollar | SELL | 628932 | 1.66 | 08/05/2025 | &nbsp;&nbsp; (11996) |
| New Zealand Dollar | SELL | 265821 | 1.67 | 08/05/2025 | &nbsp;&nbsp; (3106) |
| New Zealand Dollar | SELL | 160296 | 1.65 | 08/05/2025 | &nbsp;&nbsp; (3848) |
| New Zealand Dollar | SELL | 160277 | 1.65 | 08/05/2025 | &nbsp;&nbsp; (3829) |
| New Zealand Dollar | SELL | 157155 | 1.69 | 08/05/2025 | (707) |
| New Zealand Dollar | SELL | 156161 | 1.66 | 08/05/2025 | &nbsp;&nbsp; (2665) |
| New Zealand Dollar | SELL | 111661 | 1.66 | 08/05/2025 | &nbsp;&nbsp; (2443) |
| New Zealand Dollar | SELL | 109111 | 1.65 | 08/05/2025 | &nbsp;&nbsp; (2845) |
| New Zealand Dollar | SELL | 101127 | 1.68 | 08/05/2025 | (764) |
| New Zealand Dollar | SELL | 93748 | 1.65 | 08/05/2025 | &nbsp;&nbsp; (2240) |
| New Zealand Dollar | SELL | 93737 | 1.65 | 08/05/2025 | &nbsp;&nbsp; (2230) |
| New Zealand Dollar | SELL | 80651 | 1.67 | 08/05/2025 | (952) |
| New Zealand Dollar | SELL | 80167 | 1.68 | 08/05/2025 | (467) |
| New Zealand Dollar | SELL | 69693 | 1.65 | 08/05/2025 | &nbsp;&nbsp; (1800) |
| New Zealand Dollar | SELL | 50454 | 1.68 | 08/05/2025 | (273) |
| New Zealand Dollar | SELL | 20182 | 1.68 | 08/05/2025 | (109) |
| New Zealand Dollar | SELL | 2847167 | 1.68 | 09/02/2025 | &nbsp;&nbsp; (15329) |
| New Zealand Dollar | SELL | 86123 | 1.68 | 09/02/2025 | (436) |
| Norwegian Krone | BUY | 87412 | 10.30 | 08/05/2025 | (22) |
| Norwegian Krone | BUY | 122140 | 10.32 | 09/02/2025 | (289) |
| Norwegian Krone | SELL | 1776038 | 10.18 | 08/05/2025 | &nbsp;&nbsp; (19669) |
| Norwegian Krone | SELL | 475470 | 10.18 | 08/05/2025 | &nbsp;&nbsp; (5266) |
| Norwegian Krone | SELL | 215062 | 10.04 | 08/05/2025 | &nbsp;&nbsp; (5219) |
| Norwegian Krone | SELL | 210436 | 10.07 | 08/05/2025 | &nbsp;&nbsp; (4479) |
| Norwegian Krone | SELL | 184518 | 10.19 | 08/05/2025 | &nbsp;&nbsp; (1876) |
| Norwegian Krone | SELL | 160767 | 10.08 | 08/05/2025 | &nbsp;&nbsp; (3384) |
| Norwegian Krone | SELL | 138263 | 10.13 | 08/05/2025 | &nbsp;&nbsp; (2254) |
| Norwegian Krone | SELL | 136856 | 10.08 | 08/05/2025 | &nbsp;&nbsp; (2789) |
| Norwegian Krone | SELL | 101936 | 10.10 | 08/05/2025 | &nbsp;&nbsp; (1872) |
| Norwegian Krone | SELL | 83777 | 10.15 | 08/05/2025 | &nbsp;&nbsp; (1199) |
| Norwegian Krone | SELL | 26524 | 10.18 | 08/05/2025 | (294) |
| Norwegian Krone | SELL | 285903 | 10.14 | 08/29/2025 | &nbsp;&nbsp; (4129) |
| Norwegian Krone | SELL | 56409 | 10.19 | 08/29/2025 | (540) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Depreciation**<br>|
| Norwegian Krone | SELL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$36773 | 10.14 | 08/29/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(531) |
| Norwegian Krone | SELL | 8183 | 10.14 | 08/29/2025 | (118) |
| Peruvian Nuevo Sol | SELL | 68956 | 3.55 | 08/05/2025 | (640) |
| Peruvian Nuevo Sol | SELL | 229417 | 3.56 | 09/02/2025 | &nbsp;&nbsp; (1792) |
| Philippine Peso | SELL | 116491 | 56.49 | 08/05/2025 | &nbsp;&nbsp; (3760) |
| Philippine Peso | SELL | 65507 | 56.33 | 08/05/2025 | &nbsp;&nbsp; (2288) |
| Philippine Peso | SELL | 36120 | 57.59 | 08/05/2025 | (485) |
| Polish Zloty | SELL | 2962894 | 3.68 | 08/05/2025 | &nbsp;&nbsp; (46499) |
| Polish Zloty | SELL | 1043135 | 3.68 | 08/05/2025 | &nbsp;&nbsp; (16371) |
| Polish Zloty | SELL | 470711 | 3.63 | 08/05/2025 | &nbsp;&nbsp; (13300) |
| Polish Zloty | SELL | 178227 | 3.62 | 08/05/2025 | &nbsp;&nbsp; (5492) |
| Polish Zloty | SELL | 172257 | 3.63 | 08/05/2025 | &nbsp;&nbsp; (4879) |
| Polish Zloty | SELL | 158719 | 3.62 | 08/05/2025 | &nbsp;&nbsp; (4731) |
| Polish Zloty | SELL | 100737 | 3.63 | 08/05/2025 | &nbsp;&nbsp; (2720) |
| Polish Zloty | SELL | 100681 | 3.64 | 08/05/2025 | &nbsp;&nbsp; (2665) |
| Polish Zloty | SELL | 91556 | 3.60 | 08/05/2025 | &nbsp;&nbsp; (3180) |
| Polish Zloty | SELL | 79991 | 3.61 | 08/05/2025 | &nbsp;&nbsp; (2596) |
| Polish Zloty | SELL | 79891 | 3.69 | 08/05/2025 | (889) |
| Polish Zloty | SELL | 77585 | 3.67 | 08/05/2025 | &nbsp;&nbsp; (1261) |
| Polish Zloty | SELL | 71258 | 3.61 | 08/05/2025 | &nbsp;&nbsp; (2432) |
| Polish Zloty | SELL | 54681 | 3.64 | 08/05/2025 | &nbsp;&nbsp; (1388) |
| Polish Zloty | SELL | 54249 | 3.61 | 08/05/2025 | &nbsp;&nbsp; (1759) |
| Polish Zloty | SELL | 31809 | 3.65 | 08/05/2025 | (743) |
| Polish Zloty | SELL | 16611 | 3.61 | 08/05/2025 | (543) |
| Polish Zloty | SELL | 4895 | 3.68 | 08/05/2025 | (75) |
| Polish Zloty | SELL | 1365 | 3.66 | 08/05/2025 | (26) |
| Polish Zloty | SELL | 19603 | 3.62 | 08/29/2025 | (597) |
| Polish Zloty | SELL | 1064794 | 3.70 | 09/02/2025 | &nbsp;&nbsp; (10464) |
| Polish Zloty | SELL | 223015 | 3.70 | 09/02/2025 | &nbsp;&nbsp; (2192) |
| Polish Zloty | SELL | 128654 | 3.73 | 09/02/2025 | (175) |
| Singapore Dollar | SELL | 404871 | 1.29 | 08/05/2025 | &nbsp;&nbsp; (2483) |
| Singapore Dollar | SELL | 318247 | 1.28 | 08/05/2025 | &nbsp;&nbsp; (4508) |
| Singapore Dollar | SELL | 289601 | 1.28 | 08/05/2025 | &nbsp;&nbsp; (4383) |
| Singapore Dollar | SELL | 260747 | 1.28 | 08/05/2025 | &nbsp;&nbsp; (4051) |
| Singapore Dollar | SELL | 233353 | 1.28 | 08/05/2025 | &nbsp;&nbsp; (3637) |
| Singapore Dollar | SELL | 190931 | 1.28 | 08/05/2025 | &nbsp;&nbsp; (2071) |
| Singapore Dollar | SELL | 184766 | 1.27 | 08/05/2025 | &nbsp;&nbsp; (3614) |
| Singapore Dollar | SELL | 174513 | 1.29 | 08/05/2025 | &nbsp;&nbsp; (1070) |
| Singapore Dollar | SELL | 169616 | 1.27 | 08/05/2025 | &nbsp;&nbsp; (3882) |
| Singapore Dollar | SELL | 144679 | 1.28 | 08/05/2025 | &nbsp;&nbsp; (2070) |
| Singapore Dollar | SELL | 137127 | 1.28 | 08/05/2025 | &nbsp;&nbsp; (2226) |
| Singapore Dollar | SELL | 124650 | 1.28 | 08/05/2025 | &nbsp;&nbsp; (1313) |
| Singapore Dollar | SELL | 121874 | 1.27 | 08/05/2025 | &nbsp;&nbsp; (2391) |
| Singapore Dollar | SELL | 109428 | 1.28 | 08/05/2025 | &nbsp;&nbsp; (1507) |
| Singapore Dollar | SELL | 93986 | 1.28 | 08/05/2025 | &nbsp;&nbsp; (1483) |
| Singapore Dollar | SELL | 78170 | 1.28 | 08/05/2025 | &nbsp;&nbsp; (1084) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Depreciation**<br>|
| Singapore Dollar | SELL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$74191 | 1.28 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(960) |
| Singapore Dollar | SELL | 70756 | 1.27 | 08/05/2025 | &nbsp;&nbsp; (1379) |
| Singapore Dollar | SELL | 66337 | 1.28 | 08/05/2025 | (814) |
| Singapore Dollar | SELL | 64833 | 1.28 | 08/05/2025 | (852) |
| Singapore Dollar | SELL | 44636 | 1.28 | 08/05/2025 | (697) |
| South African Rand | SELL | 6562453 | 17.89 | 08/05/2025 | &nbsp;&nbsp; (69333) |
| South African Rand | SELL | 2062465 | 17.85 | 08/05/2025 | &nbsp;&nbsp; (26660) |
| South African Rand | SELL | 1989929 | 17.67 | 08/05/2025 | &nbsp;&nbsp; (45642) |
| South African Rand | SELL | 650614 | 17.83 | 08/05/2025 | &nbsp;&nbsp; (9155) |
| South African Rand | SELL | 392599 | 17.83 | 08/05/2025 | &nbsp;&nbsp; (5511) |
| South African Rand | SELL | 391871 | 17.84 | 08/05/2025 | &nbsp;&nbsp; (5336) |
| South African Rand | SELL | 389888 | 17.85 | 08/05/2025 | &nbsp;&nbsp; (5012) |
| South African Rand | SELL | 388204 | 17.93 | 08/05/2025 | &nbsp;&nbsp; (3329) |
| South African Rand | SELL | 310832 | 17.73 | 08/05/2025 | &nbsp;&nbsp; (6139) |
| South African Rand | SELL | 112312 | 17.81 | 08/05/2025 | &nbsp;&nbsp; (1715) |
| South African Rand | SELL | 108182 | 17.56 | 08/05/2025 | &nbsp;&nbsp; (3115) |
| South African Rand | SELL | 85532 | 17.54 | 08/05/2025 | &nbsp;&nbsp; (2585) |
| South African Rand | SELL | 78612 | 17.81 | 08/05/2025 | &nbsp;&nbsp; (1194) |
| South African Rand | SELL | 40861 | 17.87 | 08/05/2025 | (494) |
| South African Rand | SELL | 27483 | 17.83 | 08/05/2025 | (387) |
| South African Rand | SELL | 26891 | 17.85 | 08/05/2025 | (348) |
| South African Rand | SELL | 22775 | 17.56 | 08/05/2025 | (656) |
| South African Rand | SELL | 9535 | 17.83 | 08/05/2025 | (134) |
| South African Rand | SELL | 40799 | 17.89 | 09/02/2025 | (508) |
| South Korean Won | BUY | 94486 | 1390.99 | 08/05/2025 | (205) |
| South Korean Won | SELL | 447160 | 1373.00 | 08/05/2025 | &nbsp;&nbsp; (4828) |
| South Korean Won | SELL | 173439 | 1374.00 | 08/05/2025 | &nbsp;&nbsp; (1748) |
| South Korean Won | SELL | 173351 | 1374.70 | 08/05/2025 | &nbsp;&nbsp; (1659) |
| South Korean Won | SELL | 163259 | 1380.72 | 08/05/2025 | (855) |
| South Korean Won | SELL | 131334 | 1387.15 | 08/05/2025 | (79) |
| South Korean Won | SELL | 129325 | 1378.45 | 08/05/2025 | (888) |
| South Korean Won | SELL | 118902 | 1384.01 | 08/05/2025 | (342) |
| South Korean Won | SELL | 94224 | 1371.29 | 08/05/2025 | &nbsp;&nbsp; (1133) |
| South Korean Won | SELL | 63383 | 1365.36 | 08/05/2025 | &nbsp;&nbsp; (1033) |
| South Korean Won | SELL | 3940 | 1380.72 | 08/05/2025 | (21) |
| Swedish Krona | SELL | 3617726 | 9.66 | 08/05/2025 | &nbsp;&nbsp; (37506) |
| Swedish Krona | SELL | 1145475 | 9.66 | 08/05/2025 | &nbsp;&nbsp; (11875) |
| Swedish Krona | SELL | 216670 | 9.51 | 08/05/2025 | &nbsp;&nbsp; (5587) |
| Swedish Krona | SELL | 182586 | 9.48 | 08/05/2025 | &nbsp;&nbsp; (5317) |
| Swedish Krona | SELL | 158707 | 9.51 | 08/05/2025 | &nbsp;&nbsp; (3981) |
| Swedish Krona | SELL | 134188 | 9.61 | 08/05/2025 | &nbsp;&nbsp; (2005) |
| Swedish Krona | SELL | 129756 | 9.48 | 08/05/2025 | &nbsp;&nbsp; (3720) |
| Swedish Krona | SELL | 113041 | 9.64 | 08/05/2025 | &nbsp;&nbsp; (1351) |
| Swedish Krona | SELL | 86990 | 9.54 | 08/05/2025 | &nbsp;&nbsp; (1942) |
| Swedish Krona | SELL | 85789 | 9.56 | 08/05/2025 | &nbsp;&nbsp; (1766) |
| Swedish Krona | SELL | 80066 | 9.62 | 08/05/2025 | &nbsp;&nbsp; (1166) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Currency Contracts (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency** |  | **Total**<br> **Contract Value**<br>| **Contract**<br> **Price**<br>| **Delivery**<br> **Date**<br>| **Unrealized**<br> **Depreciation**<br>|
| Swedish Krona | SELL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$79931 | 9.76 | 08/05/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(6) |
| Swedish Krona | SELL | 79734 | 9.53 | 08/05/2025 | &nbsp;&nbsp; (1858) |
| Swedish Krona | SELL | 79729 | 9.66 | 08/05/2025 | (829) |
| Swedish Krona | SELL | 79401 | 9.70 | 08/05/2025 | (501) |
| Swedish Krona | SELL | 79274 | 9.59 | 08/05/2025 | &nbsp;&nbsp; (1399) |
| Swedish Krona | SELL | 78570 | 9.55 | 08/05/2025 | &nbsp;&nbsp; (1720) |
| Swedish Krona | SELL | 45558 | 9.66 | 08/05/2025 | (472) |
| Swedish Krona | SELL | 28326 | 9.53 | 08/05/2025 | (660) |
| Swedish Krona | SELL | 13685 | 9.50 | 08/05/2025 | (365) |
| Swedish Krona | SELL | 10354 | 9.66 | 08/05/2025 | (107) |
| Swedish Krona | SELL | 3106 | 9.66 | 08/05/2025 | (32) |
| Swedish Krona | SELL | 218886 | 9.52 | 08/29/2025 | &nbsp;&nbsp; (5116) |
| Swedish Krona | SELL | 74608 | 9.52 | 08/29/2025 | &nbsp;&nbsp; (1744) |
| Swedish Krona | SELL | 30894 | 9.52 | 08/29/2025 | (722) |
| Swedish Krona | SELL | 79522 | 9.68 | 09/02/2025 | (480) |
| Swedish Krona | SELL | 30372 | 9.55 | 09/17/2025 | (574) |
| Swiss Franc | SELL | 2423657 | 1.24 | 08/05/2025 | &nbsp;&nbsp; (16170) |
| Swiss Franc | SELL | 365379 | 1.26 | 08/05/2025 | &nbsp;&nbsp; (8258) |
| Swiss Franc | SELL | 166195 | 1.24 | 08/05/2025 | &nbsp;&nbsp; (1181) |
| Swiss Franc | SELL | 112967 | 1.26 | 08/05/2025 | &nbsp;&nbsp; (2136) |
| Swiss Franc | SELL | 94709 | 1.26 | 08/05/2025 | &nbsp;&nbsp; (2350) |
| Swiss Franc | SELL | 93975 | 1.25 | 08/05/2025 | &nbsp;&nbsp; (1616) |
| Swiss Franc | SELL | 80928 | 1.25 | 08/05/2025 | (884) |
| Swiss Franc | SELL | 31540 | 1.26 | 08/05/2025 | (753) |
| Swiss Franc | SELL | 24794 | 1.24 | 08/05/2025 | (165) |
| Swiss Franc | SELL | 12626 | 1.26 | 08/05/2025 | (311) |
| Swiss Franc | SELL | 151474 | 1.26 | 08/29/2025 | &nbsp;&nbsp; (3130) |
| Swiss Franc | SELL | 69368 | 1.26 | 08/29/2025 | &nbsp;&nbsp; (1434) |
| Swiss Franc | SELL | 62307 | 1.25 | 08/29/2025 | (549) |
| Swiss Franc | SELL | 12451 | 1.25 | 08/29/2025 | (99) |
| Swiss Franc | SELL | 49785 | 1.24 | 09/02/2025 | (354) |
| Thai Baht | BUY | 169419 | 32.70 | 08/05/2025 | (116) |
| Thai Baht | BUY | 895738 | 32.61 | 09/02/2025 | (92) |
| Thai Baht | SELL | 420661 | 32.24 | 08/05/2025 | &nbsp;&nbsp; (5697) |
| Thai Baht | SELL | 207079 | 32.21 | 08/05/2025 | &nbsp;&nbsp; (2963) |
| Thai Baht | SELL | 181088 | 32.36 | 08/05/2025 | &nbsp;&nbsp; (1760) |
| Thai Baht | SELL | 157798 | 32.26 | 08/05/2025 | &nbsp;&nbsp; (2034) |
| Thai Baht | SELL | 156119 | 32.16 | 08/05/2025 | &nbsp;&nbsp; (2497) |
| Thai Baht | SELL | 134561 | 32.55 | 08/05/2025 | (524) |
| Thai Baht | SELL | 93322 | 32.25 | 08/05/2025 | &nbsp;&nbsp; (1210) |
| Thai Baht | SELL | 5232 | 32.49 | 08/05/2025 | (29) |
| Thai Baht | SELL | 220612 | 32.45 | 09/02/2025 | &nbsp;&nbsp; (1086) |
| **Total Unrealized Depreciation on Forward Currency Contracts** | **Total Unrealized Depreciation on Forward Currency Contracts** | **Total Unrealized Depreciation on Forward Currency Contracts** | **Total Unrealized Depreciation on Forward Currency Contracts** | **Total Unrealized Depreciation on Forward Currency Contracts** | &nbsp;&nbsp; $(2771695) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Sale Commitments ‡** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Proceeds** | **Value** |
|  |  | **United States Government and Agency Obligations**  | **United States Government and Agency Obligations**  | **United States Government and Agency Obligations**  |  |  |
| USD | 1765000 | U.S. Treasury Bonds | 2.25% | 05/15/2041 | &nbsp;&nbsp; $1270582 | &nbsp;&nbsp; $1273031 |
|  | 1004000 | U.S. Treasury Bonds | 4.75% | 05/15/2055 | &nbsp;&nbsp; 980327 | &nbsp;&nbsp; 982258 |
|  | 1090000 | U.S. Treasury Notes | 3.88% | 06/15/2028 | &nbsp;&nbsp; 1094959 | &nbsp;&nbsp; 1090305 |
|  | 4280000 | U.S. Treasury Notes | 4.63% | 02/15/2035 | &nbsp;&nbsp; 4371529 | &nbsp;&nbsp; 4375469 |
|  |  | **Total United States Government and Agency Obligations** | **Total United States Government and Agency Obligations** | **Total United States Government and Agency Obligations** | &nbsp;&nbsp; 7717397 | &nbsp;&nbsp; 7721063 |
|  |  | **Foreign Government Obligations**  | **Foreign Government Obligations**  | **Foreign Government Obligations**  |  |  |
| AUD | 1303000 | Australia Government Bonds | 1.25% | 05/21/2032 | &nbsp;&nbsp; 712549 | &nbsp;&nbsp; 708334 |
|  | 2140000 | Australia Government Bonds | 1.50% | 06/21/2031 | &nbsp;&nbsp; 1225878 | &nbsp;&nbsp; 1217813 |
|  | 710000 | Australia Government Bonds REG S | 2.25% | 05/21/2028 | &nbsp;&nbsp; 447916 | &nbsp;&nbsp; 444001 |
|  | 5696000 | Australia Government Bonds REG S | 2.75% | 11/21/2028 | &nbsp;&nbsp; 3626351 | &nbsp;&nbsp; 3595196 |
|  | 3707000 | Australia Government Bonds REG S | 2.75% | 11/21/2029 | &nbsp;&nbsp; 2334981 | &nbsp;&nbsp; 2316273 |
|  | 1992000 | Australia Government Bonds REG S | 3.75% | 05/21/2034 | &nbsp;&nbsp; 1252151 | &nbsp;&nbsp; 1246249 |
| EUR | 1096780 | Bundesobligation REG S | 2.20% | 04/13/2028 | &nbsp;&nbsp; 1271770 | &nbsp;&nbsp; 1262452 |
|  | 2212610 | Bundesobligation REG S | 2.40% | 04/18/2030 | &nbsp;&nbsp; 2569766 | &nbsp;&nbsp; 2550394 |
|  | 2086000 | Bundesrepublik Deutschland Bundesanleihe REG S | 1.70% | 08/15/2032 | &nbsp;&nbsp; 2306502 | &nbsp;&nbsp; 2276802 |
|  | 417832 | Bundesrepublik Deutschland Bundesanleihe REG S + | 2.20% | 08/15/2030 | &nbsp;&nbsp; 431370 | &nbsp;&nbsp; 428304 |
|  | 3800532 | Bundesrepublik Deutschland Bundesanleihe REG S + | 2.28% | 02/15/2031 | &nbsp;&nbsp; 3892224 | &nbsp;&nbsp; 3844421 |
|  | 3500092 | Bundesrepublik Deutschland Bundesanleihe REG S + | 2.33% | 08/15/2031 | &nbsp;&nbsp; 3534249 | &nbsp;&nbsp; 3488779 |
|  | 1065000 | Bundesrepublik Deutschland Bundesanleihe REG S + | 2.36% | 02/15/2032 | &nbsp;&nbsp; 1053254 | &nbsp;&nbsp; 1045042 |
|  | 2050266 | Bundesrepublik Deutschland Bundesanleihe REG S | 2.50% | 02/15/2035 | &nbsp;&nbsp; 2388768 | &nbsp;&nbsp; 2316213 |
|  | 1432300 | Bundesrepublik Deutschland Bundesanleihe REG S | 2.50% | 08/15/2046 | &nbsp;&nbsp; 1499819 | &nbsp;&nbsp; 1490828 |
|  | 245160 | Bundesrepublik Deutschland Bundesanleihe REG S | 2.50% | 08/15/2054 | &nbsp;&nbsp; 247095 | &nbsp;&nbsp; 246086 |
|  | 210052 | Bundesrepublik Deutschland Bundesanleihe REG S | 4.25% | 07/04/2039 | &nbsp;&nbsp; 278342 | &nbsp;&nbsp; 276724 |
|  | 463000 | European Union REG S | 0.30% | 11/04/2050 | &nbsp;&nbsp; 248723 | &nbsp;&nbsp; 243636 |
|  | 1779400 | European Union REG S | 0.45% | 07/04/2041 | &nbsp;&nbsp; 1298678 | &nbsp;&nbsp; 1283627 |
|  | 1564000 | European Union REG S | 2.50% | 12/04/2031 | &nbsp;&nbsp; 1784297 | &nbsp;&nbsp; 1772032 |
|  | 850000 | European Union REG S | 3.00% | 12/04/2034 | &nbsp;&nbsp; 979322 | &nbsp;&nbsp; 972956 |
|  | 2237781 | European Union REG S | 3.00% | 03/04/2053 | &nbsp;&nbsp; 2210253 | &nbsp;&nbsp; 2200655 |
|  | 1015000 | European Union REG S | 3.25% | 07/04/2034 | &nbsp;&nbsp; 1194881 | &nbsp;&nbsp; 1187259 |
|  | 1040800 | European Union REG S | 3.38% | 11/04/2042 | &nbsp;&nbsp; 1161364 | &nbsp;&nbsp; 1156334 |
|  | 643000 | European Union REG S | 3.38% | 10/05/2054 | &nbsp;&nbsp; 671136 | &nbsp;&nbsp; 672760 |
|  | 719000 | French Republic Government Bonds OAT REG S | 3.00% | 05/25/2054 | &nbsp;&nbsp; 680359 | &nbsp;&nbsp; 670585 |
|  | 2007600 | French Republic Government Bonds OAT REG S | 3.25% | 05/25/2045 | &nbsp;&nbsp; 2111285 | &nbsp;&nbsp; 2098921 |
|  | 1911490 | Italy Buoni Poliennali Del Tesoro REG S | 0.15% | 05/15/2051 | &nbsp;&nbsp; 1345931 | &nbsp;&nbsp; 1342100 |
|  | 427000 | Italy Buoni Poliennali Del Tesoro REG S | 0.95% | 03/01/2037 | &nbsp;&nbsp; 369293 | &nbsp;&nbsp; 366927 |
|  | 1228000 | Italy Buoni Poliennali Del Tesoro REG S | 1.45% | 03/01/2036 | &nbsp;&nbsp; 1159969 | &nbsp;&nbsp; 1151813 |
|  | 3655000 | Italy Buoni Poliennali Del Tesoro REG S | 1.65% | 03/01/2032 | &nbsp;&nbsp; 3888908 | &nbsp;&nbsp; 3861781 |
|  | 3074000 | Italy Buoni Poliennali Del Tesoro REG S | 2.45% | 09/01/2033 | &nbsp;&nbsp; 3364561 | &nbsp;&nbsp; 3340590 |
|  | 6109000 | Italy Buoni Poliennali Del Tesoro REG S | 2.65% | 06/15/2028 | &nbsp;&nbsp; 7072818 | &nbsp;&nbsp; 7057376 |
|  | 1485000 | Italy Buoni Poliennali Del Tesoro REG S | 2.95% | 07/01/2030 | &nbsp;&nbsp; 1728331 | &nbsp;&nbsp; 1718428 |
|  | 1481000 | Italy Buoni Poliennali Del Tesoro REG S | 2.95% | 07/01/2030 | &nbsp;&nbsp; 1716218 | &nbsp;&nbsp; 1713672 |
|  | 1076000 | Italy Buoni Poliennali Del Tesoro REG S | 2.95% | 09/01/2038 | &nbsp;&nbsp; 1142135 | &nbsp;&nbsp; 1134563 |
|  | 2335000 | Italy Buoni Poliennali Del Tesoro REG S | 3.10% | 03/01/2040 | &nbsp;&nbsp; 2471839 | &nbsp;&nbsp; 2456669 |
|  | 2181000 | Italy Buoni Poliennali Del Tesoro REG S | 3.25% | 07/15/2032 | &nbsp;&nbsp; 2525853 | &nbsp;&nbsp; 2524569 |
|  | 1703000 | Italy Buoni Poliennali Del Tesoro REG S | 3.50% | 03/01/2030 | &nbsp;&nbsp; 2043510 | &nbsp;&nbsp; 2028589 |
|  | 2359000 | Italy Buoni Poliennali Del Tesoro REG S | 3.85% | 12/15/2029 | &nbsp;&nbsp; 2860995 | &nbsp;&nbsp; 2840595 |
|  | 212000 | Italy Buoni Poliennali Del Tesoro REG S | 3.85% | 07/01/2034 | &nbsp;&nbsp; 254056 | &nbsp;&nbsp; 252376 |
|  | 1237000 | Italy Buoni Poliennali Del Tesoro REG S | 4.00% | 04/30/2035 | &nbsp;&nbsp; 1505322 | &nbsp;&nbsp; 1493336 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Forward Sale Commitments ‡ (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Face Amount** |  |  |  | **Proceeds** | **Value** |
|  |  | **Foreign Government Obligations (continued)**  | **Foreign Government Obligations (continued)**  | **Foreign Government Obligations (continued)**  |  |  |
| EUR | 2260000 | Italy Buoni Poliennali Del Tesoro REG S | 4.15% | 10/01/2039 | &nbsp;&nbsp; $2746563 | &nbsp;&nbsp; $2677916 |
|  | 5027000 | Italy Buoni Poliennali Del Tesoro REG S | 4.15% | 10/01/2039 | &nbsp;&nbsp; 6041031 | &nbsp;&nbsp; 5957234 |
|  | 1517000 | Italy Buoni Poliennali Del Tesoro REG S | 4.30% | 10/01/2054 | &nbsp;&nbsp; 1745046 | &nbsp;&nbsp; 1726733 |
|  | 950000 | Italy Buoni Poliennali Del Tesoro REG S | 4.45% | 09/01/2043 | &nbsp;&nbsp; 1174170 | &nbsp;&nbsp; 1144480 |
|  | 1082000 | Italy Buoni Poliennali Del Tesoro REG S | 4.50% | 10/01/2053 | &nbsp;&nbsp; 1285480 | &nbsp;&nbsp; 1279331 |
|  | 1482000 | Italy Buoni Poliennali Del Tesoro REG S | 4.75% | 09/01/2044 | &nbsp;&nbsp; 1870737 | &nbsp;&nbsp; 1859545 |
|  | 2322000 | Italy Buoni Poliennali Del Tesoro REG S | 5.00% | 09/01/2040 | &nbsp;&nbsp; 3022412 | &nbsp;&nbsp; 3004877 |
|  | 4440000 | Italy Buoni Poliennali Del Tesoro REG S | 6.00% | 05/01/2031 | &nbsp;&nbsp; 6038433 | &nbsp;&nbsp; 5946220 |
| JPY | 252800000 | Japan Government Five Year Bonds | 1.00% | 03/20/2030 | &nbsp;&nbsp; 1713811 | &nbsp;&nbsp; 1675605 |
|  | 410950000 | Japan Government Ten Year Bonds | 0.10% | 03/20/2029 | &nbsp;&nbsp; 2727675 | &nbsp;&nbsp; 2648732 |
|  | 72100000 | Japan Government Ten Year Bonds | 0.10% | 03/20/2031 | &nbsp;&nbsp; 466630 | &nbsp;&nbsp; 452311 |
|  | 290600000 | Japan Government Ten Year Bonds | 0.50% | 03/20/2033 | &nbsp;&nbsp; 1863894 | &nbsp;&nbsp; 1818455 |
|  | 114500000 | Japan Government Ten Year Bonds | 1.40% | 03/20/2035 | &nbsp;&nbsp; 763963 | &nbsp;&nbsp; 752493 |
| EUR | 1798457 | Netherlands Government Bonds REG S | 2.50% | 07/15/2034 | &nbsp;&nbsp; 2016741 | &nbsp;&nbsp; 2014807 |
|  | 4283000 | Spain Government Bonds REG S | 0.10% | 04/30/2031 | &nbsp;&nbsp; 4276579 | &nbsp;&nbsp; 4240281 |
|  | 649000 | Spain Government Bonds REG S | 0.50% | 10/31/2031 | &nbsp;&nbsp; 653575 | &nbsp;&nbsp; 648388 |
|  | 4380000 | Spain Government Bonds REG S | 1.25% | 10/31/2030 | &nbsp;&nbsp; 4720188 | &nbsp;&nbsp; 4683397 |
|  | 930000 | Spain Government Bonds REG S | 3.90% | 07/30/2039 | &nbsp;&nbsp; 1132516 | &nbsp;&nbsp; 1099933 |
| SEK | 45355000 | Sweden Government Bonds REG S | 0.75% | 05/12/2028 | &nbsp;&nbsp; 4632496 | &nbsp;&nbsp; 4507540 |
|  | 24365000 | Sweden Government Bonds REG S | 2.25% | 05/11/2035 | &nbsp;&nbsp; 2513734 | &nbsp;&nbsp; 2463558 |
| GBP | 927000 | U.K. Gilts REG S | 0.13% | 01/31/2028 | &nbsp;&nbsp; 1131852 | &nbsp;&nbsp; 1126028 |
|  | 1919342 | U.K. Gilts REG S | 0.25% | 07/31/2031 | &nbsp;&nbsp; 2041956 | &nbsp;&nbsp; 2038691 |
|  | 753000 | U.K. Gilts REG S | 0.63% | 10/22/2050 | &nbsp;&nbsp; 354641 | &nbsp;&nbsp; 359456 |
|  | 3798000 | U.K. Gilts REG S | 1.13% | 01/31/2039 | &nbsp;&nbsp; 3173115 | &nbsp;&nbsp; 3187857 |
|  | 1007500 | U.K. Gilts REG S | 3.75% | 07/22/2052 | &nbsp;&nbsp; 1022411 | &nbsp;&nbsp; 1031432 |
|  | 2184337 | U.K. Gilts REG S | 4.00% | 10/22/2031 | &nbsp;&nbsp; 2907217 | &nbsp;&nbsp; 2865894 |
|  | 1874500 | U.K. Gilts REG S | 4.25% | 06/07/2032 | &nbsp;&nbsp; 2498999 | &nbsp;&nbsp; 2495082 |
|  | 2283250 | U.K. Gilts REG S | 4.25% | 03/07/2036 | &nbsp;&nbsp; 2919006 | &nbsp;&nbsp; 2921352 |
|  | 1220000 | U.K. Gilts REG S | 4.25% | 09/07/2039 | &nbsp;&nbsp; 1496876 | &nbsp;&nbsp; 1501106 |
|  | 574000 | U.K. Gilts REG S | 4.25% | 12/07/2040 | &nbsp;&nbsp; 693806 | &nbsp;&nbsp; 696193 |
|  | 2545000 | U.K. Gilts REG S | 4.25% | 12/07/2046 | &nbsp;&nbsp; 2902744 | &nbsp;&nbsp; 2919545 |
|  | 990000 | U.K. Gilts REG S | 4.63% | 01/31/2034 | &nbsp;&nbsp; 1328360 | &nbsp;&nbsp; 1327912 |
|  | 2830000 | U.K. Gilts REG S | 4.75% | 12/07/2030 | &nbsp;&nbsp; 3901409 | &nbsp;&nbsp; 3890552 |
|  | 947750 | U.K. Gilts REG S | 4.75% | 12/07/2038 | &nbsp;&nbsp; 1237710 | &nbsp;&nbsp; 1240810 |
|  | 1191122 | U.K. Inflation-Linked Gilts REG S « | 0.13% | 08/10/2031 | &nbsp;&nbsp; 1517990 | &nbsp;&nbsp; 1513073 |
|  | 367542 | U.K. Inflation-Linked Gilts REG S « | 0.13% | 11/22/2056 | &nbsp;&nbsp; 256655 | &nbsp;&nbsp; 260494 |
|  | 387890 | U.K. Inflation-Linked Gilts REG S « | 0.25% | 03/22/2052 | &nbsp;&nbsp; 303772 | &nbsp;&nbsp; 307704 |
|  | 601128 | U.K. Inflation-Linked Gilts REG S « | 0.63% | 03/22/2045 | &nbsp;&nbsp; 591176 | &nbsp;&nbsp; 594261 |
|  |  | **Total Foreign Government Obligations** | **Total Foreign Government Obligations** | **Total Foreign Government Obligations** | &nbsp;&nbsp; 156548391 | &nbsp;&nbsp; 155175338 |
|  |  | **Total Forward Sale Commitments** | **Total Forward Sale Commitments** | **Total Forward Sale Commitments** | &nbsp;&nbsp; $164265788 | &nbsp;&nbsp; $162896401 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Futures Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Currency** | **Number**<br> **of**<br> **Contracts**<br>| **Aggregate**<br> **Notional**<br> **Value**<br>| **Expiration**<br> **Date**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| 10YR Euro-Bund Bonds | BUY | EUR | &nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2747 | 08/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3148) |
| 10YR Euro-Bund Bonds | BUY | EUR | &nbsp;&nbsp; 46 | &nbsp;&nbsp; 6828614 | 09/2025 | &nbsp;&nbsp; (4452) |
| 10YR Euro-Bund Bonds | SELL | EUR | &nbsp;&nbsp; 48 | &nbsp;&nbsp; 549 | 08/2025 | &nbsp;&nbsp; 973 |
| 10YR Euro-Bund Bonds | SELL | EUR | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 148448 | 09/2025 | &nbsp;&nbsp; 847 |
| 10YR Japanese Government Bonds | SELL | JPY | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 1834347 | 09/2025 | &nbsp;&nbsp; 3880 |
| 10YR U.S. Treasury Notes | BUY | USD | &nbsp;&nbsp; 24 | &nbsp;&nbsp; 2665500 | 09/2025 | &nbsp;&nbsp; 4109 |
| 10YR U.S. Treasury Notes | SELL | USD | 159 | &nbsp;&nbsp; 17658938 | 09/2025 | &nbsp;&nbsp; (39203) |
| 3 Month Euribor | BUY | EUR | &nbsp;&nbsp; 30 | &nbsp;&nbsp; 8419310 | 12/2025 | &nbsp;&nbsp; (4149) |
| 3 Month SOFR | SELL | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 718238 | 12/2025 | &nbsp;&nbsp; 863 |
| 3 Month SONIA | SELL | GBP | &nbsp;&nbsp; 72 | &nbsp;&nbsp; 22890117 | 12/2025 | &nbsp;&nbsp; 1191 |
| 3 Month SONIA | SELL | GBP | 194 | &nbsp;&nbsp; 61926461 | 09/2026 | &nbsp;&nbsp; (107820) |
| 30 Day Federal Funds | SELL | USD | &nbsp;&nbsp; 27 | &nbsp;&nbsp; 10775549 | 10/2025 | &nbsp;&nbsp; 7668 |
| 30YR Euro-Buxl Bonds | BUY | EUR | &nbsp;&nbsp; 17 | &nbsp;&nbsp; 2283904 | 09/2025 | &nbsp;&nbsp; 3869 |
| 3YR Australia Treasury Bonds | BUY | AUD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 207278 | 09/2025 | &nbsp;&nbsp; (74) |
| 5YR Euro-Bobl Notes | BUY | EUR | &nbsp;&nbsp; 13 | &nbsp;&nbsp; 1744878 | 09/2025 | &nbsp;&nbsp; (1545) |
| 5YR Euro-Bobl Notes | SELL | EUR | &nbsp;&nbsp; 52 | &nbsp;&nbsp; 6979512 | 09/2025 | &nbsp;&nbsp; 18748 |
| 5YR U.S. Treasury Notes | BUY | USD | &nbsp;&nbsp; 19 | &nbsp;&nbsp; 2055266 | 09/2025 | &nbsp;&nbsp; (3044) |
| 5YR U.S. Treasury Notes | SELL | USD | &nbsp;&nbsp; 97 | &nbsp;&nbsp; 10492672 | 09/2025 | &nbsp;&nbsp; 5612 |
| Brent Crude Oil | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 71700 | 08/2025 | &nbsp;&nbsp; 2330 |
| Brent Crude Oil | BUY | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 206070 | 03/2026 | &nbsp;&nbsp; 1710 |
| Brent Crude Oil | SELL | USD | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 283200 | 09/2025 | &nbsp;&nbsp; (12840) |
| Canola | BUY | CAD | &nbsp;&nbsp; 10 | &nbsp;&nbsp; 100597 | 11/2025 | &nbsp;&nbsp; (155) |
| Cocoa | BUY | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 255180 | 09/2025 | &nbsp;&nbsp; (223) |
| Coffee | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 103800 | 05/2026 | &nbsp;&nbsp; (2175) |
| Coffee | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 110925 | 09/2025 | &nbsp;&nbsp; 2156 |
| Copper | SELL | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 217725 | 09/2025 | &nbsp;&nbsp; 43272 |
| Corn | BUY | USD | &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 154263 | 05/2026 | &nbsp;&nbsp; (263) |
| Corn | SELL | USD | &nbsp;&nbsp; 12 | &nbsp;&nbsp; 236400 | 09/2025 | &nbsp;&nbsp; 13025 |
| Cotton | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 34870 | 05/2026 | &nbsp;&nbsp; (560) |
| E-Micro Gold | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 66972 | 12/2025 | &nbsp;&nbsp; (2326) |
| E-Mini S&P 500 Index | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 31871 | 09/2025 | &nbsp;&nbsp; 1705 |
| E-Mini S&P 500 Index | SELL | USD | &nbsp;&nbsp; 45 | &nbsp;&nbsp; 1434206 | 09/2025 | &nbsp;&nbsp; (6306) |
| Euro-BTP Italian Government Bonds | SELL | EUR | &nbsp;&nbsp; 23 | &nbsp;&nbsp; 3178965 | 09/2025 | &nbsp;&nbsp; (1167) |
| Euro-Oat | SELL | EUR | &nbsp;&nbsp; 27 | &nbsp;&nbsp; 3810012 | 09/2025 | &nbsp;&nbsp; 21327 |
| Euro-Schatz | BUY | EUR | &nbsp;&nbsp; 72 | &nbsp;&nbsp; 412 | 08/2025 | &nbsp;&nbsp; 0 |
| Euro-Schatz | SELL | EUR | &nbsp;&nbsp; 17 | &nbsp;&nbsp; 2082909 | 09/2025 | &nbsp;&nbsp; 7417 |
| Gas Oil | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 69950 | 09/2025 | &nbsp;&nbsp; 2000 |
| Gas Oil | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 64950 | 05/2026 | &nbsp;&nbsp; 1050 |
| Gasoline RBOB | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 182608 | 08/2025 | &nbsp;&nbsp; 5326 |
| Gasoline RBOB | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 89884 | 04/2026 | &nbsp;&nbsp; 1529 |
| Gold 100 Oz | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 334860 | 12/2025 | &nbsp;&nbsp; 1750 |
| Hang Seng China Enterprises Index | SELL | HKD | &nbsp;&nbsp; 16 | &nbsp;&nbsp; 905478 | 08/2025 | &nbsp;&nbsp; 24293 |
| Lean Hogs | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 69780 | 04/2026 | &nbsp;&nbsp; (2240) |
| Lean Hogs | SELL | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 71660 | 10/2025 | &nbsp;&nbsp; 2660 |
| Live Cattle | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 178520 | 10/2025 | &nbsp;&nbsp; (1300) |
| Live Cattle | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 89590 | 04/2026 | &nbsp;&nbsp; 6510 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Futures Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Currency** | **Number**<br> **of**<br> **Contracts**<br>| **Aggregate**<br> **Notional**<br> **Value**<br>| **Expiration**<br> **Date**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| LME Aluminum | BUY | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$192291 | 08/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3947 |
| LME Aluminum | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 64097 | 09/2025 | &nbsp;&nbsp; (3178) |
| LME Aluminum | SELL | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 192291 | 08/2025 | &nbsp;&nbsp; 2431 |
| LME Aluminum | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 64097 | 09/2025 | &nbsp;&nbsp; 3282 |
| LME Copper | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 239833 | 09/2025 | &nbsp;&nbsp; (6172) |
| LME Copper | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 239833 | 09/2025 | &nbsp;&nbsp; 6617 |
| LME Lead | BUY | USD | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 242382 | 08/2025 | &nbsp;&nbsp; (9494) |
| LME Lead | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 97601 | 09/2025 | &nbsp;&nbsp; (3332) |
| LME Lead | SELL | USD | &nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 242383 | 08/2025 | &nbsp;&nbsp; 8197 |
| LME Lead | SELL | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 97601 | 09/2025 | &nbsp;&nbsp; 2294 |
| LME Nickel | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 88637 | 08/2025 | &nbsp;&nbsp; (1436) |
| LME Nickel | BUY | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 267099 | 09/2025 | &nbsp;&nbsp; (5640) |
| LME Nickel | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 88637 | 08/2025 | &nbsp;&nbsp; 1807 |
| LME Nickel | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 89033 | 09/2025 | &nbsp;&nbsp; 970 |
| LME Tin | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 163445 | 08/2025 | &nbsp;&nbsp; (180) |
| LME Tin | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 327070 | 09/2025 | &nbsp;&nbsp; (9352) |
| LME Tin | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 163445 | 08/2025 | &nbsp;&nbsp; (488) |
| LME Tin | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 163535 | 09/2025 | &nbsp;&nbsp; 5792 |
| LME Zinc | BUY | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 206962 | 08/2025 | &nbsp;&nbsp; 5546 |
| LME Zinc | BUY | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 207152 | 09/2025 | &nbsp;&nbsp; (385) |
| LME Zinc | SELL | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 206962 | 08/2025 | &nbsp;&nbsp; (7859) |
| LME Zinc | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 69051 | 09/2025 | &nbsp;&nbsp; (2047) |
| Micro Copper | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 21773 | 08/2025 | &nbsp;&nbsp; (4771) |
| Micro Euro Stoxx 50 Index | BUY | EUR | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 24448 | 09/2025 | &nbsp;&nbsp; 164 |
| Micro WTI Crude Oil | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 13852 | 08/2025 | &nbsp;&nbsp; 606 |
| Mini Topix Index | BUY | JPY | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 19595 | 09/2025 | &nbsp;&nbsp; 1091 |
| Natural Gas | BUY | EUR | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 29073 | 08/2025 | &nbsp;&nbsp; (571) |
| Natural Gas | BUY | USD | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 143400 | 03/2026 | &nbsp;&nbsp; (12930) |
| Natural Gas | BUY | USD | &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 287840 | 04/2026 | &nbsp;&nbsp; 1240 |
| Natural Gas | SELL | USD | &nbsp;&nbsp; 11 | &nbsp;&nbsp; 341660 | 08/2025 | &nbsp;&nbsp; 51014 |
| Natural Gas | SELL | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 134910 | 12/2025 | &nbsp;&nbsp; 3530 |
| NY Harbor ULSD | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 94756 | 04/2026 | &nbsp;&nbsp; 1541 |
| NY Harbor ULSD | SELL | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 201256 | 08/2025 | &nbsp;&nbsp; (1974) |
| Platinum | BUY | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 64955 | 10/2025 | &nbsp;&nbsp; (9835) |
| Platinum | SELL | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 194865 | 10/2025 | &nbsp;&nbsp; 25105 |
| Rapeseed | BUY | EUR | &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 163957 | 10/2025 | &nbsp;&nbsp; (791) |
| &nbsp;&nbsp;&nbsp; Short-Term Euro-BTP Italian <br> Government Bonds<br>| BUY | EUR | &nbsp;&nbsp; 45 | &nbsp;&nbsp; 5548864 | 09/2025 | &nbsp;&nbsp; (8735) |
| Silver | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 183560 | 09/2025 | &nbsp;&nbsp; 2063 |
| Silver | SELL | USD | &nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 185955 | 12/2025 | &nbsp;&nbsp; 2558 |
| Soybean | BUY | USD | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 116520 | 05/2026 | &nbsp;&nbsp; (860) |
| Soybean | BUY | USD | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 207750 | 05/2026 | &nbsp;&nbsp; (4250) |
| Soybean | SELL | USD | &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 445163 | 11/2025 | &nbsp;&nbsp; 13563 |
| Soybean | SELL | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 82800 | 12/2025 | &nbsp;&nbsp; 9646 |
| Soybean Oil | BUY | USD | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 130368 | 05/2026 | &nbsp;&nbsp; (3054) |
| Soybean Oil | SELL | USD | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 131376 | 12/2025 | &nbsp;&nbsp; (12703) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Futures Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Currency** | **Number**<br> **of**<br> **Contracts**<br>| **Aggregate**<br> **Notional**<br> **Value**<br>| **Expiration**<br> **Date**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| Sugar | BUY | USD | &nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$74682 | 04/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(224) |
| Sugar | SELL | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 46780 | 09/2025 | &nbsp;&nbsp; 710 |
| Sugar | SELL | USD | &nbsp;&nbsp; 13 | &nbsp;&nbsp; 238056 | 09/2025 | &nbsp;&nbsp; 4467 |
| TOPIX Index | SELL | JPY | &nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 1371673 | 09/2025 | &nbsp;&nbsp; (16280) |
| U.S. Treasury Long Bonds | BUY | USD | &nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 913500 | 09/2025 | &nbsp;&nbsp; 12531 |
| Ultra Long U.S. Treasury Bonds | BUY | USD | &nbsp;&nbsp; 21 | &nbsp;&nbsp; 2463562 | 09/2025 | &nbsp;&nbsp; 2837 |
| Ultra Long U.S. Treasury Bonds | SELL | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 351938 | 09/2025 | &nbsp;&nbsp; (8312) |
| Volatility Index | SELL | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 41730 | 10/2025 | &nbsp;&nbsp; 853 |
| Wheat | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 52325 | 09/2025 | &nbsp;&nbsp; (1900) |
| Wheat | BUY | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 57550 | 05/2026 | &nbsp;&nbsp; (538) |
| Wheat | BUY | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 85875 | 05/2026 | &nbsp;&nbsp; (2387) |
| Wheat | SELL | USD | &nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 173325 | 09/2025 | &nbsp;&nbsp; 5472 |
| Wheat | SELL | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 78938 | 09/2025 | &nbsp;&nbsp; 1988 |
| Wheat | SELL | EUR | &nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 104297 | 12/2025 | &nbsp;&nbsp; 4026 |
| WTI Crude Oil | BUY | USD | &nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 195420 | 04/2026 | &nbsp;&nbsp; 3330 |
| WTI Crude Oil | SELL | USD | &nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 138520 | 08/2025 | &nbsp;&nbsp; (9335) |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$33035 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts**

**Bi-Lateral Credit Default Swaps** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Counter-**<br> **party**<br>| **Receive**<br> **(Pay)**<br>| **Reference**<br> **Obligation** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 65000 | 09/30/2027 | BCY | 1.00% | Panama Government International Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2628) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$583 |
|  | 75000 | 09/30/2027 | GST | 1.00% | Panama Government International Bonds | &nbsp;&nbsp; (2709) | &nbsp;&nbsp; 349 |
|  | 75000 | 09/30/2027 | GST | 1.00% | Panama Government International Bonds | &nbsp;&nbsp; (2559) | &nbsp;&nbsp; 199 |
|  | 250000 | 09/30/2027 | GST | 1.00% | Panama Government International Bonds | &nbsp;&nbsp; (8412) | &nbsp;&nbsp; 546 |
|  | 400000 | 09/30/2027 | MSI | 1.00% | Panama Government International Bonds | &nbsp;&nbsp; (12181) | (404) |
|  | 110000 | 06/20/2030 | CBK | 1.00% | Penerbangan Malaysia Bhd. | &nbsp;&nbsp; 2831 | &nbsp;&nbsp; 169 |
|  | 730000 | 06/20/2030 | MSI | 1.00% | Penerbangan Malaysia Bhd. | &nbsp;&nbsp; 18953 | &nbsp;&nbsp; 955 |
|  | 30000 | 01/28/2033 | MSI | 1.00% | Colombia Government International Bonds | &nbsp;&nbsp; (2379) | &nbsp;&nbsp; 1087 |
|  | 125000 | 01/28/2033 | GST | 1.00% | Colombia Government International Bonds | &nbsp;&nbsp; (6899) | &nbsp;&nbsp; 1516 |
|  | 175000 | 01/28/2033 | BCY | 1.00% | Colombia Government International Bonds | &nbsp;&nbsp; (8765) | &nbsp;&nbsp; 1229 |
|  | 200000 | 01/28/2033 | MSI | 1.00% | Colombia Government International Bonds | &nbsp;&nbsp; (14763) | &nbsp;&nbsp; 6150 |
|  | 400000 | 01/28/2033 | JPM | 1.00% | Colombia Government International Bonds | &nbsp;&nbsp; (19112) | &nbsp;&nbsp; 1886 |
|  | 475000 | 01/28/2033 | BCY | 1.00% | Colombia Government International Bonds | &nbsp;&nbsp; (23046) | &nbsp;&nbsp; 2590 |
|  | 475000 | 01/28/2033 | GST | 1.00% | Colombia Government International Bonds | &nbsp;&nbsp; (21030) | &nbsp;&nbsp; 574 |
|  | 10000 | 11/21/2033 | MSI | 1.00% | Peruvian Government International Bonds | &nbsp;&nbsp; 123 | (8) |
|  | 25000 | 11/21/2033 | MSI | 1.00% | Peruvian Government International Bonds | &nbsp;&nbsp; 308 | (20) |
|  | 45000 | 11/21/2033 | JPM | 1.00% | Peruvian Government International Bonds | &nbsp;&nbsp; 523 | (4) |
|  | 45000 | 11/21/2033 | MSI | 1.00% | Peruvian Government International Bonds | &nbsp;&nbsp; 534 | (15) |
|  | 50000 | 11/21/2033 | GST | 1.00% | Peruvian Government International Bonds | &nbsp;&nbsp; 558 | &nbsp;&nbsp; 18 |
|  | 55000 | 11/21/2033 | JPM | 1.00% | Peruvian Government International Bonds | &nbsp;&nbsp; 664 | (30) |
|  | 90000 | 11/21/2033 | CBK | 1.00% | Peruvian Government International Bonds | &nbsp;&nbsp; 1013 | &nbsp;&nbsp; 24 |
|  | 100000 | 11/21/2033 | JPM | 1.00% | Peruvian Government International Bonds | &nbsp;&nbsp; 1094 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135000 | 11/21/2033 | MSI | 1.00% | Peruvian Government International Bonds | &nbsp;&nbsp; 1545 | &nbsp;&nbsp; 11 |
| **Total Bi-Lateral Credit Default Swaps** | **Total Bi-Lateral Credit Default Swaps** | **Total Bi-Lateral Credit Default Swaps** | **Total Bi-Lateral Credit Default Swaps** | **Total Bi-Lateral Credit Default Swaps** | **Total Bi-Lateral Credit Default Swaps** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(96337) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$17464 |

---

**Centrally Cleared Credit Default Swaps** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Receive**<br> **(Pay)** <br>| **Reference**<br> **Obligation** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| EUR | 4465000 | 06/20/2030<br> ICE | 1.00% | iTraxx Europe Series 43 Version 1 Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$52996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$62035 |
|  | 50000 | 06/20/2030<br> ICE | 5.00% | iTraxx Europe Crossover Series 43 Version 1 Index | &nbsp;&nbsp; (5703) | (229) |
| USD | 725000 | 06/20/2030<br> ICE | 5.00% | CDX NA HY Series 44 Version 1 Index | &nbsp;&nbsp; (40334) | (16547) |
| EUR | &nbsp;&nbsp;&nbsp; 5212000 | 06/20/2030<br> ICE | 1.00% | iTraxx Europe Senior Financials Series 43 Version 1 Index | &nbsp;&nbsp; (84544) | (43221) |
| **Total Centrally Cleared Credit Default Swaps** | **Total Centrally Cleared Credit Default Swaps** | **Total Centrally Cleared Credit Default Swaps** | **Total Centrally Cleared Credit Default Swaps** | **Total Centrally Cleared Credit Default Swaps** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(77585) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2038 |

---

**Bi-Lateral Cross Currency Swaps** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Expiration**<br> **Date**<br>| **Counterparty** | **Pay**<br> **Amount** | **Receive**<br> **Amount** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **Received**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| 09/17/2030 | BOA | USD Variable plus 3 Month USD SOFR | SEK 1,958,884 plus 3 Month SEK STIBOR <br> minus 11.05% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3351 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Bi-Lateral Cross Currency Swaps (continued)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Expiration**<br> **Date**<br>| **Counterparty** | **Pay**<br> **Amount** | **Receive**<br> **Amount** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **Received**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| 09/17/2030 | &nbsp;&nbsp; MSI | USD Variable plus 3 Month USD SOFR | CAD 1,957,411 plus 3 Month CAD <br> CORRA minus 0.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2459 |
| 09/17/2030 | BOA | USD Variable plus 3 Month USD SOFR | NOK 1,941,477 plus 3 Month NOK <br> NOBOR minus 18.45% | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2391 |
| 09/17/2030 | &nbsp;&nbsp; MSI | USD Variable plus 3 Month USD SOFR | NZD 1,964,064 plus 3 Month NZD BKBM <br> minus 0.03% | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2121 |
| 09/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BOA | USD Variable plus 3 Month USD SOFR | AUD 1,964,970 plus 3 Month AUD BBSW <br> plus 0.05% | &nbsp;&nbsp; 0 | (159) |
| **Total Bi-Lateral Cross Currency Swaps** | **Total Bi-Lateral Cross Currency Swaps** | **Total Bi-Lateral Cross Currency Swaps** | **Total Bi-Lateral Cross Currency Swaps** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10163 |

---

**Bi-Lateral Interest Rate Swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Counter-**<br> **party**<br>| **Fixed**<br> **Rate**<br>| **Pay/Receive**<br> **Variable Rate**<br>| **Variable**<br> **Rate**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| MYR | 90970 | 09/17/2027 | JPM | 3.23% | Receive | 3 Month MYR KLIBOR <br> BNM<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(364) |
|  | 362401 | 09/17/2027 | JPM | 3.42% | Receive | 3 Month MYR KLIBOR <br> BNM<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2809) |
|  | 47039 | 12/17/2027 | CBK | 3.06% | Receive | 3 Month MYR KLIBOR <br> BNM<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (40) |
|  | 454192 | 03/17/2030 | SCB | 3.60% | Receive | 3 Month MYR KLIBOR <br> BNM<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6204) |
|  | 50833 | 06/16/2030 | GST | 3.70% | Receive | 3 Month MYR KLIBOR <br> BNM<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; (798) |
|  | 255266 | 09/17/2030 | JPM | 3.51% | Receive | 3 Month MYR KLIBOR <br> BNM<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311311 | 12/17/2030 | CBK | 3.21% | Receive | 3 Month MYR KLIBOR <br> BNM<br>| &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1172 |
| **Total Bi-Lateral Interest Rate Swaps** | **Total Bi-Lateral Interest Rate Swaps** | **Total Bi-Lateral Interest Rate Swaps** | **Total Bi-Lateral Interest Rate Swaps** | **Total Bi-Lateral Interest Rate Swaps** | **Total Bi-Lateral Interest Rate Swaps** | **Total Bi-Lateral Interest Rate Swaps** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4308) |

---

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Fixed**<br> **Rate**<br>| **Pay/Receive**<br> **Variable Rate**<br>| **Variable**<br> **Rate**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| EUR | 181451117 | 09/17/2025<br> LCH | 1.88% | Pay | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(981) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(9936) |
| GBP | 138720630 | 09/18/2025<br> LCH | 3.99% | Receive | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (550) |
|  | 489646920 | 09/18/2025<br> LCH | 4.00% | Receive | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2895) |
| JPY | 71084434 | 09/19/2025<br> LCH | 0.47% | Receive | 12 Month JPY TONA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126) |
|  | 114440419 | 10/30/2025<br> LCH | 0.50% | Receive | 12 Month JPY TONA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2190 |
|  | 173005148 | 12/19/2025<br> LCH | 0.63% | Receive | 12 Month JPY TONA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3182) |
| MXN | 2953981 | 09/16/2026<br> CME | 7.41% | Receive | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11198 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Fixed**<br> **Rate**<br>| **Pay/Receive**<br> **Variable Rate**<br>| **Variable**<br> **Rate**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| ZAR | 1004454 | 09/17/2026<br> LCH | 7.33% | Pay | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3804 |
| USD | 403047 | 09/17/2026<br> LCH | 3.59% | Pay | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1414) |
| NZD | 342757 | 09/17/2026<br> LCH | 3.31% | Receive | 6 Month NZD BBR FRA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (818) |
| SGD | 462435 | 09/17/2026<br> LCH | 2.20% | Receive | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3388) |
| CLP | 713630 | 09/17/2026<br> CME | 4.39% | Receive | 6 Month CLP TNA ABIF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 774 |
| CAD | 956327 | 09/17/2026<br> LCH | 2.34% | Receive | CAD CORRA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2945 |
| ILS | 2418572 | 09/17/2026<br> LCH | 4.06% | Receive | 1 Day ILS SHIR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2738 |
| AUD | 1129106 | 12/17/2026<br> LCH | 3.03% | Pay | 3 Month AUD BBR BBSW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1946) |
| PLN | 418614 | 12/17/2026<br> LCH | 3.83% | Pay | 12 Month PLN WIBOR WIBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (659) |
| GBP | 520536 | 12/17/2026<br> LCH | 3.72% | Receive | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (776) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313 |
| EUR | 596141 | 12/17/2026<br> LCH | 1.88% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 761 |
| NOK | 971693 | 12/17/2026<br> LCH | 4.00% | Receive | 12 Month NOK NIBOR NIBR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1361) |
| SEK | 1178232 | 12/17/2026<br> LCH | 1.91% | Receive | 12 Month SEK STIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 757 |
| BRL | 130104 | 01/04/2027<br> CME | 14.21% | Receive | BRL CDI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277 |
|  | 287581 | 01/04/2027<br> CME | 15.23% | Receive | BRL CDI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5754) |
|  | 320134 | 01/04/2027<br> CME | 14.87% | Receive | BRL CDI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3346) |
| MXN | 689462 | 03/17/2027<br> CME | 8.89% | Receive | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7888) |
| HUF | 1362766 | 03/18/2027<br> LCH | 6.49% | Pay | 12 Month HUF BUBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3802 |
| ZAR | 1101737 | 03/18/2027<br> LCH | 7.41% | Pay | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6104 |
| PLN | 960640 | 03/18/2027<br> LCH | 4.67% | Pay | 12 Month PLN WIBOR WIBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8458 |
| KRW | 476600 | 03/18/2027<br> LCH | 2.57% | Pay | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1027 |
| ILS | 2566848 | 03/18/2027<br> LCH | 3.86% | Receive | 1 Day ILS SHIR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1036 |
| GBP | 3851205 | 04/28/2027<br> LCH | 3.66% | Pay | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3397 |
| USD | 6792264 | 05/22/2027<br> LCH | 4.62% | Pay | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11154) |
| NZD | 120305 | 06/17/2027<br> LCH | 3.44% | Receive | 6 Month NZD BBR FRA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (233) |
| EUR | 667095 | 06/17/2027<br> LCH | 1.91% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (799) |
| SEK | 1801663 | 06/17/2027<br> LCH | 1.97% | Receive | 12 Month SEK STIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2405) |
| USD | 4195000 | 07/21/2027<br> LCH | 3.31% | Receive | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1900 |
| CLP | 579271 | 09/16/2027<br> CME | 4.45% | Pay | 6 Month CLP TNA ABIF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (338) |
| HUF | 63863 | 09/16/2027<br> LCH | 5.65% | Receive | 12 Month HUF BUBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279 |
|  | 496251 | 09/16/2027<br> LCH | 5.70% | Receive | 12 Month HUF BUBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1972 |
| ZAR | 516158 | 09/16/2027<br> LCH | 6.96% | Receive | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (735) |
| USD | 810072 | 09/16/2027<br> LCH | 3.19% | Receive | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 884 |
| NZD | 842752 | 09/16/2027<br> LCH | 3.22% | Receive | 6 Month NZD BBR FRA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349 |
| EUR | 34582049 | 09/17/2027<br> LCH | 1.78% | Pay | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62550) |
|  | 16642399 | 09/17/2027<br> LCH | 2.00% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35747) |
|  | 4140157 | 09/17/2027<br> LCH | 2.34% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15517 |
| SEK | 3366924 | 09/17/2027<br> LCH | 2.50% | Pay | 12 Month SEK STIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26334 |
| ILS | 2900931 | 09/17/2027<br> LCH | 3.93% | Pay | 1 Day ILS SHIR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3403) |
| CAD | 2824104 | 09/17/2027<br> LCH | 2.38% | Pay | CAD CORRA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24548) |
| KRW | 1140889 | 09/17/2027<br> LCH | 2.52% | Pay | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3209 |
|  | 899973 | 09/17/2027<br> LCH | 2.26% | Pay | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2300) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Fixed**<br> **Rate**<br>| **Pay/Receive**<br> **Variable Rate**<br>| **Variable**<br> **Rate**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| SGD | 842144 | 09/17/2027<br> LCH | 2.18% | Pay | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11707 |
| PLN | 555713 | 09/17/2027<br> LCH | 3.70% | Pay | 12 Month PLN WIBOR WIBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4570) |
| SGD | 485444 | 09/17/2027<br> LCH | 1.80% | Pay | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2969 |
|  | 415175 | 09/17/2027<br> LCH | 1.78% | Pay | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2416 |
|  | 351995 | 09/17/2027<br> LCH | 1.82% | Pay | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2361 |
| KRW | 308023 | 09/17/2027<br> LCH | 2.40% | Pay | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
|  | 279466 | 09/17/2027<br> LCH | 2.26% | Pay | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (692) |
| COP | 245045 | 09/17/2027<br> CME | 8.00% | Pay | 3 Month COP IBR OIS Compound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (944) |
| PLN | 197826 | 09/17/2027<br> LCH | 3.83% | Pay | 12 Month PLN WIBOR WIBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1108) |
| SGD | 167593 | 09/17/2027<br> LCH | 1.78% | Pay | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 975 |
|  | 141693 | 09/17/2027<br> LCH | 1.80% | Pay | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 876 |
|  | 108720 | 09/17/2027<br> LCH | 2.04% | Pay | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1221 |
| COP | 70218 | 09/17/2027<br> CME | 7.83% | Pay | 3 Month COP IBR OIS Compound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (498) |
| CNY | 30371 | 09/17/2027<br> LCH | 1.46% | Receive | 3 Month CNY CNREPOFIX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26 |
| HUF | 124575 | 09/17/2027<br> LCH | 6.03% | Receive | 12 Month HUF BUBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560 |
|  | 152078 | 09/17/2027<br> LCH | 6.18% | Receive | 12 Month HUF BUBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278 |
| COP | 202252 | 09/17/2027<br> CME | 8.14% | Receive | 3 Month COP IBR OIS Compound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249 |
| ZAR | 282479 | 09/17/2027<br> LCH | 7.50% | Receive | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3408) |
| COP | 449469 | 09/17/2027<br> CME | 8.19% | Receive | 3 Month COP IBR OIS Compound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
| ZAR | 830538 | 09/17/2027<br> LCH | 7.08% | Receive | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3228) |
| AUD | 1498934 | 09/17/2027<br> LCH | 3.66% | Receive | 3 Month AUD BBR BBSW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5660) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5469) |
| USD | 2298731 | 09/17/2027<br> LCH | 3.66% | Receive | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (269) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (187) |
| JPY | 8105814 | 09/17/2027<br> LCH | 0.81% | Receive | 12 Month JPY TONA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4468) |
| EUR | 3967823 | 10/15/2027<br> LCH | 1.69% | Pay | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6921) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8328) |
| MXN | 3938702 | 12/15/2027<br> CME | 7.36% | Pay | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31082) |
|  | 496563 | 12/15/2027<br> CME | 7.53% | Pay | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2195) |
|  | 496563 | 12/15/2027<br> CME | 7.54% | Pay | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2133) |
| AUD | 614948 | 12/16/2027<br> LCH | 3.22% | Pay | 3 Month AUD BBR BBSW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (740) |
| CAD | 601249 | 12/16/2027<br> LCH | 2.56% | Receive | CAD CORRA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1157 |
| NOK | 2488331 | 12/16/2027<br> LCH | 3.78% | Receive | 12 Month NOK NIBOR NIBR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (312) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2444) |
| NZD | 3671663 | 12/17/2027<br> LCH | 3.38% | Pay | 6 Month NZD BBR FRA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7723 |
| NOK | 1127778 | 12/17/2027<br> LCH | 4.00% | Pay | 12 Month NOK NIBOR NIBR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511 |
| CZK | 886500 | 12/17/2027<br> LCH | 3.16% | Pay | 12 Month CZK PRIBOR PRBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9903) |
| CLP | 834465 | 12/17/2027<br> CME | 4.35% | Pay | 6 Month CLP TNA ABIF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1618) |
| SGD | 682702 | 12/17/2027<br> LCH | 1.62% | Pay | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1518 |
| KRW | 248979 | 12/17/2027<br> LCH | 2.25% | Pay | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (625) |
| CNY | 163287 | 12/17/2027<br> LCH | 1.48% | Receive | 3 Month CNY CNREPOFIX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67 |
|  | 324549 | 12/17/2027<br> LCH | 1.56% | Receive | 3 Month CNY CNREPOFIX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (371) |
| HUF | 348698 | 12/17/2027<br> LCH | 6.06% | Receive | 12 Month HUF BUBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 932 |
| GBP | 438946 | 12/17/2027<br> LCH | 3.69% | Receive | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (624) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (150) |
| USD | 4352338 | 01/27/2028<br> LCH | 3.23% | Receive | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (356) |
|  | 8649000 | 07/21/2028<br> LCH | 3.39% | Pay | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5487 |
| BRL | 45243 | 01/02/2029<br> CME | 13.29% | Receive | BRL CDI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Fixed**<br> **Rate**<br>| **Pay/Receive**<br> **Variable Rate**<br>| **Variable**<br> **Rate**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| BRL | 102064 | 01/02/2029<br> CME | 13.35% | Receive | BRL CDI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$529 |
|  | 102382 | 01/02/2029<br> CME | 13.35% | Receive | BRL CDI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523 |
|  | 137913 | 01/02/2029<br> CME | 13.56% | Receive | BRL CDI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (136) |
|  | 142564 | 01/02/2029<br> CME | 13.27% | Receive | BRL CDI | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1304 |
| JPY | 1201912 | 04/15/2029<br> LCH | 0.75% | Receive | 12 Month JPY TONA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (519) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8029 |
| USD | 4457000 | 07/21/2029<br> LCH | 3.58% | Receive | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2799) |
| AUD | 397632 | 09/16/2029<br> LCH | 3.84% | Pay | 3 Month AUD BBR BBSW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1572) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5570 |
| EUR | 383291 | 10/15/2029<br> LCH | 2.19% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (67) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1603 |
| SEK | 673120 | 12/16/2029<br> LCH | 2.56% | Pay | 12 Month SEK STIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (292) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1801 |
| USD | 5440728 | 01/15/2030<br> LCH | 2.52% | Pay | U.S. CPI Urban Consumers NSA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41800) |
| EUR | 1756513 | 01/15/2030<br> LCH | 2.06% | Receive | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (816) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4080 |
| USD | 4887718 | 03/03/2030<br> LCH | 2.52% | Pay | U.S. CPI Urban Consumers NSA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1718) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29078) |
| INR | 85353 | 03/17/2030<br> LCH | 6.18% | Receive | 6 Month INR FBIL MIBOR OIS <br> Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (708) |
| ZAR | 290769 | 03/17/2030<br> LCH | 8.23% | Receive | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6580) |
| COP | 337890 | 03/17/2030<br> CME | 9.03% | Receive | 3 Month COP IBR OIS Compound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (388) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1706) |
| GBP | 2551435 | 04/15/2030<br> LCH | 3.48% | Pay | U.K. Retail Price Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25001) |
| EUR | 7065921 | 04/18/2030<br> LCH | 1.97% | Pay | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27613) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19604) |
| GBP | 2457843 | 06/15/2030<br> LCH | 3.30% | Pay | U.K. Retail Price Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4488) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10198) |
| EUR | 2258698 | 06/15/2030<br> LCH | 1.76% | Receive | Eurostat Eurozone HICP ex-Tobacco <br> NSA<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7979 |
| NZD | 366664 | 06/16/2030<br> LCH | 3.78% | Pay | 6 Month NZD BBR FRA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (739) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 716 |
| CNY | 212387 | 06/16/2030<br> LCH | 1.60% | Receive | 3 Month CNY CNREPOFIX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
| EUR | 877989 | 06/16/2030<br> LCH | 2.03% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3651 |
| GBP | 1061125 | 06/16/2030<br> LCH | 3.66% | Receive | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4061) |
| USD | 1528425 | 06/16/2030<br> LCH | 3.59% | Receive | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25155) |
| MXN | 197821 | 09/11/2030<br> CME | 7.78% | Pay | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2437) |
|  | 139096 | 09/11/2030<br> CME | 7.94% | Pay | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1233) |
|  | 135520 | 09/11/2030<br> CME | 7.81% | Pay | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1542) |
|  | 13372 | 09/11/2030<br> CME | 7.78% | Pay | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (170) |
| CLP | 276810 | 09/15/2030<br> CME | 5.03% | Pay | 6 Month CLP TNA ABIF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212 |
| PLN | 120332 | 09/15/2030<br> LCH | 4.13% | Pay | 12 Month PLN WIBOR WIBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (321) |
| CZK | 115948 | 09/15/2030<br> LCH | 3.48% | Pay | 12 Month CZK PRIBOR PRBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1757) |
| KRW | 621758 | 09/17/2030<br> LCH | 2.56% | Pay | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (122) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1819 |
| CLP | 576813 | 09/17/2030<br> CME | 5.17% | Pay | 6 Month CLP TNA ABIF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11290 |
| AUD | 455834 | 09/17/2030<br> LCH | 4.06% | Pay | 3 Month AUD BBR BBSW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2741 |
| USD | 340954 | 09/17/2030<br> LCH | 3.75% | Pay | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1731 |
| NOK | 307324 | 09/17/2030<br> LCH | 3.97% | Pay | 12 Month NOK NIBOR NIBR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1828) |
| PLN | 100124 | 09/17/2030<br> LCH | 4.19% | Pay | 12 Month PLN WIBOR WIBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) |
|  | 96477 | 09/17/2030<br> LCH | 4.15% | Pay | 12 Month PLN WIBOR WIBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173) |
| KRW | 89316 | 09/17/2030<br> LCH | 2.38% | Pay | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (530) |
| SGD | 87950 | 09/17/2030<br> LCH | 2.11% | Pay | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1765 |
|  | 73678 | 09/17/2030<br> LCH | 1.88% | Pay | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 646 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Fixed**<br> **Rate**<br>| **Pay/Receive**<br> **Variable Rate**<br>| **Variable**<br> **Rate**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| SGD | 60836 | 09/17/2030<br> LCH | 1.89% | Pay | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$556 |
| CNY | 66357 | 09/17/2030<br> LCH | 1.48% | Receive | 3 Month CNY CNREPOFIX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
| CZK | 77409 | 09/17/2030<br> LCH | 3.60% | Receive | 12 Month CZK PRIBOR PRBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1003 |
| JPY | 95471 | 09/17/2030<br> LCH | 0.84% | Receive | 12 Month JPY TONA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 760 |
| ZAR | 140536 | 09/17/2030<br> LCH | 7.87% | Receive | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3698) |
| ILS | 164082 | 09/17/2030<br> LCH | 4.17% | Receive | 1 Day ILS SHIR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1223) |
| ZAR | 172582 | 09/17/2030<br> LCH | 7.37% | Receive | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (821) |
|  | 207072 | 09/17/2030<br> LCH | 7.42% | Receive | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1380) |
| HUF | 312596 | 09/17/2030<br> LCH | 6.26% | Receive | 12 Month HUF BUBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2014 |
| CAD | 1296453 | 09/17/2030<br> LCH | 2.50% | Receive | CAD CORRA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17636 |
| GBP | 6957202 | 09/17/2030<br> LCH | 3.78% | Receive | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (671) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14992) |
| EUR | 13674663 | 09/17/2030<br> LCH | 2.28% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58197 |
| GBP | 17637746 | 09/17/2030<br> LCH | 3.66% | Receive | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9509) |
| EUR | 18347964 | 09/17/2030<br> LCH | 2.03% | Receive | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66451 |
| CAD | 200776 | 12/15/2030<br> LCH | 2.81% | Receive | CAD CORRA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 872 |
| EUR | 3812306 | 12/17/2030<br> LCH | 2.28% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25234) |
| SEK | 1586984 | 12/17/2030<br> LCH | 2.28% | Pay | 12 Month SEK STIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5601) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7199) |
| PLN | 266957 | 12/17/2030<br> LCH | 4.02% | Pay | 12 Month PLN WIBOR WIBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1641) |
| INR | 185560 | 12/17/2030<br> LCH | 5.64% | Pay | 6 Month INR FBIL MIBOR OIS <br> Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (850) |
| CLP | 180816 | 12/17/2030<br> CME | 4.70% | Pay | 6 Month CLP TNA ABIF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (753) |
| SGD | 179710 | 12/17/2030<br> LCH | 1.97% | Pay | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2006 |
| PLN | 165070 | 12/17/2030<br> LCH | 4.07% | Pay | 12 Month PLN WIBOR WIBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (651) |
| KRW | 103743 | 12/17/2030<br> LCH | 2.39% | Pay | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (623) |
| HUF | 64187 | 12/17/2030<br> LCH | 6.30% | Receive | 12 Month HUF BUBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
|  | 70933 | 12/17/2030<br> LCH | 6.25% | Receive | 12 Month HUF BUBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 432 |
| CNY | 103102 | 12/17/2030<br> LCH | 1.61% | Receive | 3 Month CNY CNREPOFIX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (175) |
|  | 114612 | 12/17/2030<br> LCH | 1.63% | Receive | 3 Month CNY CNREPOFIX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (278) |
|  | 140319 | 12/17/2030<br> LCH | 1.55% | Receive | 3 Month CNY CNREPOFIX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
| HUF | 255300 | 12/17/2030<br> LCH | 6.20% | Receive | 12 Month HUF BUBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2129 |
| GBP | 681508 | 12/17/2030<br> LCH | 3.81% | Receive | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (488) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1890) |
| EUR | 348438 | 12/04/2031<br> LCH | 2.47% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (360) |
|  | 649413 | 12/04/2031<br> LCH | 2.41% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (639) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1273 |
|  | 1079426 | 12/04/2031<br> LCH | 2.31% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8997 |
|  | 2022053 | 02/13/2032<br> LCH | 2.25% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33258 |
| USD | 2614508 | 05/31/2032<br> LCH | 3.69% | Pay | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9604 |
|  | 1293396 | 05/31/2032<br> LCH | 3.72% | Pay | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3230 |
| EUR | 1870411 | 07/04/2034<br> LCH | 3.25% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (161878) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45194 |
| AUD | 1629099 | 09/19/2034<br> LCH | 4.59% | Pay | 3 Month AUD BBR BBSW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9013) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10855 |
| GBP | 999733 | 09/19/2034<br> LCH | 3.50% | Pay | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24216) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7668) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Fixed**<br> **Rate**<br>| **Pay/Receive**<br> **Variable Rate**<br>| **Variable**<br> **Rate**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| SEK | 204403 | 09/19/2034<br> LCH | 2.63% | Pay | 12 Month SEK STIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1868) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1834) |
| NOK | 738828 | 09/19/2034<br> LCH | 3.38% | Receive | 12 Month NOK NIBOR NIBR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
| EUR | 705282 | 11/25/2034<br> LCH | 2.47% | Pay | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3) |
|  | 934202 | 12/04/2034<br> LCH | 2.56% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2133) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2049) |
|  | 2324811 | 01/10/2035<br> LCH | 2.66% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32027) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2695 |
| USD | 5434032 | 01/15/2035<br> LCH | 2.55% | Receive | U.S. CPI Urban Consumers NSA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8968) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15515 |
|  | 4882432 | 03/03/2035<br> LCH | 2.49% | Receive | U.S. CPI Urban Consumers NSA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3568) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31820 |
| CLP | 787335 | 03/20/2035<br> CME | 6.02% | Pay | 6 Month CLP TNA ABIF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9857 |
| EUR | 642795 | 03/20/2035<br> LCH | 2.22% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9546) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12852) |
| COP | 455814 | 03/20/2035<br> CME | 9.83% | Pay | 3 Month COP IBR OIS Compound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (742) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3360) |
| KRW | 92769 | 03/20/2035<br> LCH | 2.81% | Receive | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111) |
| GBP | 2553518 | 04/15/2035<br> LCH | 3.22% | Receive | U.K. Retail Price Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35028 |
| SEK | 2493932 | 05/11/2035<br> LCH | 2.84% | Pay | 12 Month SEK STIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8828) |
| USD | 1468366 | 06/04/2035<br> LCH | 3.90% | Receive | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10734) |
| MXN | 117451 | 06/13/2035<br> CME | 9.17% | Receive | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (206) |
|  | 136512 | 06/13/2035<br> CME | 9.39% | Receive | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1134) |
|  | 156002 | 06/13/2035<br> CME | 9.16% | Receive | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (251) |
|  | 163734 | 06/13/2035<br> CME | 9.19% | Receive | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (410) |
| EUR | 2261721 | 06/15/2035<br> LCH | 1.92% | Pay | Eurostat Eurozone HICP ex-Tobacco <br> NSA<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7519) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9249) |
| GBP | 2461012 | 06/15/2035<br> LCH | 3.14% | Receive | U.K. Retail Price Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17602 |
| ZAR | 263450 | 06/19/2035<br> LCH | 10.51% | Receive | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5431) |
| NZD | 766461 | 06/19/2035<br> LCH | 4.34% | Receive | 6 Month NZD BBR FRA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2894) |
| MXN | 53539 | 09/05/2035<br> CME | 8.47% | Receive | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | 70211 | 09/05/2035<br> CME | 8.39% | Receive | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 570 |
|  | 100654 | 09/12/2035<br> CME | 9.12% | Receive | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
|  | 141739 | 09/12/2035<br> CME | 9.01% | Receive | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 547 |
|  | 235076 | 09/12/2035<br> CME | 9.12% | Receive | 28 Day MXN TIIE Banxico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 |
| EUR | 2189305 | 09/17/2035<br> LCH | 2.44% | Pay | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4316) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8214) |
| ZAR | 445316 | 09/17/2035<br> LCH | 8.93% | Pay | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19371 |
| GBP | 410503 | 09/17/2035<br> LCH | 4.13% | Pay | 12 Month GBP WMBA SONIA <br> Compound<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (785) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2500 |
| CAD | 308526 | 09/17/2035<br> LCH | 2.84% | Pay | CAD CORRA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (193) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8718) |
| NOK | 260234 | 09/17/2035<br> LCH | 3.97% | Pay | 12 Month NOK NIBOR NIBR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (405) |
| ZAR | 157837 | 09/17/2035<br> LCH | 8.95% | Pay | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7003 |
| USD | 126706 | 09/17/2035<br> LCH | 3.84% | Pay | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (706) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 904 |
| SGD | 92584 | 09/17/2035<br> LCH | 1.98% | Pay | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (292) |
|  | 38089 | 09/17/2035<br> LCH | 2.31% | Receive | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1040) |
|  | 59398 | 09/17/2035<br> LCH | 2.38% | Receive | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2030) |
| PLN | 67160 | 09/17/2035<br> LCH | 4.32% | Receive | 12 Month PLN WIBOR WIBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1349 |
|  | 77287 | 09/17/2035<br> LCH | 4.37% | Receive | 12 Month PLN WIBOR WIBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1217 |
|  | 88833 | 09/17/2035<br> LCH | 4.33% | Receive | 12 Month PLN WIBOR WIBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1704 |
|  | 92085 | 09/17/2035<br> LCH | 4.34% | Receive | 12 Month PLN WIBOR WIBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1675 |
| SGD | 95224 | 09/17/2035<br> LCH | 2.31% | Receive | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2564) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Fixed**<br> **Rate**<br>| **Pay/Receive**<br> **Variable Rate**<br>| **Variable**<br> **Rate**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| SGD | 109739 | 09/17/2035<br> LCH | 2.29% | Receive | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2752) |
| PLN | 119210 | 09/17/2035<br> LCH | 4.39% | Receive | 12 Month PLN WIBOR WIBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1757 |
| ILS | 119619 | 09/17/2035<br> LCH | 4.22% | Receive | 1 Day ILS SHIR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57) |
| SGD | 129504 | 09/17/2035<br> LCH | 2.30% | Receive | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3406) |
| KRW | 187477 | 09/17/2035<br> LCH | 2.50% | Receive | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2525 |
| SGD | 280403 | 09/17/2035<br> LCH | 2.46% | Receive | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11682) |
| CLP | 315189 | 09/17/2035<br> CME | 5.40% | Receive | 6 Month CLP TNA ABIF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4650) |
|  | 504368 | 09/17/2035<br> CME | 5.38% | Receive | 6 Month CLP TNA ABIF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6897) |
| KRW | 896169 | 09/17/2035<br> LCH | 2.63% | Receive | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
| EUR | 1597063 | 09/17/2035<br> LCH | 2.59% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1356 |
|  | 1637327 | 09/17/2035<br> LCH | 2.72% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5185) |
| SEK | 1647727 | 09/17/2035<br> LCH | 2.91% | Receive | 12 Month SEK STIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (150) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22581) |
| EUR | 3604905 | 09/17/2035<br> LCH | 2.41% | Receive | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1215) |
| USD | 1046484 | 09/18/2035<br> LCH | 4.06% | Pay | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6484) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3759 |
| NZD | 208154 | 09/18/2035<br> LCH | 4.75% | Pay | 6 Month NZD BBR FRA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
| HUF | 100578 | 09/18/2035<br> LCH | 7.30% | Pay | 12 Month HUF BUBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (52) |
| CZK | 81937 | 09/18/2035<br> LCH | 4.19% | Receive | 12 Month CZK PRIBOR PRBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 547 |
| ZAR | 108935 | 09/18/2035<br> LCH | 10.73% | Receive | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2469) |
| KRW | 129296 | 09/18/2035<br> LCH | 2.83% | Receive | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (163) |
| ZAR | 155968 | 09/18/2035<br> LCH | 10.80% | Receive | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3820) |
|  | 164460 | 09/18/2035<br> LCH | 10.68% | Receive | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3434) |
| KRW | 167905 | 09/18/2035<br> LCH | 2.73% | Receive | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550 |
| ZAR | 174133 | 09/18/2035<br> LCH | 10.35% | Receive | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2048) |
| KRW | 278252 | 09/18/2035<br> LCH | 2.86% | Receive | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (674) |
| ILS | 281825 | 09/18/2035<br> LCH | 4.58% | Receive | 1 Day ILS SHIR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1135) |
| ZAR | 294951 | 09/18/2035<br> LCH | 10.43% | Receive | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4066) |
|  | 295176 | 09/18/2035<br> LCH | 10.44% | Receive | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4189) |
| HUF | 185416 | 12/17/2035<br> LCH | 6.60% | Pay | 12 Month HUF BUBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (132) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2640) |
| ZAR | 55458 | 12/17/2035<br> LCH | 8.75% | Pay | 3 Month ZAR JIBAR SAFEX | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1287 |
| AUD | 34686 | 12/17/2035<br> LCH | 4.19% | Receive | 3 Month AUD BBR BBSW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (251) |
| CLP | 41347 | 12/17/2035<br> CME | 5.26% | Receive | 6 Month CLP TNA ABIF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58) |
|  | 48367 | 12/17/2035<br> CME | 5.20% | Receive | 6 Month CLP TNA ABIF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
| COP | 55281 | 12/17/2035<br> CME | 9.28% | Receive | 3 Month COP IBR OIS Compound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
| KRW | 89611 | 12/17/2035<br> LCH | 2.55% | Receive | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 839 |
| ILS | 117595 | 12/17/2035<br> LCH | 4.13% | Receive | 1 Day ILS SHIR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 858 |
| CZK | 161170 | 12/17/2035<br> LCH | 3.72% | Receive | 12 Month CZK PRIBOR PRBO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5584 |
| SGD | 292558 | 12/17/2035<br> LCH | 2.29% | Receive | 6 Month SGD SOR Telerate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6622) |
| KRW | 341232 | 12/18/2035<br> LCH | 2.90% | Receive | 3 Month KRW CD KSDA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1324) |
| CAD | 726791 | 12/18/2035<br> LCH | 3.47% | Receive | CAD CORRA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1797 |
| EUR | 949694 | 05/07/2038<br> LCH | 2.59% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6139 |
|  | 357033 | 10/04/2038<br> LCH | 2.66% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4945 |
|  | 576274 | 02/15/2039<br> LCH | 2.69% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16235) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24737 |
|  | 442648 | 02/04/2043<br> LCH | 1.25% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24457 |
|  | 336625 | 06/15/2054<br> LCH | 2.56% | Receive | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10504 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Expiration**<br> **Date**<br>| **Fixed**<br> **Rate**<br>| **Pay/Receive**<br> **Variable Rate**<br>| **Variable**<br> **Rate**<br>| **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 360000 | 08/01/2055<br> LCH | 4.06% | Pay | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1057 |
|  | 265000 | 08/01/2055<br> LCH | 4.05% | Pay | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 705 |
|  | 265000 | 08/01/2055<br> LCH | 4.07% | Pay | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1373 |
| EUR | 2345954 | 09/17/2055<br> LCH | 2.75% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32083) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11310) |
|  | 1652198 | 09/17/2055<br> LCH | 2.53% | Pay | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58161) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4874) |
|  | 3751617 | 09/20/2055<br> LCH | 2.72% | Pay | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10383 |
|  | 3816473 | 09/20/2055<br> LCH | 2.75% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9993) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7243) |
|  | 253060 | 10/02/2055<br> LCH | 2.75% | Pay | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6538) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1870 |
|  | 2686064 | 08/15/2056<br> LCH | 2.53% | Receive | 12 Month EUR STR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4658 |
| USD | 539278 | 01/27/2057<br> LCH | 4.13% | Receive | 12 Month USD SOFR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5722) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2949) |
| EUR | 372878 | 10/26/2057<br> LCH | 2.28% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45605 |
|  | 328219 | 03/07/2073<br> LCH | 2.72% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2286 |
|  | &nbsp;&nbsp;&nbsp; 1120927 | 03/19/2075<br> LCH | 2.00% | Receive | 12 Month EUR EURIBOR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250284 |
| **Total Centrally Cleared Interest Rate Swaps** | **Total Centrally Cleared Interest Rate Swaps** | **Total Centrally Cleared Interest Rate Swaps** | **Total Centrally Cleared Interest Rate Swaps** | **Total Centrally Cleared Interest Rate Swaps** | **Total Centrally Cleared Interest Rate Swaps** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$165624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$295428 |

---

**Total Return Swaps** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| GBP | 22182 | 08/21/2025 | MSI | 3i Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$55 |
|  | 5992 | 08/21/2025 | GST | 3i Group PLC | &nbsp;&nbsp; 0 | (60) |
| CHF | 863761 | 08/21/2025 | GST | ABB Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8828 |
|  | 768 | 08/21/2025 | JPM | ABB Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 96 |
| USD | 2737 | 08/21/2025 | GST | Abbott Laboratories | &nbsp;&nbsp; 0 | (39) |
| EUR | 141005 | 08/21/2025 | MSI | ABN AMRO Bank NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6851 |
|  | 79753 | 08/21/2025 | GST | ABN AMRO Bank NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3646 |
| USD | 325332 | 08/21/2025 | GST | Accenture PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 17366 |
|  | 70122 | 08/21/2025 | MSI | Accenture PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2278 |
|  | 11430 | 08/21/2025 | MSI | ACM Research, Inc. | &nbsp;&nbsp; 0 | (349) |
| EUR | 62421 | 08/21/2025 | GST | Addiko Bank AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 745 |
|  | 13659 | 08/21/2025 | MSI | Addiko Bank AG | &nbsp;&nbsp; 0 | (210) |
| SEK | 61576 | 08/21/2025 | GST | AddTech AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1325 |
|  | 21078 | 08/21/2025 | MSI | AddTech AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 864 |
|  | 13141 | 08/21/2025 | JPM | AddTech AB | &nbsp;&nbsp; 0 | (213) |
| USD | 145234 | 08/21/2025 | GST | Adobe, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3946 |
|  | 39696 | 08/21/2025 | MSI | Adobe, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 707 |
|  | 2853 | 08/21/2025 | GST | Advanced Energy Industries, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 75 |
|  | 28849 | 08/21/2025 | GST | Advanced Micro Devices, Inc. | &nbsp;&nbsp; 0 | (463) |
|  | 12246 | 08/21/2025 | GST | Advanced Micro Devices, Inc. | &nbsp;&nbsp; 0 | (1506) |
| CAD | 120436 | 08/21/2025 | GST | Advantage Energy Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1864 |
| JPY | 1704 | 08/21/2025 | GST | Advantest Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 188 |
|  | 158 | 08/21/2025 | MSI | Advantest Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 22 |
|  | 11183 | 08/21/2025 | MSI | Advantest Corp. | &nbsp;&nbsp; 0 | (1567) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| JPY | 43618 | 08/21/2025 | GST | Advantest Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4811) |
| EUR | 144159 | 08/21/2025 | MSI | Adyen NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (878) |
|  | 65777 | 08/21/2025 | GST | Adyen NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2396) |
|  | 236030 | 08/21/2025 | MSI | Aegon Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7785 |
|  | 20435 | 08/21/2025 | GST | Aegon Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 234 |
|  | 4833 | 08/21/2025 | GST | Aena SME SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 15 |
|  | 40751 | 08/21/2025 | JPM | Aena SME SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1481) |
|  | 59234 | 08/21/2025 | GST | Aeroports de Paris SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1815 |
| USD | 33869 | 08/21/2025 | MSI | Affirm Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1234 |
|  | 30972 | 08/21/2025 | GST | Affirm Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 840 |
| EUR | 160041 | 08/21/2025 | GST | AIB Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7905 |
|  | 98016 | 08/21/2025 | MSI | AIB Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 953 |
|  | 2387 | 08/21/2025 | JPM | AIB Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (16) |
| USD | 20276 | 08/21/2025 | JPM | Airbnb, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (679) |
|  | 38504 | 08/21/2025 | MSI | Airbnb, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1165) |
|  | 50672 | 08/21/2025 | GST | Airbnb, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2077) |
| EUR | 26764 | 08/21/2025 | GST | Airbus SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1483 |
|  | 9418 | 08/21/2025 | MSI | Airbus SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 240 |
|  | 243685 | 08/21/2025 | JPM | Airbus SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2406) |
| USD | 1655 | 08/21/2025 | MSI | Airtac International Group | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (61) |
|  | 27425 | 08/21/2025 | GST | Airtac International Group | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (910) |
|  | 2361 | 08/21/2025 | GST | Akamai Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 72 |
| NOK | 44976 | 08/21/2025 | GST | Aker BP ASA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1053) |
| USD | 70847 | 08/21/2025 | MSI | Alerian MLP ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2055) |
| SEK | 23071 | 08/21/2025 | JPM | Alfa Laval AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 451 |
| HKD | 8906 | 08/21/2025 | GST | Alibaba Group Holding Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 100 |
| PLN | 130675 | 08/21/2025 | GST | Alior Bank SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1077 |
|  | 17132 | 08/21/2025 | MSI | Alior Bank SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 803 |
| USD | 12509 | 08/21/2025 | MSI | Allegro MicroSystems, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1736 |
| PLN | 9380 | 08/21/2025 | GST | Allegro.eu SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (134) |
| USD | 32210 | 08/21/2025 | MSI | Alliant Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (620) |
| EUR | 29958 | 08/21/2025 | JPM | Allianz SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 275 |
|  | 330154 | 08/21/2025 | MSI | Allianz SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4982) |
|  | 928889 | 08/21/2025 | GST | Allianz SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7433) |
| USD | 73123 | 08/21/2025 | MSI | Allstate Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4112) |
|  | 212212 | 08/21/2025 | GST | Allstate Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11363) |
|  | 51255 | 08/21/2025 | MSI | Ally Financial, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1974) |
|  | 27379 | 08/21/2025 | MSI | Alnylam Pharmaceuticals, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7139 |
| EUR | 23034 | 08/21/2025 | GST | Alpha Services & Holdings SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 34 |
| USD | 47557 | 08/21/2025 | JPM | Alphabet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4065 |
|  | 39951 | 08/21/2025 | JPM | Alphabet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3443 |
|  | 319899 | 08/21/2025 | GST | Alphabet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 827 |
|  | 42963 | 08/21/2025 | GST | Alphabet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 407 |
|  | 3296 | 08/21/2025 | MSI | Alphabet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 176 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 2912 | 08/21/2025 | MSI | Alphabet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$158 |
| EUR | 10125 | 08/21/2025 | JPM | Alstom SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 672 |
|  | 22870 | 08/21/2025 | GST | Alstom SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 470 |
|  | 16238 | 08/21/2025 | MSI | Alstom SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 167 |
|  | 695 | 08/21/2025 | JPM | AlzChem Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3 |
|  | 55565 | 08/21/2025 | GST | AlzChem Group AG | &nbsp;&nbsp; 0 | (3643) |
|  | 21685 | 08/21/2025 | GST | Amadeus IT Group SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 83 |
| USD | 437017 | 08/21/2025 | MSI | Amazon.com, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 13879 |
|  | 267361 | 08/21/2025 | JPM | Amazon.com, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9825 |
|  | 426510 | 08/21/2025 | GST | Amazon.com, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9169 |
| DKK | 62468 | 08/21/2025 | GST | Ambu AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 784 |
|  | 27236 | 08/21/2025 | JPM | Ambu AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 555 |
| USD | 9049 | 08/21/2025 | GST | Amer Sports, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 152 |
|  | 41654 | 08/21/2025 | GST | Amer Sports, Inc. | &nbsp;&nbsp; 0 | (698) |
|  | 63033 | 08/21/2025 | MSI | Amer Sports, Inc. | &nbsp;&nbsp; 0 | (3006) |
|  | 24802 | 08/21/2025 | MSI | American Electric Power Co., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1446 |
|  | 17197 | 08/21/2025 | JPM | American Electric Power Co., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1245 |
|  | 18126 | 08/21/2025 | GST | American Electric Power Co., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 768 |
|  | 678619 | 08/21/2025 | GST | American Express Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8165 |
|  | 190739 | 08/21/2025 | MSI | American Express Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6963 |
|  | 22591 | 08/21/2025 | JPM | American Express Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1639 |
|  | 183467 | 08/21/2025 | MSI | American Financial Group, Inc. | &nbsp;&nbsp; 0 | (1613) |
|  | 85591 | 08/21/2025 | MSI | American Tower Corp. | &nbsp;&nbsp; 0 | (3694) |
|  | 143712 | 08/21/2025 | GST | American Tower Corp. | &nbsp;&nbsp; 0 | (12426) |
|  | 7464 | 08/21/2025 | MSI | American Water Works Co., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 31 |
|  | 34789 | 08/21/2025 | JPM | American Water Works Co., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9 |
|  | 2673 | 08/21/2025 | GST | Ameriprise Financial, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 82 |
|  | 13690 | 08/21/2025 | GST | Amphenol Corp. | &nbsp;&nbsp; 0 | (370) |
|  | 2361 | 08/21/2025 | JPM | Amplitude, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 50 |
| CHF | 507281 | 08/21/2025 | JPM | Amrize Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 13154 |
|  | 36440 | 08/21/2025 | GST | Amrize Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1298 |
| USD | 33370 | 08/21/2025 | JPM | Analog Devices, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2371 |
|  | 16593 | 08/21/2025 | GST | Analog Devices, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1094 |
|  | 5770 | 08/21/2025 | MSI | Analog Devices, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 379 |
| GBP | 22180 | 08/21/2025 | JPM | Anglo American PLC | &nbsp;&nbsp; 0 | (567) |
|  | 12576 | 08/21/2025 | GST | Anglo American PLC | &nbsp;&nbsp; 0 | (892) |
| EUR | 1861 | 08/21/2025 | JPM | Anheuser-Busch InBev SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 253 |
|  | 137 | 08/21/2025 | GST | Anheuser-Busch InBev SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 19 |
| HKD | 13956 | 08/21/2025 | MSI | ANTA Sports Products Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 16 |
|  | 21736 | 08/21/2025 | JPM | ANTA Sports Products Ltd. | &nbsp;&nbsp; 0 | (263) |
| USD | 271622 | 08/21/2025 | GST | Antero Resources Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 19484 |
|  | 129797 | 08/21/2025 | MSI | Antero Resources Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4718 |
| GBP | 8448 | 08/21/2025 | GST | Antofagasta PLC | &nbsp;&nbsp; 0 | (354) |
|  | 32340 | 08/21/2025 | JPM | Antofagasta PLC | &nbsp;&nbsp; 0 | (601) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| AUD | 159796 | 08/21/2025 | MSI | ANZ Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1351) |
| JPY | 48468 | 08/21/2025 | MSI | Aozora Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (728) |
|  | 27165 | 08/21/2025 | JPM | Aozora Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1546) |
|  | 96078 | 08/21/2025 | GST | Aozora Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1832) |
| USD | 18944 | 08/21/2025 | MSI | APA Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (269) |
|  | 3420 | 08/21/2025 | GST | Apollo Global Management, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 78 |
|  | 82442 | 08/21/2025 | GST | Apple, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1905 |
|  | 48304 | 08/21/2025 | MSI | Apple, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 356 |
|  | 210 | 08/21/2025 | JPM | Apple, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2 |
|  | 123472 | 08/21/2025 | GST | Applied Materials, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7694 |
|  | 65168 | 08/21/2025 | MSI | Applied Materials, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6288 |
|  | 1908 | 08/21/2025 | JPM | Applied Materials, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 107 |
|  | 35518 | 08/21/2025 | GST | AppLovin Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2379 |
|  | 3530 | 08/21/2025 | MSI | AppLovin Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 377 |
|  | 8422 | 08/21/2025 | GST | AppLovin Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (564) |
| CAD | 107930 | 08/21/2025 | MSI | ARC Resources Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1228) |
| USD | 2519 | 08/21/2025 | JPM | ArcBest Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 179 |
|  | 14783 | 08/21/2025 | GST | Archer-Daniels-Midland Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8 |
|  | 138353 | 08/21/2025 | MSI | Archrock, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (108) |
|  | 35599 | 08/21/2025 | GST | ARES Management Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1321 |
|  | 3757 | 08/21/2025 | GST | ARES Management Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (139) |
| EUR | 559 | 08/21/2025 | MSI | Argenx SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (118) |
|  | 1695 | 08/21/2025 | GST | Argenx SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (348) |
| USD | 54866 | 08/21/2025 | MSI | Arista Networks, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8099 |
|  | 13728 | 08/21/2025 | GST | Arista Networks, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1428 |
|  | 3856 | 08/21/2025 | JPM | Arista Networks, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 827 |
|  | 43396 | 08/21/2025 | MSI | ARK Innovation ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1464) |
|  | 11496 | 08/21/2025 | GST | ARM Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1459 |
|  | 11327 | 08/21/2025 | MSI | ARM Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 442 |
|  | 104301 | 08/21/2025 | MSI | ARM Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4066) |
|  | 109153 | 08/21/2025 | GST | ARM Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (13725) |
|  | 18937 | 08/21/2025 | GST | Array Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1842) |
|  | 17592 | 08/21/2025 | JPM | ASE Technology Holding Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 87 |
|  | 5116 | 08/21/2025 | MSI | ASE Technology Holding Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (158) |
|  | 7782 | 08/21/2025 | GST | ASE Technology Holding Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (308) |
| JPY | 5591 | 08/21/2025 | GST | Asics Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (88) |
| EUR | 11606 | 08/21/2025 | GST | ASM International NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2159 |
|  | 603 | 08/21/2025 | JPM | ASM International NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 104 |
| USD | 29048 | 08/21/2025 | JPM | ASML Holding NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3344) |
|  | 43481 | 08/21/2025 | MSI | Aspen Insurance Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1471 |
| EUR | 26359 | 08/21/2025 | GST | ASR Nederland NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (203) |
|  | 127461 | 08/21/2025 | MSI | ASR Nederland NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2270) |
| SEK | 65223 | 08/21/2025 | JPM | Assa Abloy AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5321 |
|  | 2744 | 08/21/2025 | MSI | Assa Abloy AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 180 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| SEK | 6596 | 08/21/2025 | GST | Assa Abloy AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$72 |
| USD | 45036 | 08/21/2025 | GST | Assurant, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 290 |
|  | 2061 | 08/21/2025 | JPM | Astera Labs, Inc. | &nbsp;&nbsp; 0 | (1084) |
|  | 6465 | 08/21/2025 | MSI | Astera Labs, Inc. | &nbsp;&nbsp; 0 | (3106) |
|  | 70331 | 08/21/2025 | GST | Astera Labs, Inc. | &nbsp;&nbsp; 0 | (8563) |
| GBP | 28718 | 08/21/2025 | GST | AstraZeneca PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2170 |
| USD | 261656 | 08/21/2025 | GST | AT&T, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1973 |
|  | 224783 | 08/21/2025 | MSI | AT&T, Inc. | &nbsp;&nbsp; 0 | (542) |
| CAD | 34268 | 08/21/2025 | MSI | Athabasca Oil Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1836 |
| SEK | 39573 | 08/21/2025 | GST | Atlas Copco AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1080 |
|  | 10106 | 08/21/2025 | MSI | Atlas Copco AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 701 |
|  | 1602 | 08/21/2025 | JPM | Atlas Copco AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 85 |
| USD | 18504 | 08/21/2025 | MSI | Atlas Energy Solutions, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 551 |
|  | 26358 | 08/21/2025 | JPM | Atlassian Corp. | &nbsp;&nbsp; 0 | (2961) |
|  | 91073 | 08/21/2025 | MSI | Atmos Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1076 |
|  | 62972 | 08/21/2025 | GST | Atmos Energy Corp. | &nbsp;&nbsp; 0 | (915) |
| EUR | 10701 | 08/21/2025 | JPM | Auto1 Group SE | &nbsp;&nbsp; 0 | (284) |
|  | 10569 | 08/21/2025 | MSI | Auto1 Group SE | &nbsp;&nbsp; 0 | (357) |
|  | 33522 | 08/21/2025 | GST | Auto1 Group SE | &nbsp;&nbsp; 0 | (2157) |
| USD | 3784 | 08/21/2025 | JPM | Autodesk, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 146 |
|  | 1491 | 08/21/2025 | MSI | Automatic Data Processing, Inc. | &nbsp;&nbsp; 0 | (57) |
|  | 12638 | 08/21/2025 | GST | Automatic Data Processing, Inc. | &nbsp;&nbsp; 0 | (361) |
|  | 3730 | 08/21/2025 | GST | AutoZone, Inc. | &nbsp;&nbsp; 0 | (39) |
|  | 2701 | 08/21/2025 | JPM | AvePoint, Inc. | &nbsp;&nbsp; 0 | (47) |
|  | 38608 | 08/21/2025 | JPM | Avista Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 860 |
|  | 33080 | 08/21/2025 | GST | Avista Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 368 |
|  | 9744 | 08/21/2025 | GST | Avnet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 373 |
|  | 3524 | 08/21/2025 | MSI | Avnet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 136 |
| EUR | 506329 | 08/21/2025 | GST | AXA SA | &nbsp;&nbsp; 0 | (6699) |
|  | 275047 | 08/21/2025 | JPM | AXA SA | &nbsp;&nbsp; 0 | (6702) |
|  | 268134 | 08/21/2025 | MSI | AXA SA | &nbsp;&nbsp; 0 | (7321) |
| USD | 14163 | 08/21/2025 | GST | Axcelis Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1302 |
|  | 98117 | 08/21/2025 | MSI | Axis Capital Holdings Ltd. | &nbsp;&nbsp; 0 | (2494) |
|  | 1503 | 08/21/2025 | GST | Axon Enterprise, Inc. | &nbsp;&nbsp; 0 | (8) |
| EUR | 23865 | 08/21/2025 | GST | Ayvens SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 174 |
|  | 14190 | 08/21/2025 | JPM | Azelis Group NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 416 |
|  | 27176 | 08/21/2025 | GST | Azelis Group NV | &nbsp;&nbsp; 0 | (834) |
|  | 121798 | 08/21/2025 | MSI | Azimut Holding SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1352 |
|  | 23177 | 08/21/2025 | GST | Azimut Holding SpA | &nbsp;&nbsp; 0 | (25) |
| USD | 8723 | 08/21/2025 | MSI | Badger Meter, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1928 |
| GBP | 191446 | 08/21/2025 | GST | BAE Systems PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2162 |
|  | 567493 | 08/21/2025 | JPM | BAE Systems PLC | &nbsp;&nbsp; 0 | (21013) |
| HKD | 2771 | 08/21/2025 | MSI | Baidu, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 76 |
| USD | 5220 | 08/21/2025 | GST | Baker Hughes Co. | &nbsp;&nbsp; 0 | (681) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 50239 | 08/21/2025 | MSI | Baker Hughes Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4767) |
| CHF | 226376 | 08/21/2025 | MSI | Baloise Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (437) |
|  | 126881 | 08/21/2025 | GST | Baloise Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1381) |
| EUR | 4959 | 08/21/2025 | GST | Banca Generali SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (188) |
|  | 45887 | 08/21/2025 | MSI | Banca Generali SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1830) |
|  | 44311 | 08/21/2025 | GST | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6563) |
|  | 55310 | 08/21/2025 | MSI | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7743) |
|  | 840390 | 08/21/2025 | GST | Banco Santander SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 25767 |
|  | 17372 | 08/21/2025 | MSI | Banco Santander SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 882 |
| ILS | 85166 | 08/21/2025 | GST | Bank Hapoalim BM | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1443) |
|  | 318092 | 08/21/2025 | MSI | Bank Hapoalim BM | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1812) |
|  | 317111 | 08/21/2025 | MSI | Bank Leumi Le-Israel BM | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6676 |
|  | 135458 | 08/21/2025 | GST | Bank Leumi Le-Israel BM | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3378 |
| USD | 647900 | 08/21/2025 | MSI | Bank of America Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 15724 |
|  | 193054 | 08/21/2025 | GST | Bank of America Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (854) |
| EUR | 43450 | 08/21/2025 | GST | Bank of Cyprus Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 535 |
|  | 47449 | 08/21/2025 | MSI | Bank of Cyprus Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 399 |
|  | 95101 | 08/21/2025 | MSI | Bank of Ireland Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2839 |
|  | 9205 | 08/21/2025 | GST | Bank of Ireland Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 72 |
|  | 7847 | 08/21/2025 | JPM | Bank of Ireland Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (434) |
|  | 109266 | 08/21/2025 | GST | Bank of Ireland Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (851) |
| JPY | 58820 | 08/21/2025 | MSI | Bank of Nagoya Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1767 |
|  | 74350 | 08/21/2025 | GST | Bank of Nagoya Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1071 |
| USD | 597224 | 08/21/2025 | MSI | Bank of New York Mellon Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 39476 |
|  | 214652 | 08/21/2025 | GST | Bank of New York Mellon Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6204) |
|  | 409086 | 08/21/2025 | MSI | Bank of New York Mellon Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (21874) |
| CAD | 178584 | 08/21/2025 | MSI | Bank of Nova Scotia | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5050 |
|  | 23691 | 08/21/2025 | GST | Bank of Nova Scotia | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 337 |
| EUR | 103636 | 08/21/2025 | GST | Bankinter SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10196 |
| CHF | 78680 | 08/21/2025 | GST | Banque Cantonale Vaudoise | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2323 |
|  | 37711 | 08/21/2025 | MSI | Banque Cantonale Vaudoise | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 222 |
| GBP | 911857 | 08/21/2025 | GST | Barclays PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 34486 |
|  | 103250 | 08/21/2025 | MSI | Barclays PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1087) |
| EUR | 48669 | 08/21/2025 | GST | Basic-Fit NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2997 |
|  | 3479 | 08/21/2025 | MSI | Basic-Fit NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 171 |
|  | 177631 | 08/21/2025 | GST | BAWAG Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (271) |
|  | 51201 | 08/21/2025 | GST | BE Semiconductor Industries NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4048 |
| GBP | 2336 | 08/21/2025 | MSI | Beazley PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (17) |
|  | 243616 | 08/21/2025 | GST | Beazley PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6708) |
| EUR | 74532 | 08/21/2025 | GST | Bechtle AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2927 |
|  | 38066 | 08/21/2025 | GST | Beiersdorf AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 473 |
|  | 13345 | 08/21/2025 | JPM | Beiersdorf AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 51 |
|  | 2021 | 08/21/2025 | MSI | Beiersdorf AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1 |
| SEK | 1132 | 08/21/2025 | JPM | Beijer Ref AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (54) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| SEK | 47359 | 08/21/2025 | GST | Beijer Ref AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(388) |
|  | 18895 | 08/21/2025 | MSI | Beijer Ref AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (660) |
| USD | 4084 | 08/21/2025 | GST | BellRing Brands, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (209) |
|  | 41243 | 08/21/2025 | MSI | BellRing Brands, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1345) |
| GBP | 25415 | 08/21/2025 | JPM | Berkeley Group Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 119 |
|  | 18544 | 08/21/2025 | GST | Berkeley Group Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 99 |
| EUR | 64471 | 08/21/2025 | MSI | BFF Bank SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2532 |
|  | 86048 | 08/21/2025 | GST | BFF Bank SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1766 |
| USD | 291147 | 08/21/2025 | GST | BGC Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 21705 |
|  | 123010 | 08/21/2025 | MSI | BGC Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9999 |
|  | 22948 | 08/21/2025 | MSI | BHP Group Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 46 |
| GBP | 39170 | 08/21/2025 | GST | Big Yellow Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 984 |
|  | 22348 | 08/21/2025 | JPM | Big Yellow Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 172 |
| EUR | 43983 | 08/21/2025 | JPM | Bilfinger SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 910 |
| CAD | 21847 | 08/21/2025 | MSI | Birchcliff Energy Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (619) |
| USD | 47512 | 08/21/2025 | GST | Birkenstock Holding PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (674) |
|  | 31188 | 08/21/2025 | MSI | Birkenstock Holding PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2422) |
|  | 187526 | 08/21/2025 | GST | Blackstone, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7054 |
|  | 13835 | 08/21/2025 | GST | Blackstone, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (520) |
|  | 200820 | 08/21/2025 | MSI | Blackstone, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3991) |
|  | 221353 | 08/21/2025 | JPM | Block, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 23870 |
|  | 17625 | 08/21/2025 | MSI | Block, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3004 |
|  | 106111 | 08/21/2025 | GST | Block, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1114) |
|  | 284264 | 08/21/2025 | GST | Blue Owl Capital, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9513 |
|  | 302403 | 08/21/2025 | JPM | Blue Owl Capital, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3000 |
|  | 40983 | 08/21/2025 | MSI | Blue Owl Capital, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2012 |
| EUR | 101993 | 08/21/2025 | MSI | BNP Paribas SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1279) |
| USD | 188042 | 08/21/2025 | GST | Boeing Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6134) |
|  | 476866 | 08/21/2025 | MSI | Boeing Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (26309) |
| SEK | 5159 | 08/21/2025 | GST | BoneSupport Holding AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (122) |
|  | 10453 | 08/21/2025 | JPM | BoneSupport Holding AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (474) |
| USD | 146406 | 08/21/2025 | GST | Booking Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3301 |
|  | 68106 | 08/21/2025 | MSI | Booking Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2058 |
| GBP | 47458 | 08/21/2025 | GST | BP PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (417) |
|  | 72188 | 08/21/2025 | JPM | BP PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6180) |
| USD | 605 | 08/21/2025 | MSI | BP PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6) |
| EUR | 79201 | 08/21/2025 | JPM | Brenntag SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1404) |
|  | 116449 | 08/21/2025 | GST | Brenntag SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2332) |
| GBP | 223142 | 08/21/2025 | GST | British American Tobacco PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 12222 |
|  | 33136 | 08/21/2025 | JPM | British American Tobacco PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4397 |
|  | 41172 | 08/21/2025 | MSI | British American Tobacco PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2474 |
| USD | 157653 | 08/21/2025 | MSI | Broadcom, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6819 |
|  | 77817 | 08/21/2025 | GST | Broadcom, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1482 |
|  | 6580 | 08/21/2025 | JPM | Broadcom, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 468 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 73887 | 08/21/2025 | MSI | Broadcom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3356) |
|  | 194830 | 08/21/2025 | GST | Broadcom, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3711) |
| CAD | 8911 | 08/21/2025 | MSI | Brookfield Asset Management Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (861) |
| USD | 99855 | 08/21/2025 | GST | Brookfield Asset Management Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2455) |
|  | 710680 | 08/21/2025 | MSI | Brookfield Asset Management Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (61613) |
| CAD | 12158 | 08/21/2025 | MSI | Brookfield Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (825) |
| EUR | 18863 | 08/21/2025 | JPM | Brunello Cucinelli SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1671 |
|  | 20930 | 08/21/2025 | MSI | Brunello Cucinelli SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1654 |
|  | 25840 | 08/21/2025 | GST | Brunello Cucinelli SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1492 |
| GBP | 19856 | 08/21/2025 | MSI | Bunzl PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (444) |
|  | 79520 | 08/21/2025 | GST | Bunzl PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1097) |
|  | 49427 | 08/21/2025 | JPM | Bunzl PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1461) |
| USD | 39195 | 08/21/2025 | MSI | Burlington Stores, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 657 |
| EUR | 1699 | 08/21/2025 | JPM | Buzzi SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (94) |
|  | 56320 | 08/21/2025 | GST | Buzzi Unicem SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (985) |
| HKD | 28125 | 08/21/2025 | JPM | BYD Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1795) |
|  | 7989 | 08/21/2025 | JPM | BYD Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 511 |
| USD | 15264 | 08/21/2025 | GST | C3.ai, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 869 |
|  | 37723 | 08/21/2025 | GST | Cactus, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (998) |
|  | 136802 | 08/21/2025 | MSI | Cactus, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3314) |
|  | 27593 | 08/21/2025 | GST | Cadence Design Systems, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2302) |
| EUR | 26425 | 08/21/2025 | GST | CaixaBank SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2463) |
|  | 107599 | 08/21/2025 | MSI | CaixaBank SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5065) |
| USD | 5320 | 08/21/2025 | GST | California Resources Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 20 |
|  | 4244 | 08/21/2025 | MSI | California Resources Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (92) |
|  | 24949 | 08/21/2025 | GST | Calumet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 799 |
|  | 12280 | 08/21/2025 | JPM | Calumet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 517 |
| SEK | 36761 | 08/21/2025 | MSI | Camurus AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 126 |
| USD | 98580 | 08/21/2025 | MSI | Canadian Natural Resources Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1636 |
|  | 43997 | 08/21/2025 | GST | Canadian Natural Resources Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1366 |
| JPY | 7564 | 08/21/2025 | GST | Canon, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (613) |
| USD | 308849 | 08/21/2025 | MSI | Capital One Financial Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6344 |
|  | 1527 | 08/21/2025 | JPM | Capital One Financial Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 22 |
|  | 2375 | 08/21/2025 | GST | Capital One Financial Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10 |
|  | 76579 | 08/21/2025 | GST | Capital One Financial Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (39) |
|  | 58357 | 08/21/2025 | MSI | Capital One Financial Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (92) |
| DKK | 45303 | 08/21/2025 | GST | Carlsberg AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3338 |
|  | 21513 | 08/21/2025 | MSI | Carlsberg AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1754 |
|  | 9060 | 08/21/2025 | JPM | Carlsberg AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 816 |
| USD | 10202 | 08/21/2025 | MSI | Carlyle Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (535) |
|  | 280300 | 08/21/2025 | GST | Carlyle Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4317) |
|  | 338113 | 08/21/2025 | JPM | Carlyle Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (28758) |
|  | 2443 | 08/21/2025 | GST | Carnival Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2 |
| EUR | 18115 | 08/21/2025 | GST | Carrefour SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (431) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| EUR | 52149 | 08/21/2025 | JPM | Carrefour SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(643) |
| USD | 2112 | 08/21/2025 | JPM | Carvana Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (229) |
| SEK | 31313 | 08/21/2025 | GST | Castellum AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1269 |
|  | 30052 | 08/21/2025 | GST | Castellum AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1218) |
|  | 120634 | 08/21/2025 | MSI | Castellum AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6179) |
| USD | 188919 | 08/21/2025 | GST | Caterpillar, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9942 |
|  | 4942 | 08/21/2025 | MSI | Caterpillar, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 315 |
|  | 2064 | 08/21/2025 | JPM | Caterpillar, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (126) |
|  | 11104 | 08/21/2025 | GST | Cboe Global Markets, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (225) |
|  | 24097 | 08/21/2025 | MSI | CBOE Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (730) |
| PLN | 38999 | 08/21/2025 | GST | CCC SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2661 |
|  | 8945 | 08/21/2025 | MSI | CD Projekt SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 542 |
|  | 6579 | 08/21/2025 | GST | CD Projekt SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 358 |
| USD | 54632 | 08/21/2025 | MSI | Celestica, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 12520 |
|  | 21714 | 08/21/2025 | JPM | Celestica, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6466 |
|  | 16302 | 08/21/2025 | GST | Celestica, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3684 |
|  | 34923 | 08/21/2025 | MSI | Celestica, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7647) |
| EUR | 62732 | 08/21/2025 | GST | Cellnex Telecom SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4142 |
| USD | 38290 | 08/21/2025 | GST | Celsius Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1519 |
|  | 79490 | 08/21/2025 | MSI | Celsius Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (689) |
| EUR | 7399 | 08/21/2025 | GST | Cementir Holding NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (761) |
|  | 58730 | 08/21/2025 | MSI | Cementir Holding NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8459) |
| USD | 2049 | 08/21/2025 | GST | Cencora, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 46 |
| CAD | 12435 | 08/21/2025 | MSI | Cenovus Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 232 |
| USD | 10932 | 08/21/2025 | GST | CEVA, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1016 |
|  | 12939 | 08/21/2025 | GST | CG oncology, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (101) |
|  | 16834 | 08/21/2025 | MSI | CGI, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 633 |
|  | 10506 | 08/21/2025 | GST | CGI, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 381 |
| AUD | 166344 | 08/21/2025 | MSI | Challenger Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (343) |
| USD | 777218 | 08/21/2025 | MSI | Charles Schwab Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6772 |
|  | 29807 | 08/21/2025 | JPM | Charter Communications, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (10144) |
|  | 105236 | 08/21/2025 | GST | Charter Communications, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (22004) |
|  | 96937 | 08/21/2025 | MSI | Charter Communications, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (22863) |
| DKK | 36949 | 08/21/2025 | GST | Chemometec AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 530 |
|  | 1732 | 08/21/2025 | JPM | Chemometec AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 140 |
| USD | 31934 | 08/21/2025 | MSI | Cheniere Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 146 |
|  | 32464 | 08/21/2025 | MSI | Chesapeake Utilities Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (456) |
|  | 31796 | 08/21/2025 | JPM | Chevron Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 352 |
|  | 38602 | 08/21/2025 | MSI | Chevron Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 66 |
|  | 75174 | 08/21/2025 | GST | Chevron Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (870) |
| JPY | 21976 | 08/21/2025 | JPM | Chiba Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1261 |
|  | 6632 | 08/21/2025 | MSI | Chiba Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 353 |
|  | 36103 | 08/21/2025 | MSI | Chiba Kogyo Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (874) |
| USD | 49453 | 08/21/2025 | MSI | Chipotle Mexican Grill, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3614 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 2348 | 08/21/2025 | JPM | Chipotle Mexican Grill, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$462 |
|  | 161258 | 08/21/2025 | MSI | Chord Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9202 |
|  | 200442 | 08/21/2025 | GST | Chord Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8523 |
|  | 125838 | 08/21/2025 | JPM | Chord Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8102 |
| HKD | 2645 | 08/21/2025 | MSI | Chow Tai Fook Jewellery Group Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 181 |
| USD | 40674 | 08/21/2025 | MSI | Chroma ATE, Inc. | &nbsp;&nbsp; 0 | (736) |
| JPY | 9354 | 08/21/2025 | JPM | Chugai Pharmaceutical Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 185 |
| USD | 9205 | 08/21/2025 | JPM | Cia de Saneamento Basico do Estado de Sao Paulo SABESP | &nbsp;&nbsp; 0 | (364) |
|  | 16587 | 08/21/2025 | MSI | Cia de Saneamento Basico do Estado de Sao Paulo SABESP | &nbsp;&nbsp; 0 | (626) |
|  | 19005 | 08/21/2025 | GST | Cia de Saneamento Basico do Estado de Sao Paulo SABESP | &nbsp;&nbsp; 0 | (626) |
| CHF | 55132 | 08/21/2025 | GST | Cie Financiere Richemont SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2913 |
|  | 2405 | 08/21/2025 | MSI | Cie Financiere Richemont SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 249 |
| USD | 2542 | 08/21/2025 | GST | Ciena Corp. | &nbsp;&nbsp; 0 | (243) |
|  | 2003 | 08/21/2025 | JPM | Ciena Corp. | &nbsp;&nbsp; 0 | (318) |
|  | 11896 | 08/21/2025 | MSI | Ciena Corp. | &nbsp;&nbsp; 0 | (1473) |
|  | 2358 | 08/21/2025 | GST | Cigna Group | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 219 |
|  | 19280 | 08/21/2025 | GST | Cinemark Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1841 |
|  | 2985 | 08/21/2025 | MSI | Cintas Corp. | &nbsp;&nbsp; 0 | (130) |
|  | 9207 | 08/21/2025 | GST | Cirrus Logic, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 345 |
|  | 90290 | 08/21/2025 | MSI | Cisco Systems, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1210 |
|  | 9345 | 08/21/2025 | JPM | Cisco Systems, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 86 |
|  | 12938 | 08/21/2025 | GST | Cisco Systems, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2 |
|  | 191352 | 08/21/2025 | GST | Cisco Systems, Inc. | &nbsp;&nbsp; 0 | (728) |
|  | 7895 | 08/21/2025 | GST | Civitas Resources, Inc. | &nbsp;&nbsp; 0 | (393) |
|  | 10727 | 08/21/2025 | MSI | Civitas Resources, Inc. | &nbsp;&nbsp; 0 | (688) |
|  | 16402 | 08/21/2025 | JPM | Civitas Resources, Inc. | &nbsp;&nbsp; 0 | (995) |
|  | 34285 | 08/21/2025 | MSI | Clean Harbors, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1087 |
|  | 10389 | 08/21/2025 | GST | Clean Harbors, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 459 |
|  | 41944 | 08/21/2025 | GST | Clearwater Analytics Holdings, Inc. | &nbsp;&nbsp; 0 | (1708) |
|  | 3086 | 08/21/2025 | JPM | Cloudflare, Inc. | &nbsp;&nbsp; 0 | (237) |
|  | 10877 | 08/21/2025 | GST | Cloudflare, Inc. | &nbsp;&nbsp; 0 | (546) |
|  | 7666 | 08/21/2025 | MSI | Cloudflare, Inc. | &nbsp;&nbsp; 0 | (849) |
|  | 101573 | 08/21/2025 | MSI | CME Group, Inc. | &nbsp;&nbsp; 0 | (1947) |
|  | 281453 | 08/21/2025 | GST | CME Group, Inc. | &nbsp;&nbsp; 0 | (2670) |
|  | 13030 | 08/21/2025 | MSI | CMS Energy Corp. | &nbsp;&nbsp; 0 | (550) |
|  | 31667 | 08/21/2025 | JPM | CMS Energy Corp. | &nbsp;&nbsp; 0 | (1765) |
|  | 2593 | 08/21/2025 | GST | Coca-Cola Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 81 |
|  | 10559 | 08/21/2025 | GST | Cognizant Technology Solutions Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 512 |
|  | 11147 | 08/21/2025 | MSI | Cognizant Technology Solutions Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 383 |
|  | 29491 | 08/21/2025 | MSI | Coherent Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3434 |
|  | 19138 | 08/21/2025 | GST | Coherent Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1413 |
|  | 4095 | 08/21/2025 | JPM | Coherent Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 316 |
|  | 3082 | 08/21/2025 | JPM | Coherent Corp. | &nbsp;&nbsp; 0 | (684) |
|  | 12201 | 08/21/2025 | MSI | Coherent Corp. | &nbsp;&nbsp; 0 | (1464) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 56432 | 08/21/2025 | GST | Coherent Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4362) |
|  | 2079 | 08/21/2025 | GST | Colgate-Palmolive Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 67 |
|  | 45425 | 08/21/2025 | GST | Comcast Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2026 |
|  | 9756 | 08/21/2025 | MSI | Comcast Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 419 |
| CHF | 67172 | 08/21/2025 | GST | Comet Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 18455 |
| USD | 545 | 08/21/2025 | GST | Comfort Systems USA, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (158) |
|  | 2166 | 08/21/2025 | JPM | Comfort Systems USA, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (647) |
| AUD | 91060 | 08/21/2025 | MSI | Commonwealth Bank of Australia | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1592 |
|  | 9518 | 08/21/2025 | GST | Commonwealth Bank of Australia | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 68 |
| USD | 2195 | 08/21/2025 | JPM | Commvault Systems, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (275) |
| GBP | 3133 | 08/21/2025 | GST | Compass Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (165) |
| USD | 38027 | 08/21/2025 | MSI | Comstock Resources, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4646 |
|  | 12567 | 08/21/2025 | JPM | Comstock Resources, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1648 |
| JPY | 171510 | 08/21/2025 | MSI | Concordia Financial Group Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4995) |
| USD | 163357 | 08/21/2025 | GST | ConocoPhillips | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6634 |
|  | 167656 | 08/21/2025 | JPM | ConocoPhillips | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5481 |
|  | 46975 | 08/21/2025 | MSI | ConocoPhillips | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 314 |
|  | 3003 | 08/21/2025 | GST | ConocoPhillips | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (143) |
|  | 24917 | 08/21/2025 | MSI | Consolidated Edison, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 337 |
|  | 70533 | 08/21/2025 | MSI | Constellation Brands, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3216 |
|  | 68356 | 08/21/2025 | GST | Constellation Brands, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 370 |
| CAD | 14327 | 08/21/2025 | MSI | Constellation Software, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 386 |
| USD | 12654 | 08/21/2025 | MSI | Core Natural Resources, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1656) |
|  | 83981 | 08/21/2025 | GST | Corebridge Financial, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2430 |
|  | 24571 | 08/21/2025 | GST | CoreCivic, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (243) |
|  | 13430 | 08/21/2025 | MSI | CoreCivic, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (765) |
|  | 202762 | 08/21/2025 | GST | Corpay, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4732 |
|  | 362497 | 08/21/2025 | MSI | Costco Wholesale Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9193 |
|  | 69172 | 08/21/2025 | GST | Costco Wholesale Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 578 |
|  | 56848 | 08/21/2025 | GST | Coterra Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3201 |
|  | 236786 | 08/21/2025 | MSI | Coterra Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1456 |
|  | 63443 | 08/21/2025 | MSI | Coupang, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3465) |
| EUR | 370777 | 08/21/2025 | MSI | Credit Agricole SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5793 |
|  | 20379 | 08/21/2025 | GST | Credito Emiliano SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1249) |
|  | 82680 | 08/21/2025 | MSI | Credito Emiliano SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3334) |
| USD | 13260 | 08/21/2025 | JPM | Credo Technology Group Holding Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2691) |
|  | 11974 | 08/21/2025 | GST | Crescent Energy Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1119) |
| GBP | 645862 | 08/21/2025 | GST | CRH PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 17494 |
| USD | 194721 | 08/21/2025 | GST | Crowdstrike Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8348 |
|  | 36443 | 08/21/2025 | MSI | Crowdstrike Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1441 |
|  | 127030 | 08/21/2025 | MSI | Crown Castle, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3912 |
|  | 73772 | 08/21/2025 | GST | Crown Castle, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4097) |
| EUR | 46725 | 08/21/2025 | GST | CVC Capital Partners PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2032 |
|  | 32927 | 08/21/2025 | MSI | CVC Capital Partners PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1091 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| EUR | 7013 | 08/21/2025 | JPM | CVC Capital Partners PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$264 |
| USD | 12380 | 08/21/2025 | GST | CVR Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 543 |
|  | 49781 | 08/21/2025 | JPM | CyberArk Software Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1241 |
|  | 16890 | 08/21/2025 | GST | CyberArk Software Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1214 |
|  | 5997 | 08/21/2025 | MSI | CyberArk Software Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 587 |
|  | 2702 | 08/21/2025 | GST | CyberArk Software Ltd. | &nbsp;&nbsp; 0 | (178) |
| JPY | 32725 | 08/21/2025 | JPM | Daiwa Securities Group, Inc. | &nbsp;&nbsp; 0 | (1856) |
|  | 56085 | 08/21/2025 | MSI | Daiwa Securities Group, Inc. | &nbsp;&nbsp; 0 | (2151) |
|  | 124615 | 08/21/2025 | GST | Daiwa Securities Group, Inc. | &nbsp;&nbsp; 0 | (3400) |
| EUR | 72126 | 08/21/2025 | JPM | Danone SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3761 |
|  | 38663 | 08/21/2025 | GST | Danone SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2581 |
|  | 4968 | 08/21/2025 | MSI | Danone SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 280 |
|  | 9634 | 08/21/2025 | JPM | Dassault Aviation SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 249 |
|  | 1047 | 08/21/2025 | MSI | Dassault Aviation SA | &nbsp;&nbsp; 0 | (98) |
|  | 98579 | 08/21/2025 | GST | Dassault Aviation SA | &nbsp;&nbsp; 0 | (5907) |
| USD | 10683 | 08/21/2025 | MSI | Datadog, Inc. | &nbsp;&nbsp; 0 | (44) |
|  | 11767 | 08/21/2025 | GST | Datadog, Inc. | &nbsp;&nbsp; 0 | (428) |
|  | 64165 | 08/21/2025 | JPM | Datadog, Inc. | &nbsp;&nbsp; 0 | (5233) |
|  | 9329 | 08/21/2025 | MSI | Dayforce, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 590 |
|  | 16072 | 08/21/2025 | GST | Dayforce, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 76 |
|  | 2102 | 08/21/2025 | GST | Deckers Outdoor Corp. | &nbsp;&nbsp; 0 | (21) |
|  | 60416 | 08/21/2025 | MSI | Delek U.S. Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7668 |
|  | 10235 | 08/21/2025 | GST | Delek U.S. Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 683 |
| EUR | 17371 | 08/21/2025 | GST | Delivery Hero SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 370 |
|  | 13051 | 08/21/2025 | MSI | Delivery Hero SE | &nbsp;&nbsp; 0 | (1338) |
|  | 49598 | 08/21/2025 | JPM | Delivery Hero SE | &nbsp;&nbsp; 0 | (2005) |
| USD | 8296 | 08/21/2025 | MSI | Dell Technologies, Inc. | &nbsp;&nbsp; 0 | (462) |
|  | 18699 | 08/21/2025 | GST | Dell Technologies, Inc. | &nbsp;&nbsp; 0 | (541) |
|  | 2333 | 08/21/2025 | JPM | Delta Air Lines, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 98 |
| DKK | 10420 | 08/21/2025 | JPM | Demant AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 150 |
| USD | 2066 | 08/21/2025 | JPM | Denali Therapeutics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 144 |
| GBP | 40019 | 08/21/2025 | GST | Derwent London PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 860 |
|  | 2050 | 08/21/2025 | JPM | Derwent London PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 30 |
| EUR | 475990 | 08/21/2025 | MSI | Deutsche Bank AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 63829 |
|  | 192080 | 08/21/2025 | GST | Deutsche Bank AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 19332 |
|  | 79081 | 08/21/2025 | GST | Deutsche Post AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 271 |
| GBP | 2432 | 08/21/2025 | GST | Diageo PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 80 |
| USD | 301560 | 08/21/2025 | MSI | Diamondback Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 19545 |
|  | 304678 | 08/21/2025 | GST | Diamondback Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9292 |
| EUR | 12910 | 08/21/2025 | JPM | DiaSorin SpA | &nbsp;&nbsp; 0 | (564) |
|  | 36125 | 08/21/2025 | GST | DiaSorin SpA | &nbsp;&nbsp; 0 | (1393) |
| USD | 78875 | 08/21/2025 | MSI | Dick's Sporting Goods, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2345 |
|  | 79066 | 08/21/2025 | GST | Dick's Sporting Goods, Inc. | &nbsp;&nbsp; 0 | (1442) |
| PLN | 39469 | 08/21/2025 | GST | Dino Polska SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 957 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| PLN | 4488 | 08/21/2025 | JPM | Dino Polska SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$237 |
|  | 4134 | 08/21/2025 | MSI | Dino Polska SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 211 |
| USD | 12410 | 08/21/2025 | GST | Disc Medicine, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 79 |
| JPY | 20422 | 08/21/2025 | GST | Disco Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 793 |
|  | 288 | 08/21/2025 | JPM | Disco Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 20 |
|  | 622 | 08/21/2025 | MSI | Disco Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 16 |
|  | 592 | 08/21/2025 | GST | Disco Corp. | &nbsp;&nbsp; 0 | (23) |
|  | 576 | 08/21/2025 | JPM | Disco Corp. | &nbsp;&nbsp; 0 | (41) |
|  | 1585 | 08/21/2025 | MSI | Disco Corp. | &nbsp;&nbsp; 0 | (66) |
| GBP | 30204 | 08/21/2025 | GST | Diversified Energy Co. PLC | &nbsp;&nbsp; 0 | (1723) |
| EUR | 301305 | 08/21/2025 | MSI | DJS Banks | &nbsp;&nbsp; 0 | (18832) |
| NOK | 485284 | 08/21/2025 | GST | DNB Bank ASA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7151 |
|  | 147772 | 08/21/2025 | MSI | DNB Bank ASA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 688 |
| USD | 64252 | 08/21/2025 | MSI | DNOW, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2081 |
| CAD | 2222 | 08/21/2025 | JPM | Dollarama, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1 |
| USD | 80510 | 08/21/2025 | MSI | Dominion Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 736 |
|  | 5565 | 08/21/2025 | JPM | Dominion Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 104 |
|  | 5019 | 08/21/2025 | GST | Dominion Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 66 |
|  | 71040 | 08/21/2025 | MSI | Domino's Pizza, Inc. | &nbsp;&nbsp; 0 | (2022) |
|  | 69919 | 08/21/2025 | GST | Domino's Pizza, Inc. | &nbsp;&nbsp; 0 | (2290) |
|  | 37646 | 08/21/2025 | MSI | DoorDash, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2143 |
|  | 37282 | 08/21/2025 | GST | DoorDash, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1507 |
|  | 10102 | 08/21/2025 | GST | DoorDash, Inc. | &nbsp;&nbsp; 0 | (408) |
|  | 154526 | 08/21/2025 | MSI | DraftKings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4375 |
|  | 53898 | 08/21/2025 | GST | DraftKings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 691 |
|  | 13868 | 08/21/2025 | MSI | DTE Energy Co. | &nbsp;&nbsp; 0 | (526) |
|  | 37429 | 08/21/2025 | JPM | DTE Energy Co. | &nbsp;&nbsp; 0 | (1741) |
|  | 50175 | 08/21/2025 | GST | Duolingo, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1311 |
|  | 5296 | 08/21/2025 | MSI | Duolingo, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 445 |
|  | 1189 | 08/21/2025 | JPM | Duolingo, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 150 |
|  | 4648 | 08/21/2025 | MSI | Dynatrace, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 35 |
|  | 7151 | 08/21/2025 | GST | Dynatrace, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4 |
|  | 45992 | 08/21/2025 | JPM | Dynatrace, Inc. | &nbsp;&nbsp; 0 | (3272) |
| EUR | 12429 | 08/21/2025 | JPM | E.ON SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 158 |
|  | 5462 | 08/21/2025 | MSI | E.ON SE | &nbsp;&nbsp; 0 | (1) |
|  | 24332 | 08/21/2025 | GST | E.ON SE | &nbsp;&nbsp; 0 | (516) |
| USD | 189266 | 08/21/2025 | MSI | Eaton Corp. PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3479 |
|  | 1495 | 08/21/2025 | GST | Eaton Corp. PLC | &nbsp;&nbsp; 0 | (44) |
|  | 1792 | 08/21/2025 | JPM | Eaton Corp. PLC | &nbsp;&nbsp; 0 | (131) |
|  | 2134 | 08/21/2025 | GST | eBay, Inc. | &nbsp;&nbsp; 0 | (343) |
| EUR | 76586 | 08/21/2025 | MSI | EDP Renovaveis SA | &nbsp;&nbsp; 0 | (294) |
|  | 29454 | 08/21/2025 | GST | EDP Renovaveis SA | &nbsp;&nbsp; 0 | (321) |
| USD | 28620 | 08/21/2025 | GST | Electronic Arts, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 715 |
|  | 461 | 08/21/2025 | JPM | Electronic Arts, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 2231 | 08/21/2025 | MSI | Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(56) |
|  | 1659 | 08/21/2025 | GST | Elevance Health, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (40) |
|  | 42958 | 08/21/2025 | MSI | elf Beauty, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5761 |
| EUR | 430 | 08/21/2025 | JPM | Elis SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5) |
|  | 3985 | 08/21/2025 | MSI | Elis SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (53) |
|  | 171415 | 08/21/2025 | GST | Elis SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3740) |
| USD | 2213 | 08/21/2025 | JPM | EMCOR Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (297) |
|  | 193994 | 08/21/2025 | MSI | Emerson Electric Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1862 |
| CHF | 28321 | 08/21/2025 | GST | Emmi AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 494 |
|  | 14267 | 08/21/2025 | JPM | Emmi AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 339 |
| CAD | 41981 | 08/21/2025 | MSI | Enbridge, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (574) |
|  | 68145 | 08/21/2025 | GST | Enbridge, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1926) |
| EUR | 176805 | 08/21/2025 | GST | Enel SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 503 |
|  | 373056 | 08/21/2025 | JPM | Enel SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (15772) |
| USD | 62897 | 08/21/2025 | MSI | Energy Select Sector SPDR Fund | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (766) |
|  | 195321 | 08/21/2025 | GST | Energy Select Sector SPDR Fund | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4913) |
|  | 5112 | 08/21/2025 | JPM | Energy Transfer LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (84) |
|  | 50958 | 08/21/2025 | MSI | Energy Transfer LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1304) |
|  | 30273 | 08/21/2025 | GST | Energy Transfer LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1405) |
| SEK | 7409 | 08/21/2025 | JPM | Engcon AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1190 |
|  | 16994 | 08/21/2025 | GST | Engcon AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 481 |
|  | 1025 | 08/21/2025 | MSI | Engcon AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 168 |
| EUR | 99583 | 08/21/2025 | GST | Eni SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5098) |
| HKD | 22342 | 08/21/2025 | JPM | ENN Energy Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (16) |
|  | 32232 | 08/21/2025 | MSI | ENN Energy Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (505) |
| USD | 13114 | 08/21/2025 | JPM | Entegris, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 717 |
| SEK | 114663 | 08/21/2025 | GST | EQT AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3312 |
|  | 18430 | 08/21/2025 | MSI | EQT AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 472 |
|  | 84191 | 08/21/2025 | JPM | EQT AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (154) |
| USD | 265011 | 08/21/2025 | GST | EQT Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1159 |
|  | 161344 | 08/21/2025 | MSI | EQT Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11597) |
|  | 248124 | 08/21/2025 | MSI | Equifax, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 16542 |
|  | 218757 | 08/21/2025 | GST | Equifax, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5914 |
|  | 79708 | 08/21/2025 | GST | Equinix, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 406 |
|  | 56997 | 08/21/2025 | MSI | Equinix, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1891) |
| NOK | 107482 | 08/21/2025 | GST | Equinor ASA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1936 |
| USD | 37474 | 08/21/2025 | GST | Equinor ASA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 420 |
|  | 2248 | 08/21/2025 | GST | Equitable Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 40 |
|  | 7318 | 08/21/2025 | GST | Equitable Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (129) |
|  | 68390 | 08/21/2025 | MSI | Equitable Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (660) |
| EUR | 191976 | 08/21/2025 | MSI | Erste Group Bank AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 15851 |
|  | 217521 | 08/21/2025 | GST | Erste Group Bank AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11759 |
|  | 6893 | 08/21/2025 | JPM | Erste Group Bank AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 704 |
| USD | 46154 | 08/21/2025 | MSI | Essent Group Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 206 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 18634 | 08/21/2025 | MSI | Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$197 |
| EUR | 1688 | 08/21/2025 | MSI | EssilorLuxottica SA | &nbsp;&nbsp; 0 | (119) |
|  | 39118 | 08/21/2025 | GST | EssilorLuxottica SA | &nbsp;&nbsp; 0 | (2184) |
|  | 44097 | 08/21/2025 | JPM | EssilorLuxottica SA | &nbsp;&nbsp; 0 | (3931) |
|  | 483754 | 08/21/2025 | MSI | EU Defense Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3347 |
| USD | 18790 | 08/21/2025 | GST | Euronet Worldwide, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 714 |
|  | 1696 | 08/21/2025 | JPM | Euronet Worldwide, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 141 |
|  | 2596 | 08/21/2025 | MSI | Euronet Worldwide, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 69 |
|  | 209380 | 08/21/2025 | GST | Evercore, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5633 |
|  | 139233 | 08/21/2025 | MSI | Evercore, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3808 |
|  | 189421 | 08/21/2025 | MSI | Everest Group Ltd. | &nbsp;&nbsp; 0 | (2657) |
|  | 7804 | 08/21/2025 | GST | Evergy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 197 |
| EUR | 22748 | 08/21/2025 | GST | Evotec SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 584 |
|  | 32410 | 08/21/2025 | MSI | Evotec SE | &nbsp;&nbsp; 0 | (1253) |
| USD | 28871 | 08/21/2025 | GST | Exact Sciences Corp. | &nbsp;&nbsp; 0 | (842) |
|  | 68980 | 08/21/2025 | MSI | Excelerate Energy, Inc. | &nbsp;&nbsp; 0 | (2033) |
|  | 994 | 08/21/2025 | JPM | ExlService Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 39 |
|  | 9646 | 08/21/2025 | MSI | ExlService Holdings, Inc. | &nbsp;&nbsp; 0 | (473) |
|  | 27524 | 08/21/2025 | GST | ExlService Holdings, Inc. | &nbsp;&nbsp; 0 | (489) |
| EUR | 14365 | 08/21/2025 | GST | Exosens SAS | &nbsp;&nbsp; 0 | (1322) |
| USD | 54597 | 08/21/2025 | GST | Expand Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2927 |
|  | 20509 | 08/21/2025 | MSI | Expand Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 342 |
|  | 289552 | 08/21/2025 | JPM | Expand Energy Corp. | &nbsp;&nbsp; 0 | (10104) |
| GBP | 11034 | 08/21/2025 | GST | Experian PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 153 |
| USD | 62713 | 08/21/2025 | GST | Exxon Mobil Corp. | &nbsp;&nbsp; 0 | (1034) |
|  | 69961 | 08/21/2025 | MSI | Exxon Mobil Corp. | &nbsp;&nbsp; 0 | (2159) |
|  | 2101 | 08/21/2025 | GST | F5, Inc. | &nbsp;&nbsp; 0 | (93) |
| SEK | 151124 | 08/21/2025 | GST | Fabege AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4085 |
|  | 117764 | 08/21/2025 | MSI | Fabege AB | &nbsp;&nbsp; 0 | (917) |
| USD | 12963 | 08/21/2025 | MSI | Fabrinet | &nbsp;&nbsp; 0 | (957) |
|  | 57567 | 08/21/2025 | GST | Fabrinet | &nbsp;&nbsp; 0 | (2647) |
|  | 18653 | 08/21/2025 | MSI | FactSet Research Systems, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1329 |
|  | 3808 | 08/21/2025 | GST | FactSet Research Systems, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 182 |
|  | 220477 | 08/21/2025 | GST | Fair Isaac Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 13589 |
|  | 52750 | 08/21/2025 | MSI | Fair Isaac Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2465 |
| JPY | 401719 | 08/21/2025 | MSI | FANUC Corp. | &nbsp;&nbsp; 0 | (19786) |
|  | 10622 | 08/21/2025 | GST | Fast Retailing Co., Ltd. | &nbsp;&nbsp; 0 | (400) |
| SEK | 44003 | 08/21/2025 | GST | Fastighets AB Balder | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1890 |
|  | 7812 | 08/21/2025 | JPM | Fastighets AB Balder | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 365 |
|  | 7626 | 08/21/2025 | MSI | Fastighets AB Balder | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 264 |
| EUR | 508 | 08/21/2025 | GST | Ferrari NV | &nbsp;&nbsp; 0 | (61) |
|  | 10725 | 08/21/2025 | MSI | Ferrari NV | &nbsp;&nbsp; 0 | (969) |
| USD | 27122 | 08/21/2025 | MSI | Fidelity National Information Services, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 115 |
|  | 20229 | 08/21/2025 | GST | Fidelity National Information Services, Inc. | &nbsp;&nbsp; 0 | (218) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 15509 | 08/21/2025 | GST | Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(502) |
|  | 312669 | 08/21/2025 | MSI | Fifth Third Bancorp | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8792) |
|  | 1525190 | 08/21/2025 | MSI | Financial Select Sector SPDR Fund | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3632 |
| EUR | 164193 | 08/21/2025 | MSI | FinecoBank Banca Fineco SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1093 |
|  | 166082 | 08/21/2025 | GST | FinecoBank Banca Fineco SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 877 |
| USD | 14786 | 08/21/2025 | MSI | First Solar, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 241 |
|  | 9561 | 08/21/2025 | JPM | First Solar, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 126 |
|  | 1948 | 08/21/2025 | JPM | First Solar, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (26) |
|  | 49576 | 08/21/2025 | GST | First Solar, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1001) |
|  | 7803 | 08/21/2025 | MSI | FirstEnergy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (440) |
|  | 11461 | 08/21/2025 | GST | FirstEnergy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (455) |
|  | 44398 | 08/21/2025 | JPM | FirstEnergy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2968) |
| ZAR | 8883 | 08/21/2025 | GST | FirstRand Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (174) |
| USD | 28290 | 08/21/2025 | GST | Fiserv, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3975 |
|  | 35695 | 08/21/2025 | MSI | Fiserv, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3739 |
|  | 81924 | 08/21/2025 | JPM | Fiserv, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1339 |
|  | 184712 | 08/21/2025 | MSI | Five Below, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4914 |
|  | 62456 | 08/21/2025 | GST | Flex Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4008) |
|  | 2535 | 08/21/2025 | GST | Floor & Decor Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6 |
| EUR | 31690 | 08/21/2025 | JPM | Fluidra SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (121) |
|  | 23108 | 08/21/2025 | MSI | Fluidra SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (601) |
|  | 76303 | 08/21/2025 | GST | Fluidra SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1123) |
| USD | 10330 | 08/21/2025 | GST | FormFactor, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2091 |
| AUD | 10421 | 08/21/2025 | JPM | Fortescue Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (888) |
| USD | 13545 | 08/21/2025 | JPM | Fortinet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 857 |
|  | 10052 | 08/21/2025 | GST | Fortinet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 662 |
|  | 7030 | 08/21/2025 | MSI | Fortinet, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 337 |
|  | 39717 | 08/21/2025 | GST | Fox Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (208) |
|  | 3706 | 08/21/2025 | GST | Freeport-McMoRan, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 406 |
|  | 12501 | 08/21/2025 | MSI | Freeport-McMoRan, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 336 |
|  | 6222 | 08/21/2025 | GST | Freeport-McMoRan, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 55 |
| GBP | 37638 | 08/21/2025 | GST | Fresnillo PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 384 |
| EUR | 9655 | 08/21/2025 | JPM | FUCHS SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (724) |
|  | 69601 | 08/21/2025 | GST | FUCHS SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3883) |
| JPY | 50796 | 08/21/2025 | GST | Fujikura Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10521 |
|  | 8082 | 08/21/2025 | GST | Fujitsu Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (271) |
|  | 244275 | 08/21/2025 | MSI | Fukuoka Financial Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5590 |
| CHF | 98325 | 08/21/2025 | JPM | Galderma Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4675 |
|  | 20426 | 08/21/2025 | GST | Galderma Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 139 |
|  | 1742 | 08/21/2025 | GST | Galderma Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (12) |
|  | 761 | 08/21/2025 | JPM | Galderma Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (36) |
| EUR | 41335 | 08/21/2025 | GST | Galp Energia SGPS SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1346 |
| USD | 7483 | 08/21/2025 | JPM | Gambling.com Group Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 803 |
| GBP | 27246 | 08/21/2025 | GST | Gamma Communications PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 301 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 55790 | 08/21/2025 | GST | Gartner, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2283 |
|  | 8277 | 08/21/2025 | MSI | Gartner, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 488 |
|  | 67909 | 08/21/2025 | GST | GE Vernova, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11326 |
|  | 35815 | 08/21/2025 | MSI | GE Vernova, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6444 |
|  | 566 | 08/21/2025 | GST | GE Vernova, Inc. | &nbsp;&nbsp; 0 | (94) |
|  | 2798 | 08/21/2025 | MSI | GE Vernova, Inc. | &nbsp;&nbsp; 0 | (503) |
| EUR | 29913 | 08/21/2025 | GST | Gecina SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1051 |
|  | 9385 | 08/21/2025 | JPM | Gecina SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 499 |
| HKD | 1989 | 08/21/2025 | MSI | Geely Automobile Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 66 |
| USD | 11829 | 08/21/2025 | GST | General Electric Co. | &nbsp;&nbsp; 0 | (370) |
| EUR | 307628 | 08/21/2025 | MSI | Generali | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 14897 |
|  | 86537 | 08/21/2025 | GST | Generali | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2453 |
| USD | 23888 | 08/21/2025 | GST | Genius Sports Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 367 |
|  | 6960 | 08/21/2025 | GST | Genpact Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 132 |
|  | 838 | 08/21/2025 | MSI | Genpact Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1 |
| GBP | 84934 | 08/21/2025 | MSI | Genuit Group PLC | &nbsp;&nbsp; 0 | (504) |
|  | 21844 | 08/21/2025 | GST | Genuit Group PLC | &nbsp;&nbsp; 0 | (790) |
|  | 35834 | 08/21/2025 | MSI | Genus PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 797 |
|  | 2233 | 08/21/2025 | GST | Genus PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 34 |
| CHF | 14070 | 08/21/2025 | GST | Georg Fischer AG | &nbsp;&nbsp; 0 | (230) |
| EUR | 24667 | 08/21/2025 | GST | Gerresheimer AG | &nbsp;&nbsp; 0 | (125) |
| USD | 3032 | 08/21/2025 | GST | Gilead Sciences, Inc. | &nbsp;&nbsp; 0 | (112) |
|  | 1158 | 08/21/2025 | MSI | Gitlab, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 25 |
|  | 559 | 08/21/2025 | JPM | Gitlab, Inc. | &nbsp;&nbsp; 0 | (33) |
|  | 34633 | 08/21/2025 | GST | Gitlab, Inc. | &nbsp;&nbsp; 0 | (856) |
| CHF | 67345 | 08/21/2025 | GST | Givaudan SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7494 |
|  | 4690 | 08/21/2025 | MSI | Givaudan SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 460 |
| GBP | 43577 | 08/21/2025 | GST | Glencore PLC | &nbsp;&nbsp; 0 | (953) |
| USD | 162219 | 08/21/2025 | GST | Global Payments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2399 |
|  | 28163 | 08/21/2025 | GST | GLOBALFOUNDRIES, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2214 |
|  | 3865 | 08/21/2025 | MSI | GLOBALFOUNDRIES, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 276 |
|  | 662 | 08/21/2025 | JPM | GLOBALFOUNDRIES, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 27 |
|  | 1946 | 08/21/2025 | JPM | Globant SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8 |
|  | 11838 | 08/21/2025 | MSI | GoDaddy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 366 |
|  | 1329 | 08/21/2025 | GST | GoDaddy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 37 |
| EUR | 104556 | 08/21/2025 | GST | Goldman Sachs EUR Volatility Carry Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2276 |
| USD | 288020 | 08/21/2025 | GST | Goldman Sachs FV Weekly Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1443 |
|  | 1491953 | 08/21/2025 | MSI | Goldman Sachs Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 28309 |
|  | 264643 | 08/21/2025 | JPM | Goldman Sachs Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3085 |
|  | 134724 | 08/21/2025 | GST | Goldman Sachs TY Weekly Vol Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 192 |
|  | 93625 | 08/21/2025 | GST | Goldman Sachs USD rates Volume RV Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 227 |
|  | 2247 | 08/21/2025 | GST | Grab Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 193 |
| GBP | 47803 | 08/21/2025 | GST | Grainger PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1084 |
|  | 7979 | 08/21/2025 | JPM | Grainger PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 106 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| GBP | 8649 | 08/21/2025 | GST | Great Portland Estates PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$240 |
|  | 25168 | 08/21/2025 | GST | Greggs PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2182 |
|  | 1393 | 08/21/2025 | MSI | Greggs PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 126 |
|  | 1184 | 08/21/2025 | JPM | Greggs PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 87 |
| EUR | 7434 | 08/21/2025 | MSI | Grenke AG | &nbsp;&nbsp; 0 | (225) |
| MXN | 7262 | 08/21/2025 | GST | Grupo Carso SAB de CV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 282 |
| AUD | 812011 | 08/21/2025 | GST | GS Australia Banks | &nbsp;&nbsp; 0 | (14967) |
| USD | 2225 | 08/21/2025 | GST | Guidewire Software, Inc. | &nbsp;&nbsp; 0 | (37) |
| SEK | 45656 | 08/21/2025 | GST | H & M Hennes & Mauritz AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2870 |
|  | 33044 | 08/21/2025 | JPM | H & M Hennes & Mauritz AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1312 |
| USD | 135247 | 08/21/2025 | MSI | HA Sustainable Infrastructure Capital, Inc. | &nbsp;&nbsp; 0 | (3163) |
| JPY | 49636 | 08/21/2025 | MSI | Hachijuni Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2524 |
| GBP | 114217 | 08/21/2025 | GST | Haleon PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1585 |
|  | 4280 | 08/21/2025 | JPM | Haleon PLC | &nbsp;&nbsp; 0 | (78) |
|  | 3977 | 08/21/2025 | MSI | Haleon PLC | &nbsp;&nbsp; 0 | (90) |
| USD | 31238 | 08/21/2025 | MSI | Halliburton Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 505 |
|  | 50141 | 08/21/2025 | GST | Halliburton Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 279 |
|  | 46643 | 08/21/2025 | MSI | Hamilton Insurance Group Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1602 |
|  | 7806 | 08/21/2025 | MSI | Hanmi Semiconductor Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 140 |
|  | 8499 | 08/21/2025 | GST | Hanmi Semiconductor Co. Ltd. | &nbsp;&nbsp; 0 | (141) |
| EUR | 181283 | 08/21/2025 | GST | Hannover Rueck SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 884 |
|  | 42985 | 08/21/2025 | MSI | Hannover Rueck SE | &nbsp;&nbsp; 0 | (560) |
| SEK | 49400 | 08/21/2025 | GST | Haypp Group AB | &nbsp;&nbsp; 0 | (1234) |
| USD | 34043 | 08/21/2025 | GST | Hayward Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2393 |
| CAD | 29447 | 08/21/2025 | MSI | Headwater Exploration, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1385 |
| EUR | 19457 | 08/21/2025 | JPM | Heidelberg Materials AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 204 |
|  | 84266 | 08/21/2025 | GST | Heidelberger Cement AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1410 |
|  | 22431 | 08/21/2025 | GST | Hensoldt AG | &nbsp;&nbsp; 0 | (1243) |
|  | 79006 | 08/21/2025 | GST | Hermes International SCA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6373 |
|  | 14045 | 08/21/2025 | JPM | Hermes International SCA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1488 |
|  | 5570 | 08/21/2025 | MSI | Hermes International SCA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 595 |
| SEK | 7079 | 08/21/2025 | MSI | Hexpol AB | &nbsp;&nbsp; 0 | (613) |
|  | 18036 | 08/21/2025 | GST | Hexpol AB | &nbsp;&nbsp; 0 | (753) |
| USD | 56568 | 08/21/2025 | MSI | HF Sinclair Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 413 |
|  | 58036 | 08/21/2025 | GST | HF Sinclair Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 386 |
|  | 14946 | 08/21/2025 | JPM | HF Sinclair Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 138 |
|  | 5197 | 08/21/2025 | JPM | HighPeak Energy, Inc. | &nbsp;&nbsp; 0 | (117) |
|  | 3138 | 08/21/2025 | MSI | HighPeak Energy, Inc. | &nbsp;&nbsp; 0 | (381) |
| GBP | 2723 | 08/21/2025 | GST | Hikma Pharmaceuticals PLC | &nbsp;&nbsp; 0 | (50) |
|  | 49516 | 08/21/2025 | JPM | Hikma Pharmaceuticals PLC | &nbsp;&nbsp; 0 | (487) |
|  | 23734 | 08/21/2025 | GST | Hill & Smith Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 412 |
|  | 10129 | 08/21/2025 | MSI | Hill & Smith PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 578 |
| USD | 3521 | 08/21/2025 | JPM | Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 36 |
|  | 6972 | 08/21/2025 | JPM | Hims & Hers Health, Inc. | &nbsp;&nbsp; 0 | (2557) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 18516 | 08/21/2025 | GST | Hims & Hers Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(7228) |
| GBP | 37618 | 08/21/2025 | MSI | Hiscox Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1427 |
|  | 177906 | 08/21/2025 | GST | Hiscox Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1385) |
| JPY | 9215 | 08/21/2025 | GST | Hitachi Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (457) |
| HKD | 844843 | 08/21/2025 | MSI | HK Real Estate Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 38297 |
| JPY | 193515 | 08/21/2025 | GST | Hokuhoku Financial Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5716 |
|  | 30832 | 08/21/2025 | JPM | Hokuhoku Financial Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4242 |
|  | 65570 | 08/21/2025 | MSI | Hokuhoku Financial Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3175 |
| CHF | 28712 | 08/21/2025 | JPM | Holcim AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1781 |
|  | 50145 | 08/21/2025 | GST | Holcim AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 454 |
| USD | 8009 | 08/21/2025 | GST | Home Depot, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (76) |
|  | 20920 | 08/21/2025 | GST | Hon Hai Precision Industry Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1078) |
|  | 27568 | 08/21/2025 | JPM | Hon Hai Precision Industry Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1785) |
| HKD | 1960 | 08/21/2025 | MSI | Hong Kong Exchanges & Clearing Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11 |
| USD | 3064 | 08/21/2025 | JPM | Howmet Aerospace, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8 |
| JPY | 33502 | 08/21/2025 | GST | Hoya Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1999 |
| GBP | 88147 | 08/21/2025 | MSI | HSBC Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1865 |
|  | 38852 | 08/21/2025 | GST | HSBC Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 776 |
| USD | 2187 | 08/21/2025 | GST | HubSpot, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 108 |
|  | 9520 | 08/21/2025 | MSI | HubSpot, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (167) |
|  | 18591 | 08/21/2025 | GST | HubSpot, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (922) |
|  | 64962 | 08/21/2025 | JPM | HubSpot, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4163) |
| SEK | 39362 | 08/21/2025 | GST | Hufvudstaden AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1045 |
| USD | 263261 | 08/21/2025 | GST | Huntington Bancshares, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5951 |
|  | 390127 | 08/21/2025 | MSI | Huntington Bancshares, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5320 |
|  | 2799 | 08/21/2025 | GST | Hyatt Hotels Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 120 |
|  | 728 | 08/21/2025 | JPM | Hyatt Hotels Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 23 |
| CAD | 305105 | 08/21/2025 | MSI | iA Financial Corp., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (17743) |
| EUR | 195885 | 08/21/2025 | GST | Iberdrola SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 272 |
|  | 91214 | 08/21/2025 | JPM | Iberdrola SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (821) |
| JPY | 32419 | 08/21/2025 | JPM | Ibiden Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10 |
| EUR | 9093 | 08/21/2025 | JPM | ICADE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 362 |
|  | 2561 | 08/21/2025 | MSI | ICADE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (33) |
|  | 37845 | 08/21/2025 | GST | ICADE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (453) |
| GBP | 563352 | 08/21/2025 | MSI | ICG PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5477 |
| USD | 55266 | 08/21/2025 | JPM | IDACORP, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4266 |
|  | 44367 | 08/21/2025 | GST | IDACORP, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1504 |
|  | 18759 | 08/21/2025 | MSI | IDACORP, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 667 |
| GBP | 60030 | 08/21/2025 | GST | IMI PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 789 |
| EUR | 73743 | 08/21/2025 | GST | Immobiliare Grande Distribuzione SIIQ SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3328 |
| ZAR | 15244 | 08/21/2025 | GST | Impala Platinum Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1373) |
| GBP | 174571 | 08/21/2025 | GST | Imperial Brands PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1472 |
|  | 3731 | 08/21/2025 | JPM | Imperial Brands PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 135 |
|  | 7272 | 08/21/2025 | MSI | Imperial Brands PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 132 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| GBP | 237 | 08/21/2025 | GST | Imperial Brands PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2) |
|  | 2526 | 08/21/2025 | JPM | Imperial Brands PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (91) |
| CAD | 9119 | 08/21/2025 | MSI | Imperial Oil Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (227) |
| USD | 8557 | 08/21/2025 | JPM | Impinj, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3191) |
| EUR | 7819 | 08/21/2025 | GST | Industria de Diseno Textil SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 69 |
| USD | 1264285 | 08/21/2025 | MSI | Industrial Select Sector SPDR Fund | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5338 |
| SEK | 34123 | 08/21/2025 | JPM | Indutrade AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2625 |
|  | 64296 | 08/21/2025 | GST | Indutrade AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2208 |
|  | 2146 | 08/21/2025 | MSI | Indutrade AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 91 |
| EUR | 221704 | 08/21/2025 | GST | Infineon Technologies AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 20965 |
| USD | 6360 | 08/21/2025 | MSI | Infinity Natural Resources, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 68 |
|  | 12625 | 08/21/2025 | GST | Infinity Natural Resources, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (869) |
| GBP | 44 | 08/21/2025 | GST | Informa PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2) |
|  | 2433 | 08/21/2025 | JPM | Informa PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (158) |
| EUR | 545390 | 08/21/2025 | GST | ING Groep NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 21101 |
|  | 51153 | 08/21/2025 | MSI | ING Groep NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2711 |
|  | 53911 | 08/21/2025 | GST | ING Groep NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2086) |
|  | 89641 | 08/21/2025 | MSI | ING Groep NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4751) |
| USD | 24672 | 08/21/2025 | JPM | Innovex International, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1190 |
|  | 25851 | 08/21/2025 | MSI | Innovex International, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 947 |
|  | 8317 | 08/21/2025 | GST | Innovex International, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (369) |
| EUR | 61408 | 08/21/2025 | GST | InPost SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1506 |
|  | 25299 | 08/21/2025 | MSI | InPost SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 704 |
|  | 21386 | 08/21/2025 | JPM | InPost SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 599 |
| USD | 301 | 08/21/2025 | JPM | Insperity, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3 |
|  | 8074 | 08/21/2025 | GST | Insperity, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (327) |
|  | 5256 | 08/21/2025 | GST | Inspire Medical Systems, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 25 |
| CAD | 162053 | 08/21/2025 | MSI | Intact Financial Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7032 |
| USD | 10281 | 08/21/2025 | GST | Intel Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1529 |
|  | 265767 | 08/21/2025 | MSI | Interactive Brokers Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11880 |
|  | 46996 | 08/21/2025 | GST | Interactive Brokers Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2698 |
|  | 353287 | 08/21/2025 | MSI | Intercontinental Exchange, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9904 |
|  | 258954 | 08/21/2025 | GST | Intercontinental Exchange, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2581 |
|  | 96953 | 08/21/2025 | JPM | Intercontinental Exchange, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1931 |
| GBP | 31912 | 08/21/2025 | MSI | InterContinental Hotels Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 61 |
|  | 2710 | 08/21/2025 | JPM | InterContinental Hotels Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (20) |
|  | 17834 | 08/21/2025 | GST | InterContinental Hotels Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (230) |
| EUR | 21281 | 08/21/2025 | GST | Intercos SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 634 |
| GBP | 32552 | 08/21/2025 | GST | Intermediate Capital Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (39) |
|  | 3611 | 08/21/2025 | JPM | Intermediate Capital Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (424) |
| USD | 78591 | 08/21/2025 | MSI | International Business Machines Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8215 |
|  | 104440 | 08/21/2025 | GST | International Business Machines Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7483 |
|  | 55030 | 08/21/2025 | GST | Interpublic Group of Cos., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1329 |
| EUR | 35974 | 08/21/2025 | GST | Intesa Sanpaolo SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2542) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 71309 | 08/21/2025 | JPM | Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$138 |
|  | 10187 | 08/21/2025 | JPM | Intuit, Inc. | &nbsp;&nbsp; 0 | (20) |
|  | 42003 | 08/21/2025 | GST | Intuit, Inc. | &nbsp;&nbsp; 0 | (1179) |
|  | 8258 | 08/21/2025 | GST | Intuitive Surgical, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 560 |
|  | 38709 | 08/21/2025 | GST | Intuitive Surgical, Inc. | &nbsp;&nbsp; 0 | (2627) |
|  | 72930 | 08/21/2025 | MSI | Invesco QQQ Trust | &nbsp;&nbsp; 0 | (1086) |
|  | 1619871 | 08/21/2025 | MSI | Invesco Senior Loan ETF | &nbsp;&nbsp; 0 | (6168) |
| EUR | 108617 | 08/21/2025 | GST | IONOS Group SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1416 |
|  | 4977 | 08/21/2025 | MSI | IONOS Group SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 96 |
| USD | 2893 | 08/21/2025 | JPM | IonQ, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 341 |
|  | 388392 | 08/21/2025 | MSI | iPath Series B S&P 500 VIX Short-Term Futures ETN | &nbsp;&nbsp; 0 | (882) |
| EUR | 3378 | 08/21/2025 | MSI | IPSOS SA | &nbsp;&nbsp; 0 | (221) |
|  | 7773 | 08/21/2025 | JPM | IPSOS SA | &nbsp;&nbsp; 0 | (644) |
|  | 58560 | 08/21/2025 | GST | IPSOS SA | &nbsp;&nbsp; 0 | (2178) |
| USD | 471616 | 08/21/2025 | MSI | iShares 20+ Year Treasury Bond ETF | &nbsp;&nbsp; 0 | (10182) |
|  | 63759 | 08/21/2025 | MSI | iShares Expanded Tech-Software Sector ETF | &nbsp;&nbsp; 0 | (1562) |
|  | 3810532 | 08/21/2025 | MSI | iShares iBoxx $ Investment Grade Corporate Bond ETF | &nbsp;&nbsp; 0 | (30140) |
|  | 1290432 | 08/21/2025 | MSI | iShares JP Morgan USD Emerging Markets Bond ETF | &nbsp;&nbsp; 0 | (19035) |
|  | 664582 | 08/21/2025 | MSI | iShares MSCI Brazil ETF | &nbsp;&nbsp; 0 | (9381) |
|  | 1425661 | 08/21/2025 | MSI | iShares MSCI Canada ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3271 |
|  | 296213 | 08/21/2025 | MSI | iShares Russell 2000 ETF | &nbsp;&nbsp; 0 | (3766) |
|  | 32350 | 08/21/2025 | GST | iShares Semiconductor ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 907 |
|  | 25365 | 08/21/2025 | MSI | iShares Semiconductor ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 642 |
|  | 75454 | 08/21/2025 | JPM | iShares Semiconductor ETF | &nbsp;&nbsp; 0 | (395) |
|  | 41963 | 08/21/2025 | MSI | IsuPetasys Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3124 |
| EUR | 47003 | 08/21/2025 | GST | Italgas SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 240 |
| USD | 46718 | 08/21/2025 | MSI | Jabil, Inc. | &nbsp;&nbsp; 0 | (1040) |
|  | 15033 | 08/21/2025 | GST | Jack Henry & Associates, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 599 |
|  | 7040 | 08/21/2025 | JPM | Jack Henry & Associates, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 417 |
|  | 1400 | 08/21/2025 | MSI | Jack Henry & Associates, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 42 |
|  | 29516 | 08/21/2025 | MSI | James Hardie Industries PLC | &nbsp;&nbsp; 0 | (722) |
| JPY | 10144 | 08/21/2025 | JPM | Japan Exchange Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 47 |
|  | 82034 | 08/21/2025 | MSI | Japan Exchange Group, Inc. | &nbsp;&nbsp; 0 | (77) |
| HKD | 36900 | 08/21/2025 | JPM | JD.com, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 562 |
| EUR | 28576 | 08/21/2025 | GST | Jenoptik AG | &nbsp;&nbsp; 0 | (2005) |
|  | 6541 | 08/21/2025 | MSI | Jeronimo Martins SGPS SA | &nbsp;&nbsp; 0 | (327) |
|  | 102923 | 08/21/2025 | GST | Jeronimo Martins SGPS SA | &nbsp;&nbsp; 0 | (2488) |
| SEK | 19013 | 08/21/2025 | GST | JM AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 166 |
| CHF | 207844 | 08/21/2025 | MSI | Julius Baer Group Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1905 |
|  | 55462 | 08/21/2025 | GST | Julius Baer Group Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1557 |
| EUR | 406228 | 08/21/2025 | GST | KBC Group NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10428 |
|  | 193555 | 08/21/2025 | MSI | KBC Group NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4530 |
|  | 1249 | 08/21/2025 | JPM | KBC Group NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 37 |
| JPY | 61689 | 08/21/2025 | MSI | Keiyo Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2686 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| JPY | 85892 | 08/21/2025 | GST | Keiyo Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1051 |
|  | 16146 | 08/21/2025 | JPM | Keiyo Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 981 |
| CAD | 108226 | 08/21/2025 | MSI | Kelt Exploration Ltd. | &nbsp;&nbsp; 0 | (4442) |
| EUR | 19437 | 08/21/2025 | JPM | Kering SA | &nbsp;&nbsp; 0 | (452) |
|  | 45178 | 08/21/2025 | GST | Kering SA | &nbsp;&nbsp; 0 | (509) |
|  | 5940 | 08/21/2025 | MSI | Kering SA | &nbsp;&nbsp; 0 | (550) |
|  | 56618 | 08/21/2025 | GST | Kerry Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5454 |
|  | 11135 | 08/21/2025 | JPM | Kerry Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1240 |
|  | 2002 | 08/21/2025 | MSI | Kerry Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 212 |
|  | 16078 | 08/21/2025 | JPM | Kesko Oyj | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1425 |
|  | 16121 | 08/21/2025 | GST | Kesko Oyj | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 694 |
| USD | 474384 | 08/21/2025 | GST | KeyCorp | &nbsp;&nbsp; 0 | (9342) |
|  | 224397 | 08/21/2025 | MSI | KeyCorp | &nbsp;&nbsp; 0 | (9375) |
| JPY | 7450 | 08/21/2025 | GST | Keyence Corp. | &nbsp;&nbsp; 0 | (20) |
|  | 287529 | 08/21/2025 | GST | Keyence Corp. | &nbsp;&nbsp; 0 | (21089) |
| USD | 25215 | 08/21/2025 | MSI | Kimbell Royalty Partners LP | &nbsp;&nbsp; 0 | (1209) |
|  | 68275 | 08/21/2025 | JPM | Kinder Morgan, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 651 |
|  | 65897 | 08/21/2025 | MSI | Kinder Morgan, Inc. | &nbsp;&nbsp; 0 | (886) |
|  | 96891 | 08/21/2025 | GST | Kinder Morgan, Inc. | &nbsp;&nbsp; 0 | (3395) |
| EUR | 32114 | 08/21/2025 | GST | Kinepolis Group NV | &nbsp;&nbsp; 0 | (522) |
| USD | 166468 | 08/21/2025 | GST | Kinetik Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7399 |
|  | 36611 | 08/21/2025 | JPM | Kinetik Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 522 |
|  | 4448 | 08/21/2025 | JPM | Kinetik Holdings, Inc. | &nbsp;&nbsp; 0 | (63) |
|  | 1481 | 08/21/2025 | GST | Kinetik Holdings, Inc. | &nbsp;&nbsp; 0 | (81) |
| EUR | 56065 | 08/21/2025 | GST | KION Group AG | &nbsp;&nbsp; 0 | (2558) |
| USD | 648810 | 08/21/2025 | MSI | KKR & Co., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 33959 |
|  | 252484 | 08/21/2025 | JPM | KKR & Co., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10481 |
|  | 293321 | 08/21/2025 | GST | KKR & Co., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4676 |
|  | 10388 | 08/21/2025 | GST | KKR & Co., Inc. | &nbsp;&nbsp; 0 | (166) |
|  | 76365 | 08/21/2025 | GST | KLA Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4285 |
|  | 45890 | 08/21/2025 | MSI | KLA Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2818 |
|  | 53452 | 08/21/2025 | GST | KLA Corp. | &nbsp;&nbsp; 0 | (3348) |
| EUR | 21089 | 08/21/2025 | GST | Klepierre SA | &nbsp;&nbsp; 0 | (459) |
|  | 147916 | 08/21/2025 | MSI | Klepierre SA | &nbsp;&nbsp; 0 | (3971) |
| CZK | 27735 | 08/21/2025 | GST | Komercni Banka AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 83 |
| NOK | 18355 | 08/21/2025 | JPM | Kongsberg Gruppen ASA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2981 |
| USD | 7322 | 08/21/2025 | GST | KT Corp. | &nbsp;&nbsp; 0 | (215) |
|  | 12921 | 08/21/2025 | JPM | KT Corp. | &nbsp;&nbsp; 0 | (504) |
|  | 9086 | 08/21/2025 | MSI | KT Corp. | &nbsp;&nbsp; 0 | (506) |
| JPY | 214787 | 08/21/2025 | MSI | Kyoto Financial Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2029 |
| USD | 21874 | 08/21/2025 | GST | Lam Research Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1484 |
|  | 53977 | 08/21/2025 | JPM | Lam Research Corp. | &nbsp;&nbsp; 0 | (1815) |
|  | 81781 | 08/21/2025 | GST | Lam Research Corp. | &nbsp;&nbsp; 0 | (3348) |
|  | 191123 | 08/21/2025 | MSI | Lam Research Corp. | &nbsp;&nbsp; 0 | (11781) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 63696 | 08/21/2025 | JPM | Landbridge Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3501 |
|  | 40488 | 08/21/2025 | GST | Landbridge Co. LLC | &nbsp;&nbsp; 0 | (1681) |
|  | 36346 | 08/21/2025 | MSI | Landbridge Co., LLC | &nbsp;&nbsp; 0 | (667) |
|  | 24776 | 08/21/2025 | MSI | Largan Precision Co. Ltd. | &nbsp;&nbsp; 0 | (518) |
| JPY | 7778 | 08/21/2025 | GST | Lasertec Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 752 |
| USD | 55748 | 08/21/2025 | GST | Lattice Semiconductor Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2480 |
|  | 3333 | 08/21/2025 | MSI | Lattice Semiconductor Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 144 |
|  | 71202 | 08/21/2025 | GST | Lazard, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2745 |
|  | 159335 | 08/21/2025 | MSI | Lazard, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1211 |
| EUR | 96187 | 08/21/2025 | GST | Legrand SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3612 |
|  | 2054 | 08/21/2025 | MSI | Leonardo SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 26 |
| USD | 8107 | 08/21/2025 | GST | LG Energy Solution Ltd. | &nbsp;&nbsp; 0 | (1223) |
|  | 11924 | 08/21/2025 | MSI | LG Energy Solution Ltd. | &nbsp;&nbsp; 0 | (2346) |
|  | 29261 | 08/21/2025 | MSI | Liberty Media Corp.-Liberty Formula One | &nbsp;&nbsp; 0 | (160) |
|  | 139156 | 08/21/2025 | GST | Liberty Media Corp.-Liberty Formula One | &nbsp;&nbsp; 0 | (3383) |
| SEK | 20637 | 08/21/2025 | MSI | Lifco AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 458 |
|  | 13070 | 08/21/2025 | GST | Lifco AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 147 |
| USD | 39937 | 08/21/2025 | MSI | Life Time Group Holdings, Inc. | &nbsp;&nbsp; 0 | (1653) |
|  | 41911 | 08/21/2025 | MSI | Lightspeed Commerce, Inc. | &nbsp;&nbsp; 0 | (1978) |
| EUR | 221046 | 08/21/2025 | MSI | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1125 |
|  | 69823 | 08/21/2025 | GST | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | &nbsp;&nbsp; 0 | (155) |
| USD | 62788 | 08/21/2025 | JPM | Live Nation Entertainment, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 132 |
|  | 6426 | 08/21/2025 | GST | Live Nation Entertainment, Inc. | &nbsp;&nbsp; 0 | (75) |
| GBP | 681318 | 08/21/2025 | GST | Lloyds Banking Group PLC | &nbsp;&nbsp; 0 | (13023) |
|  | 2470 | 08/21/2025 | MSI | London Stock Exchange Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 360 |
|  | 659408 | 08/21/2025 | GST | London Stock Exchange Group PLC | &nbsp;&nbsp; 0 | (74910) |
| CHF | 42684 | 08/21/2025 | GST | Lonza Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 426 |
| EUR | 385987 | 08/21/2025 | GST | L'Oreal SA | &nbsp;&nbsp; 0 | (368) |
|  | 19703 | 08/21/2025 | JPM | L'Oreal SA | &nbsp;&nbsp; 0 | (775) |
|  | 42281 | 08/21/2025 | MSI | L'Oreal SA | &nbsp;&nbsp; 0 | (2298) |
|  | 39457 | 08/21/2025 | GST | L'Oreal SA | &nbsp;&nbsp; 0 | (2680) |
| USD | 26115 | 08/21/2025 | MSI | Louisiana-Pacific Corp. | &nbsp;&nbsp; 0 | (918) |
|  | 50809 | 08/21/2025 | GST | Lowe's Cos., Inc. | &nbsp;&nbsp; 0 | (612) |
|  | 140054 | 08/21/2025 | MSI | Lowe's Cos., Inc. | &nbsp;&nbsp; 0 | (5043) |
| PLN | 60813 | 08/21/2025 | GST | LPP SA | &nbsp;&nbsp; 0 | (3422) |
| USD | 36165 | 08/21/2025 | MSI | Lumentum Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5004 |
|  | 29802 | 08/21/2025 | GST | Lumentum Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1791 |
| EUR | 57189 | 08/21/2025 | GST | LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1580 |
|  | 5116 | 08/21/2025 | JPM | LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 156 |
|  | 1664 | 08/21/2025 | MSI | LVMH Moet Hennessy Louis Vuitton SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 25 |
| USD | 36246 | 08/21/2025 | GST | Lyft, Inc. | &nbsp;&nbsp; 0 | (1742) |
|  | 7451 | 08/21/2025 | GST | MACOM Technology Solutions Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 182 |
|  | 18083 | 08/21/2025 | JPM | MACOM Technology Solutions Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 118 |
|  | 5217 | 08/21/2025 | MSI | MACOM Technology Solutions Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 2169 | 08/21/2025 | GST | Madison Square Garden Entertainment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$128 |
|  | 1842 | 08/21/2025 | GST | Madison Square Garden Sports Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 23 |
|  | 7817 | 08/21/2025 | MSI | Magnolia Oil & Gas Corp. | &nbsp;&nbsp; 0 | (258) |
|  | 22278 | 08/21/2025 | GST | Magnolia Oil & Gas Corp. | &nbsp;&nbsp; 0 | (1161) |
|  | 72092 | 08/21/2025 | JPM | Magnolia Oil & Gas Corp. | &nbsp;&nbsp; 0 | (3774) |
| EUR | 1377 | 08/21/2025 | JPM | Maire SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 17 |
|  | 102694 | 08/21/2025 | GST | Maire Tecnimont SpA | &nbsp;&nbsp; 0 | (680) |
| CAD | 31668 | 08/21/2025 | GST | Manulife Financial Corp. | &nbsp;&nbsp; 0 | (842) |
|  | 111762 | 08/21/2025 | MSI | Manulife Financial Corp. | &nbsp;&nbsp; 0 | (3504) |
| EUR | 83792 | 08/21/2025 | GST | Mapfre SA | &nbsp;&nbsp; 0 | (2850) |
| USD | 28131 | 08/21/2025 | MSI | Maplebear, Inc. | &nbsp;&nbsp; 0 | (405) |
|  | 90804 | 08/21/2025 | GST | Maplebear, Inc. | &nbsp;&nbsp; 0 | (1963) |
|  | 60580 | 08/21/2025 | GST | Marathon Petroleum Corp. | &nbsp;&nbsp; 0 | (1524) |
|  | 96415 | 08/21/2025 | MSI | Marathon Petroleum Corp. | &nbsp;&nbsp; 0 | (2981) |
|  | 158606 | 08/21/2025 | JPM | Marathon Petroleum Corp. | &nbsp;&nbsp; 0 | (4414) |
|  | 9988 | 08/21/2025 | JPM | MarketAxess Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 740 |
|  | 44876 | 08/21/2025 | GST | MarketAxess Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 488 |
|  | 108860 | 08/21/2025 | MSI | Marriott International, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4384 |
|  | 102921 | 08/21/2025 | GST | Marriott International, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2930 |
| GBP | 27300 | 08/21/2025 | MSI | Marshalls PLC | &nbsp;&nbsp; 0 | (4199) |
| USD | 50872 | 08/21/2025 | JPM | Marvell Technology, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6271 |
|  | 26594 | 08/21/2025 | GST | Marvell Technology, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2661 |
|  | 19623 | 08/21/2025 | MSI | Marvell Technology, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2157 |
|  | 64074 | 08/21/2025 | GST | Marvell Technology, Inc. | &nbsp;&nbsp; 0 | (6411) |
|  | 274630 | 08/21/2025 | MSI | Mastercard, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8039 |
|  | 222415 | 08/21/2025 | GST | Mastercard, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4740 |
|  | 21583 | 08/21/2025 | JPM | Mastercard, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 510 |
|  | 2773 | 08/21/2025 | GST | Mastercard, Inc. | &nbsp;&nbsp; 0 | (59) |
|  | 77632 | 08/21/2025 | GST | Matador Resources Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 31 |
|  | 143857 | 08/21/2025 | JPM | Matador Resources Co. | &nbsp;&nbsp; 0 | (53) |
|  | 4411 | 08/21/2025 | JPM | MaxLinear, Inc. | &nbsp;&nbsp; 0 | (462) |
|  | 29063 | 08/21/2025 | MSI | McDonald's Corp. | &nbsp;&nbsp; 0 | (44) |
|  | 2134 | 08/21/2025 | GST | McKesson Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 53 |
| JPY | 239677 | 08/21/2025 | GST | Mebuki Financial Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9297 |
|  | 60746 | 08/21/2025 | MSI | Mebuki Financial Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3260 |
| USD | 60203 | 08/21/2025 | JPM | MediaTek, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1953 |
|  | 2713 | 08/21/2025 | MSI | MediaTek, Inc. | &nbsp;&nbsp; 0 | (119) |
|  | 7562 | 08/21/2025 | GST | MediaTek, Inc. | &nbsp;&nbsp; 0 | (464) |
| EUR | 8742 | 08/21/2025 | GST | Medincell SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 592 |
| CAD | 20232 | 08/21/2025 | MSI | MEG Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 694 |
| HKD | 9353 | 08/21/2025 | JPM | Meituan | &nbsp;&nbsp; 0 | (173) |
| USD | 14274 | 08/21/2025 | GST | MercadoLibre, Inc. | &nbsp;&nbsp; 0 | (31) |
|  | 7170 | 08/21/2025 | MSI | MercadoLibre, Inc. | &nbsp;&nbsp; 0 | (48) |
|  | 85037 | 08/21/2025 | JPM | MercadoLibre, Inc. | &nbsp;&nbsp; 0 | (4324) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| EUR | 70142 | 08/21/2025 | MSI | Mercedes-Benz Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3906 |
|  | 20317 | 08/21/2025 | GST | Mercedes-Benz Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 742 |
|  | 1172 | 08/21/2025 | JPM | Mercedes-Benz Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6 |
| USD | 2617 | 08/21/2025 | GST | Merck & Co., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 39 |
| EUR | 261622 | 08/21/2025 | GST | Merlin Properties Socimi SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11118 |
| USD | 59623 | 08/21/2025 | JPM | Meta Platforms, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4572 |
|  | 68920 | 08/21/2025 | MSI | Meta Platforms, Inc. | &nbsp;&nbsp; 0 | (5330) |
|  | 75802 | 08/21/2025 | GST | Meta Platforms, Inc. | &nbsp;&nbsp; 0 | (6183) |
|  | 32315 | 08/21/2025 | JPM | MGE Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 887 |
|  | 18190 | 08/21/2025 | MSI | MGE Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 98 |
|  | 10930 | 08/21/2025 | GST | Microchip Technology, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 926 |
|  | 11990 | 08/21/2025 | MSI | Microchip Technology, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 905 |
|  | 227034 | 08/21/2025 | GST | Micron Technology, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6462 |
|  | 30148 | 08/21/2025 | MSI | Micron Technology, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2753 |
|  | 16871 | 08/21/2025 | GST | Micron Technology, Inc. | &nbsp;&nbsp; 0 | (609) |
|  | 11531 | 08/21/2025 | MSI | Micron Technology, Inc. | &nbsp;&nbsp; 0 | (1053) |
|  | 26862 | 08/21/2025 | JPM | Micron Technology, Inc. | &nbsp;&nbsp; 0 | (2415) |
|  | 453721 | 08/21/2025 | MSI | Microsoft Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 24829 |
|  | 351941 | 08/21/2025 | GST | Microsoft Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 16174 |
|  | 5973 | 08/21/2025 | JPM | Microsoft Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 429 |
| SEK | 42050 | 08/21/2025 | JPM | MIPS AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2437 |
| JPY | 77553 | 08/21/2025 | MSI | Mitsubishi HC Capital, Inc. | &nbsp;&nbsp; 0 | (442) |
|  | 1886 | 08/21/2025 | GST | Mitsubishi Heavy Industries Ltd. | &nbsp;&nbsp; 0 | (106) |
| ILS | 91391 | 08/21/2025 | MSI | Mizrahi Tefahot Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3340 |
|  | 9771 | 08/21/2025 | GST | Mizrahi Tefahot Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 318 |
| JPY | 189002 | 08/21/2025 | GST | Mizuho Financial Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 12363 |
|  | 65138 | 08/21/2025 | JPM | Mizuho Financial Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8072 |
| USD | 3617 | 08/21/2025 | GST | MKS Instruments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 286 |
|  | 22155 | 08/21/2025 | MSI | MNTN, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1162 |
| EUR | 33944 | 08/21/2025 | GST | Moncler SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2150 |
|  | 10334 | 08/21/2025 | JPM | Moncler SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 949 |
|  | 6099 | 08/21/2025 | MSI | Moncler SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 458 |
| USD | 33554 | 08/21/2025 | GST | Monday.com Ltd. | &nbsp;&nbsp; 0 | (2604) |
|  | 51442 | 08/21/2025 | MSI | Monday.com Ltd. | &nbsp;&nbsp; 0 | (3968) |
|  | 3263 | 08/21/2025 | GST | Mondelez International, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 222 |
|  | 113835 | 08/21/2025 | GST | MongoDB, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7965 |
|  | 15185 | 08/21/2025 | JPM | MongoDB, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1943 |
|  | 4933 | 08/21/2025 | MSI | MongoDB, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 300 |
|  | 2174 | 08/21/2025 | GST | Monolithic Power Systems, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 41 |
|  | 718 | 08/21/2025 | MSI | Monolithic Power Systems, Inc. | &nbsp;&nbsp; 0 | (6) |
|  | 741 | 08/21/2025 | JPM | Monolithic Power Systems, Inc. | &nbsp;&nbsp; 0 | (30) |
|  | 39862 | 08/21/2025 | GST | Monolithic Power Systems, Inc. | &nbsp;&nbsp; 0 | (744) |
|  | 84697 | 08/21/2025 | MSI | Monster Beverage Corp. | &nbsp;&nbsp; 0 | (273) |
|  | 51407 | 08/21/2025 | GST | Monster Beverage Corp. | &nbsp;&nbsp; 0 | (588) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 53043 | 08/21/2025 | JPM | Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1624) |
|  | 205753 | 08/21/2025 | GST | Moody's Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6212) |
|  | 300140 | 08/21/2025 | MSI | Moody's Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (12393) |
|  | 20842 | 08/21/2025 | MSI | MPLX LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 736 |
|  | 5331 | 08/21/2025 | JPM | MPLX LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 234 |
|  | 50177 | 08/21/2025 | MSI | MRC Global, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 866 |
|  | 6309 | 08/21/2025 | GST | MRC Global, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 297 |
|  | 24591 | 08/21/2025 | MSI | MSZZMOMO Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1884) |
|  | 19611 | 08/21/2025 | MSI | MSZZMOMO Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2170) |
|  | 39475 | 08/21/2025 | MSI | MSZZMOMO Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2585) |
| EUR | 543920 | 08/21/2025 | GST | Muenchener Rueckversicherungs-Gesellschaft AG in <br> Muenchen | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3223 |
|  | 100264 | 08/21/2025 | MSI | Muenchener Rueckversicherungs-Gesellschaft AG in <br> Muenchen | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 246 |
|  | 386168 | 08/21/2025 | JPM | Muenchener Rueckversicherungs-Gesellschaft AG in <br> Muenchen | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4715) |
| SEK | 21445 | 08/21/2025 | GST | Munters Group AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (786) |
|  | 21764 | 08/21/2025 | JPM | Munters Group AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (859) |
|  | 22201 | 08/21/2025 | MSI | Munters Group AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1672) |
| USD | 38487 | 08/21/2025 | GST | Murphy Oil Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1644 |
|  | 13851 | 08/21/2025 | MSI | Murphy Oil Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (43) |
| EUR | 30999 | 08/21/2025 | GST | Nagarro SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1538 |
|  | 1819 | 08/21/2025 | MSI | Nagarro SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 76 |
|  | 821 | 08/21/2025 | JPM | Nagarro SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 38 |
| USD | 619459 | 08/21/2025 | GST | Nasdaq, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 17614 |
|  | 171318 | 08/21/2025 | MSI | Nasdaq, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1878 |
| ZAR | 11137 | 08/21/2025 | GST | Naspers Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 32 |
| GBP | 378976 | 08/21/2025 | JPM | National Grid PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1678 |
|  | 189915 | 08/21/2025 | GST | National Grid PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (334) |
|  | 180069 | 08/21/2025 | GST | NatWest Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (7738) |
|  | 189900 | 08/21/2025 | JPM | NatWest Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (13370) |
| USD | 101902 | 08/21/2025 | MSI | NatWest Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 854 |
|  | 11566 | 08/21/2025 | GST | NAURA Technology Group Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (513) |
|  | 17099 | 08/21/2025 | MSI | NAURA Technology Group Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (609) |
| EUR | 48089 | 08/21/2025 | GST | Nemetschek AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (703) |
|  | 1004 | 08/21/2025 | JPM | Nemetschek SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (65) |
|  | 3236 | 08/21/2025 | MSI | Nemetschek SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (95) |
|  | 32926 | 08/21/2025 | GST | Neste OYJ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 833 |
| USD | 2220 | 08/21/2025 | MSI | Net Power, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (45) |
|  | 220043 | 08/21/2025 | GST | Netflix, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6713 |
|  | 47310 | 08/21/2025 | GST | Netflix, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2093) |
|  | 47716 | 08/21/2025 | JPM | Netflix, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4818) |
|  | 36722 | 08/21/2025 | MSI | New Jersey Resources Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 40 |
|  | 77135 | 08/21/2025 | GST | New York Times Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1998 |
|  | 19138 | 08/21/2025 | MSI | New York Times Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 873 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| GBP | 16640 | 08/21/2025 | GST | NewRiver REIT PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(215) |
|  | 77463 | 08/21/2025 | MSI | NewRiver Retail Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (485) |
|  | 76697 | 08/21/2025 | GST | Next PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 324 |
|  | 3141 | 08/21/2025 | GST | Next PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (13) |
| CAD | 5441 | 08/21/2025 | MSI | NGEx Minerals Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 744 |
| SEK | 47100 | 08/21/2025 | JPM | Nibe Industrier AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2264) |
|  | 101044 | 08/21/2025 | GST | Nibe Industrier AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2684) |
| JPY | 17118 | 08/21/2025 | MSI | Nichicon Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1101 |
|  | 1890 | 08/21/2025 | JPM | Nikon Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 30 |
|  | 1090 | 08/21/2025 | MSI | Nikon Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (22) |
|  | 38700 | 08/21/2025 | GST | Nikon Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2417) |
| USD | 17464 | 08/21/2025 | MSI | Nintendo Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8) |
| JPY | 14124 | 08/21/2025 | JPM | Nintendo Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 620 |
|  | 9214 | 08/21/2025 | GST | Nintendo Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 173 |
|  | 5386 | 08/21/2025 | MSI | Nintendo Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (33) |
| USD | 43088 | 08/21/2025 | JPM | NiSource, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2885 |
|  | 9688 | 08/21/2025 | MSI | NiSource, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 627 |
|  | 45884 | 08/21/2025 | MSI | Noble Corp. PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1781 |
|  | 22066 | 08/21/2025 | GST | Noble Corp. PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 215 |
| JPY | 310589 | 08/21/2025 | MSI | Nomura Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 19331 |
| EUR | 34935 | 08/21/2025 | GST | Nordea Bank Abp | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1378) |
|  | 80540 | 08/21/2025 | MSI | Nordea Bank Abp | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2001) |
| SEK | 46542 | 08/21/2025 | MSI | Nordnet AB publ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2140 |
|  | 125230 | 08/21/2025 | GST | Nordnet AB publ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (841) |
| EUR | 14976 | 08/21/2025 | MSI | Northern Data AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 687 |
|  | 6619 | 08/21/2025 | GST | Northern Data AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 635 |
| USD | 70308 | 08/21/2025 | JPM | Northern Oil & Gas, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2527 |
|  | 67579 | 08/21/2025 | MSI | Northern Oil & Gas, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (483) |
|  | 159677 | 08/21/2025 | GST | Northern Oil & Gas, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8438) |
|  | 24769 | 08/21/2025 | MSI | Northwest Natural Holding Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 617 |
|  | 6184 | 08/21/2025 | JPM | Northwestern Energy Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (206) |
|  | 12029 | 08/21/2025 | MSI | Novatek Microelectronics Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 821 |
| DKK | 1098 | 08/21/2025 | MSI | NTG Nordic Transport Group AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (59) |
|  | 5602 | 08/21/2025 | JPM | NTG Nordic Transport Group AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (85) |
|  | 22573 | 08/21/2025 | GST | NTG Nordic Transport Group AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (849) |
| JPY | 8417 | 08/21/2025 | GST | NTT Data Group Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 70 |
| USD | 7699 | 08/21/2025 | JPM | Nutanix, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 182 |
|  | 78470 | 08/21/2025 | MSI | nVent Electric PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3871) |
|  | 239097 | 08/21/2025 | JPM | NVIDIA Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 27886 |
|  | 336419 | 08/21/2025 | GST | NVIDIA Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 12740 |
|  | 83814 | 08/21/2025 | MSI | NVIDIA Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3520 |
|  | 13924 | 08/21/2025 | GST | NXP Semiconductors NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 885 |
| CAD | 39665 | 08/21/2025 | MSI | Obsidian Energy Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5568) |
| GBP | 30924 | 08/21/2025 | GST | Ocado Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1007 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| GBP | 19627 | 08/21/2025 | JPM | Ocado Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2398) |
|  | 18402 | 08/21/2025 | MSI | Ocado Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6206) |
| USD | 6321 | 08/21/2025 | GST | Occidental Petroleum Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (138) |
|  | 50758 | 08/21/2025 | MSI | Occidental Petroleum Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1486) |
|  | 128812 | 08/21/2025 | JPM | Occidental Petroleum Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2173) |
|  | 24884 | 08/21/2025 | MSI | OGE Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (324) |
|  | 6138 | 08/21/2025 | MSI | Oklo, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (449) |
|  | 90940 | 08/21/2025 | GST | Okta, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1188 |
|  | 6423 | 08/21/2025 | GST | Okta, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (130) |
|  | 66611 | 08/21/2025 | MSI | On Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6093 |
|  | 52625 | 08/21/2025 | GST | On Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4589 |
|  | 26460 | 08/21/2025 | MSI | ON Semiconductor Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1154 |
|  | 15743 | 08/21/2025 | GST | ON Semiconductor Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1089 |
|  | 41569 | 08/21/2025 | MSI | ONE Gas, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (57) |
|  | 38719 | 08/21/2025 | GST | ONE Gas, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (915) |
|  | 9466 | 08/21/2025 | GST | Onto Innovation, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 465 |
|  | 42998 | 08/21/2025 | MSI | Oracle Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3442 |
|  | 22406 | 08/21/2025 | GST | Oracle Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 941 |
|  | 1695 | 08/21/2025 | GST | O'Reilly Automotive, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (75) |
|  | 1390 | 08/21/2025 | JPM | O'Reilly Automotive, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (85) |
| DKK | 7179 | 08/21/2025 | GST | Orsted AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 78 |
|  | 8879 | 08/21/2025 | JPM | Orsted AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (467) |
|  | 34663 | 08/21/2025 | MSI | Orsted AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (913) |
| JPY | 38847 | 08/21/2025 | JPM | Osaka Gas Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 936 |
| HUF | 30541 | 08/21/2025 | MSI | OTP Bank Nyrt | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 561 |
|  | 304181 | 08/21/2025 | GST | OTP Bank Nyrt | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2180) |
| JPY | 25854 | 08/21/2025 | JPM | Otsuka Holdings Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1950 |
| USD | 7725 | 08/21/2025 | JPM | Otter Tail Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 162 |
|  | 18154 | 08/21/2025 | GST | Otter Tail Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 94 |
|  | 7915 | 08/21/2025 | MSI | Otter Tail Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (111) |
| SGD | 198674 | 08/21/2025 | MSI | Oversea-Chinese Banking Corp. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2010 |
| USD | 113129 | 08/21/2025 | JPM | Ovintiv, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4851 |
|  | 44669 | 08/21/2025 | GST | Ovintiv, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2606 |
|  | 76021 | 08/21/2025 | MSI | Ovintiv, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1315 |
|  | 2277 | 08/21/2025 | GST | Palantir Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (98) |
|  | 9599 | 08/21/2025 | JPM | Palantir Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1327) |
|  | 13992 | 08/21/2025 | GST | Palo Alto Networks, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1840 |
|  | 8075 | 08/21/2025 | MSI | Palo Alto Networks, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 783 |
|  | 3021 | 08/21/2025 | JPM | Palo Alto Networks, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 417 |
| DKK | 106944 | 08/21/2025 | GST | Pandora AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4502 |
|  | 25405 | 08/21/2025 | MSI | Pandora AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1512 |
|  | 8039 | 08/21/2025 | JPM | Pandora AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 126 |
| CAD | 40441 | 08/21/2025 | MSI | Paramount Resources Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 142 |
|  | 16276 | 08/21/2025 | GST | Parex Resources, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2032) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| CAD | 18002 | 08/21/2025 | MSI | Parex Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(2687) |
| USD | 2845 | 08/21/2025 | GST | Parker-Hannifin Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (83) |
| CAD | 9039 | 08/21/2025 | JPM | Parkland Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (217) |
| CHF | 107476 | 08/21/2025 | GST | Partners Group Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3152 |
|  | 211928 | 08/21/2025 | MSI | Partners Group Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6665) |
| USD | 22531 | 08/21/2025 | MSI | Patterson-UTI Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 705 |
|  | 12982 | 08/21/2025 | JPM | Patterson-UTI Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 547 |
|  | 2221 | 08/21/2025 | GST | Patterson-UTI Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (30) |
|  | 7522 | 08/21/2025 | GST | Paycom Software, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (119) |
|  | 13024 | 08/21/2025 | GST | PayPal Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (923) |
|  | 26047 | 08/21/2025 | MSI | PayPal Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1499) |
|  | 81228 | 08/21/2025 | JPM | PayPal Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3323) |
|  | 9473 | 08/21/2025 | JPM | PDD Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (738) |
|  | 11749 | 08/21/2025 | GST | PDF Solutions, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 812 |
|  | 12559 | 08/21/2025 | MSI | Peabody Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1044) |
| GBP | 17282 | 08/21/2025 | JPM | Pearson PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (88) |
|  | 12305 | 08/21/2025 | GST | Pearson PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (287) |
|  | 42344 | 08/21/2025 | MSI | Pearson PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (659) |
| CAD | 2418 | 08/21/2025 | MSI | Pembina Pipeline Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 22 |
| ZAR | 6658 | 08/21/2025 | GST | Pepkor Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (84) |
| USD | 22105 | 08/21/2025 | GST | PepsiCo, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 590 |
|  | 3092 | 08/21/2025 | JPM | PepsiCo, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (80) |
|  | 36129 | 08/21/2025 | MSI | PepsiCo, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1110) |
| EUR | 39341 | 08/21/2025 | GST | Permanent TSB Group Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1054 |
| USD | 136941 | 08/21/2025 | GST | Permian Resources Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9261 |
|  | 155930 | 08/21/2025 | MSI | Permian Resources Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7179 |
|  | 69332 | 08/21/2025 | JPM | Permian Resources Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1964 |
| CAD | 205374 | 08/21/2025 | JPM | Peyto Exploration & Development Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6868 |
| EUR | 29386 | 08/21/2025 | GST | Pfisterer Holding SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (819) |
| USD | 12443 | 08/21/2025 | GST | PG&E Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (77) |
|  | 47570 | 08/21/2025 | MSI | Philip Morris International, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1800 |
|  | 24706 | 08/21/2025 | GST | Phillips 66 | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 484 |
|  | 18736 | 08/21/2025 | MSI | Phillips 66 | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 199 |
|  | 3660 | 08/21/2025 | MSI | Photronics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (229) |
|  | 43814 | 08/21/2025 | MSI | Pinnacle West Capital Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (46) |
|  | 117116 | 08/21/2025 | GST | Pinterest, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1849 |
|  | 13300 | 08/21/2025 | GST | Pinterest, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (210) |
| EUR | 100735 | 08/21/2025 | MSI | Piraeus Financial Holdings SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 589 |
| USD | 115565 | 08/21/2025 | MSI | PJT Partners, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1070) |
|  | 7456 | 08/21/2025 | MSI | Plains All American Pipeline LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 28 |
|  | 34313 | 08/21/2025 | JPM | Plains All American Pipeline LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (354) |
|  | 35826 | 08/21/2025 | MSI | Plains GP Holdings LP | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (728) |
| EUR | 47573 | 08/21/2025 | GST | Planisware SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3908 |
| USD | 175643 | 08/21/2025 | GST | PNC Financial Services Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5161 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 438271 | 08/21/2025 | MSI | PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4265 |
|  | 50766 | 08/21/2025 | JPM | PNC Financial Services Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 534 |
| HKD | 18185 | 08/21/2025 | MSI | Pop Mart International Group Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 714 |
| USD | 27398 | 08/21/2025 | GST | Portland General Electric Co. | &nbsp;&nbsp; 0 | (276) |
|  | 21776 | 08/21/2025 | MSI | Portland General Electric Co. | &nbsp;&nbsp; 0 | (388) |
|  | 36797 | 08/21/2025 | JPM | Portland General Electric Co. | &nbsp;&nbsp; 0 | (416) |
| PLN | 20245 | 08/21/2025 | GST | Powszechna Kasa Oszczednosci Bank Polski SA | &nbsp;&nbsp; 0 | (367) |
|  | 143100 | 08/21/2025 | MSI | Powszechna Kasa Oszczednosci Bank Polski SA | &nbsp;&nbsp; 0 | (6307) |
| USD | 10281 | 08/21/2025 | GST | PPL Corp. | &nbsp;&nbsp; 0 | (145) |
|  | 101581 | 08/21/2025 | MSI | Principal Financial Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2037 |
| AUD | 12068 | 08/21/2025 | MSI | Pro Medicus Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 228 |
| USD | 29441 | 08/21/2025 | MSI | PROCEPT BioRobotics Corp. | &nbsp;&nbsp; 0 | (3730) |
|  | 4041 | 08/21/2025 | MSI | Procore Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 42 |
|  | 644 | 08/21/2025 | JPM | Procore Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1 |
|  | 67335 | 08/21/2025 | GST | Procore Technologies, Inc. | &nbsp;&nbsp; 0 | (1651) |
|  | 16031 | 08/21/2025 | MSI | Procter & Gamble Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 232 |
|  | 101729 | 08/21/2025 | GST | Progressive Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1282 |
| EUR | 1227 | 08/21/2025 | GST | Prosus NV | &nbsp;&nbsp; 0 | (3) |
|  | 1078 | 08/21/2025 | MSI | Prosus NV | &nbsp;&nbsp; 0 | (27) |
| GBP | 207912 | 08/21/2025 | GST | Prudential PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8273 |
|  | 66593 | 08/21/2025 | MSI | Prudential PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2477 |
| EUR | 466478 | 08/21/2025 | GST | Prysmian SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 39843 |
|  | 42142 | 08/21/2025 | GST | Publicis Groupe SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1272 |
|  | 2179 | 08/21/2025 | MSI | Publicis Groupe SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 227 |
|  | 741 | 08/21/2025 | JPM | Publicis Groupe SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 83 |
|  | 15566 | 08/21/2025 | MSI | Publicis Groupe SA | &nbsp;&nbsp; 0 | (1618) |
|  | 94988 | 08/21/2025 | GST | Publicis Groupe SA | &nbsp;&nbsp; 0 | (2868) |
|  | 27106 | 08/21/2025 | JPM | Publicis Groupe SA | &nbsp;&nbsp; 0 | (3019) |
| USD | 6979 | 08/21/2025 | MSI | Pure Storage, Inc. | &nbsp;&nbsp; 0 | (640) |
|  | 2622 | 08/21/2025 | JPM | Q2 Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 267 |
| EUR | 120718 | 08/21/2025 | GST | Qiagen NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5924 |
|  | 24458 | 08/21/2025 | JPM | Qiagen NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1464 |
|  | 2291 | 08/21/2025 | MSI | Qiagen NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 125 |
|  | 24554 | 08/21/2025 | GST | QT Group OYJ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 417 |
|  | 4969 | 08/21/2025 | MSI | QT Group OYJ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 202 |
|  | 10319 | 08/21/2025 | JPM | QT Group OYJ | &nbsp;&nbsp; 0 | (73) |
| USD | 190154 | 08/21/2025 | GST | QUALCOMM, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 14922 |
|  | 118062 | 08/21/2025 | MSI | QUALCOMM, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9606 |
|  | 28613 | 08/21/2025 | JPM | Quanta Computer, Inc. | &nbsp;&nbsp; 0 | (582) |
|  | 1993 | 08/21/2025 | GST | Quanta Services, Inc. | &nbsp;&nbsp; 0 | (37) |
|  | 2888 | 08/21/2025 | GST | Ralph Lauren Corp. | &nbsp;&nbsp; 0 | (100) |
|  | 10518 | 08/21/2025 | MSI | Rambus, Inc. | &nbsp;&nbsp; 0 | (1532) |
|  | 39143 | 08/21/2025 | JPM | Raymond James Financial, Inc. | &nbsp;&nbsp; 0 | (2472) |
|  | 269878 | 08/21/2025 | MSI | Raymond James Financial, Inc. | &nbsp;&nbsp; 0 | (18755) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| AUD | 11310 | 08/21/2025 | MSI | REA Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(133) |
| JPY | 10222 | 08/21/2025 | GST | Recruit Holdings Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1099) |
| EUR | 17781 | 08/21/2025 | GST | Redcare Pharmacy NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1502 |
|  | 25690 | 08/21/2025 | JPM | Redcare Pharmacy NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1079 |
|  | 20289 | 08/21/2025 | MSI | Redcare Pharmacy NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1086) |
| USD | 55883 | 08/21/2025 | GST | Reddit, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5463 |
|  | 3041 | 08/21/2025 | MSI | Reddit, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (332) |
|  | 8485 | 08/21/2025 | GST | Reddit, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (829) |
|  | 3288 | 08/21/2025 | JPM | Regeneron Pharmaceuticals, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 15 |
|  | 66517 | 08/21/2025 | JPM | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1243) |
|  | 110976 | 08/21/2025 | MSI | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3094) |
| EUR | 58809 | 08/21/2025 | JPM | RENK Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 159 |
|  | 1411 | 08/21/2025 | JPM | Repsol SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (97) |
|  | 37643 | 08/21/2025 | GST | Repsol SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (596) |
| JPY | 54606 | 08/21/2025 | MSI | Resona Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3748) |
|  | 96781 | 08/21/2025 | JPM | Resona Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5315) |
| USD | 7415 | 08/21/2025 | GST | Revolution Medicines, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (222) |
| EUR | 152863 | 08/21/2025 | GST | Rheinmetall AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6568) |
| USD | 6698 | 08/21/2025 | MSI | Ring Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (102) |
| DKK | 104818 | 08/21/2025 | GST | Ringkjoebing Landbobank AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2774) |
| AUD | 382421 | 08/21/2025 | JPM | Rio Tinto Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (21437) |
| USD | 26971 | 08/21/2025 | MSI | Rio Tinto PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (165) |
|  | 2295 | 08/21/2025 | GST | Robinhood Markets, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 28 |
|  | 30707 | 08/21/2025 | MSI | ROBLOX Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (6910) |
|  | 379578 | 08/21/2025 | MSI | Rockwell Automation, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4655) |
| SEK | 52219 | 08/21/2025 | GST | Roko AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3818 |
|  | 2215 | 08/21/2025 | JPM | Roko AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (281) |
|  | 8207 | 08/21/2025 | MSI | Roko AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (786) |
| USD | 12286 | 08/21/2025 | GST | Roku, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (331) |
|  | 13838 | 08/21/2025 | MSI | Roku, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (756) |
| GBP | 32240 | 08/21/2025 | MSI | Rolls-Royce Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2609 |
|  | 6409 | 08/21/2025 | GST | Rolls-Royce Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 450 |
| USD | 57361 | 08/21/2025 | GST | Ross Stores, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1079) |
|  | 28325 | 08/21/2025 | MSI | Ross Stores, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1987) |
| GBP | 45909 | 08/21/2025 | GST | Rotork PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 61 |
| USD | 11604 | 08/21/2025 | MSI | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 796 |
|  | 3811 | 08/21/2025 | GST | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 315 |
| DKK | 6087 | 08/21/2025 | MSI | Royal Unibrew AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (289) |
|  | 99585 | 08/21/2025 | GST | Royal Unibrew AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (5147) |
| GBP | 8455 | 08/21/2025 | MSI | RS Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (307) |
|  | 13877 | 08/21/2025 | JPM | RS Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (371) |
|  | 102877 | 08/21/2025 | GST | RS Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3544) |
| EUR | 11145 | 08/21/2025 | MSI | Ryanair Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1053 |
|  | 11256 | 08/21/2025 | JPM | Ryanair Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 644 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| EUR | 3631 | 08/21/2025 | GST | Ryanair Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$202 |
| USD | 36723 | 08/21/2025 | JPM | Ryanair Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2507 |
|  | 4669 | 08/21/2025 | GST | Ryanair Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 188 |
| EUR | 45472 | 08/21/2025 | JPM | Sacyr SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 388 |
|  | 6916 | 08/21/2025 | MSI | Sacyr SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 126 |
|  | 3347 | 08/21/2025 | GST | Sacyr SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 49 |
| GBP | 31967 | 08/21/2025 | GST | Safestore Holdings PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 329 |
| USD | 3963 | 08/21/2025 | MSI | SailPoint, Inc. | &nbsp;&nbsp; 0 | (348) |
|  | 7762 | 08/21/2025 | GST | SailPoint, Inc. | &nbsp;&nbsp; 0 | (795) |
|  | 135074 | 08/21/2025 | GST | Salesforce, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2034 |
|  | 41986 | 08/21/2025 | MSI | Salesforce, Inc. | &nbsp;&nbsp; 0 | (122) |
|  | 48260 | 08/21/2025 | GST | Salesforce, Inc. | &nbsp;&nbsp; 0 | (727) |
| EUR | 89882 | 08/21/2025 | JPM | Sampo OYJ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1208 |
|  | 183147 | 08/21/2025 | MSI | Sampo OYJ | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1190 |
|  | 183438 | 08/21/2025 | GST | Sampo OYJ | &nbsp;&nbsp; 0 | (1061) |
| USD | 1259 | 08/21/2025 | GST | Samsara, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4 |
|  | 2746 | 08/21/2025 | MSI | Samsara, Inc. | &nbsp;&nbsp; 0 | (30) |
| JPY | 95470 | 08/21/2025 | MSI | San-In Godo Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 507 |
| AUD | 8242 | 08/21/2025 | JPM | Santos Ltd. | &nbsp;&nbsp; 0 | (90) |
|  | 26497 | 08/21/2025 | MSI | Santos Ltd. | &nbsp;&nbsp; 0 | (349) |
| EUR | 85388 | 08/21/2025 | GST | SAP SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4106 |
|  | 8451 | 08/21/2025 | MSI | SAP SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 323 |
|  | 7357 | 08/21/2025 | JPM | SAP SE | &nbsp;&nbsp; 0 | (314) |
|  | 32289 | 08/21/2025 | GST | SAP SE | &nbsp;&nbsp; 0 | (1577) |
| USD | 58507 | 08/21/2025 | MSI | SAP SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2887 |
|  | 5458 | 08/21/2025 | GST | SAP SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 11 |
| EUR | 35120 | 08/21/2025 | JPM | Sartorius AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4808 |
|  | 26772 | 08/21/2025 | GST | Sartorius AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1867 |
| GBP | 52884 | 08/21/2025 | GST | Savills PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 512 |
|  | 8893 | 08/21/2025 | JPM | Savills PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 222 |
| DKK | 57998 | 08/21/2025 | GST | Scandinavian Tobacco Group AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 86 |
| USD | 134765 | 08/21/2025 | MSI | Schlumberger NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4230 |
|  | 73788 | 08/21/2025 | GST | Schlumberger NV | &nbsp;&nbsp; 0 | (572) |
| EUR | 677580 | 08/21/2025 | JPM | Schneider Electric SE | &nbsp;&nbsp; 0 | (37972) |
| USD | 22822 | 08/21/2025 | GST | Scholar Rock Holding Corp. | &nbsp;&nbsp; 0 | (2259) |
| EUR | 3088 | 08/21/2025 | GST | Scout24 AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 71 |
|  | 420 | 08/21/2025 | CBK | Scout24 SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9 |
| JPY | 9866 | 08/21/2025 | GST | SCREEN Holdings Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 150 |
| USD | 10603 | 08/21/2025 | MSI | Sea Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 108 |
|  | 12495 | 08/21/2025 | GST | Seadrill Ltd. | &nbsp;&nbsp; 0 | (627) |
| GBP | 54222 | 08/21/2025 | GST | Segro PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1718 |
|  | 18034 | 08/21/2025 | JPM | Segro PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 571 |
|  | 4519 | 08/21/2025 | MSI | Segro PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 63 |
| USD | 39599 | 08/21/2025 | GST | Sempra | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1567 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 7636 | 08/21/2025 | MSI | Sempra | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$777 |
|  | 7752 | 08/21/2025 | JPM | Semtech Corp. | &nbsp;&nbsp; 0 | (1548) |
| GBP | 959 | 08/21/2025 | JPM | Serco Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4 |
|  | 10557 | 08/21/2025 | MSI | Serco Group PLC | &nbsp;&nbsp; 0 | (173) |
|  | 106415 | 08/21/2025 | GST | Serco Group PLC | &nbsp;&nbsp; 0 | (1728) |
| USD | 178825 | 08/21/2025 | GST | ServiceNow, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3404 |
|  | 31578 | 08/21/2025 | MSI | ServiceNow, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 455 |
|  | 1914 | 08/21/2025 | MSI | ServiceNow, Inc. | &nbsp;&nbsp; 0 | (28) |
|  | 33597 | 08/21/2025 | GST | ServiceNow, Inc. | &nbsp;&nbsp; 0 | (588) |
|  | 49680 | 08/21/2025 | JPM | ServiceNow, Inc. | &nbsp;&nbsp; 0 | (4411) |
|  | 106051 | 08/21/2025 | MSI | SharkNinja, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5173 |
|  | 9411 | 08/21/2025 | GST | Shift4 Payments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 244 |
|  | 5318 | 08/21/2025 | MSI | Shift4 Payments, Inc. | &nbsp;&nbsp; 0 | (38) |
| JPY | 123783 | 08/21/2025 | GST | Shiga Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1585 |
|  | 12094 | 08/21/2025 | MSI | Shiga Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 205 |
|  | 6111 | 08/21/2025 | JPM | Shiga Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 149 |
|  | 17378 | 08/21/2025 | GST | Shionogi & Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 870 |
|  | 236975 | 08/21/2025 | MSI | Shizuoka Financial Group, Inc. | &nbsp;&nbsp; 0 | (10601) |
| USD | 9504 | 08/21/2025 | MSI | Shoals Technologies Group, Inc. | &nbsp;&nbsp; 0 | (772) |
|  | 19132 | 08/21/2025 | GST | Shoals Technologies Group, Inc. | &nbsp;&nbsp; 0 | (1739) |
|  | 46135 | 08/21/2025 | MSI | Shopify, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2871 |
|  | 1027 | 08/21/2025 | GST | Shopify, Inc. | &nbsp;&nbsp; 0 | (50) |
|  | 332874 | 08/21/2025 | JPM | Short Term Rates Trend | &nbsp;&nbsp; 0 | (475) |
| EUR | 13096 | 08/21/2025 | GST | Shurgard Self Storage Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 728 |
|  | 9796 | 08/21/2025 | JPM | Shurgard Self Storage Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 457 |
| ZAR | 16021 | 08/21/2025 | MSI | Sibanye Stillwater Ltd. | &nbsp;&nbsp; 0 | (157) |
| EUR | 60151 | 08/21/2025 | GST | Siemens AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 296 |
|  | 1775 | 08/21/2025 | MSI | Siemens AG | &nbsp;&nbsp; 0 | (41) |
|  | 26231 | 08/21/2025 | JPM | Siemens AG | &nbsp;&nbsp; 0 | (408) |
|  | 191067 | 08/21/2025 | GST | Siemens AG | &nbsp;&nbsp; 0 | (2765) |
|  | 660575 | 08/21/2025 | JPM | Siemens AG | &nbsp;&nbsp; 0 | (5333) |
|  | 2083 | 08/21/2025 | GST | Siemens Energy AG | &nbsp;&nbsp; 0 | (159) |
| CHF | 48761 | 08/21/2025 | MSI | Sika AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3146 |
|  | 45325 | 08/21/2025 | GST | Sika AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2629 |
| USD | 10541 | 08/21/2025 | GST | Silicon Laboratories, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1053 |
| SGD | 2573 | 08/21/2025 | MSI | Singapore Technologies Engineering Ltd. | &nbsp;&nbsp; 0 | (129) |
|  | 2703 | 08/21/2025 | MSI | Singapore Telecommunications Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 105 |
| USD | 111004 | 08/21/2025 | MSI | SiriusPoint Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6951 |
|  | 12810 | 08/21/2025 | JPM | SiTime Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 173 |
|  | 9132 | 08/21/2025 | JPM | SiTime Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4 |
|  | 1374 | 08/21/2025 | GST | SK Hynix, Inc. | &nbsp;&nbsp; 0 | (15) |
|  | 25554 | 08/21/2025 | JPM | SK Hynix, Inc. | &nbsp;&nbsp; 0 | (505) |
|  | 64882 | 08/21/2025 | MSI | SK Hynix, Inc. | &nbsp;&nbsp; 0 | (6629) |
| SEK | 35114 | 08/21/2025 | JPM | Skandinaviska Enskilda Banken AB | &nbsp;&nbsp; 0 | (984) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| SEK | 143424 | 08/21/2025 | MSI | Skandinaviska Enskilda Banken AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(5303) |
|  | 672632 | 08/21/2025 | GST | Skandinaviska Enskilda Banken AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (12303) |
| USD | 9600 | 08/21/2025 | JPM | Skyworks Solutions, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 964 |
|  | 12483 | 08/21/2025 | MSI | SM Energy Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 233 |
|  | 28077 | 08/21/2025 | JPM | SM Energy Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2493) |
|  | 61940 | 08/21/2025 | GST | SM Energy Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3393) |
| GBP | 78216 | 08/21/2025 | MSI | Smiths Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1413 |
|  | 15222 | 08/21/2025 | JPM | Smiths Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 672 |
|  | 139853 | 08/21/2025 | GST | Smiths Group PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (803) |
| USD | 10522 | 08/21/2025 | GST | Snap, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 479 |
|  | 67283 | 08/21/2025 | GST | Snowflake, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2449 |
|  | 45781 | 08/21/2025 | MSI | Snowflake, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1377 |
|  | 2258 | 08/21/2025 | JPM | Snowflake, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (23) |
| EUR | 157604 | 08/21/2025 | GST | Societe Generale SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 17408 |
|  | 721 | 08/21/2025 | MSI | Societe Generale SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 66 |
| USD | 25193 | 08/21/2025 | GST | SoFi Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 851 |
|  | 9693 | 08/21/2025 | MSI | SoFi Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (377) |
|  | 46688 | 08/21/2025 | MSI | SolarEdge Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8454) |
| EUR | 18133 | 08/21/2025 | GST | Solaria Energia y Medio Ambiente SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1082) |
| CHF | 65273 | 08/21/2025 | GST | Sonova Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2925 |
|  | 1433 | 08/21/2025 | MSI | Sonova Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 53 |
| JPY | 48094 | 08/21/2025 | GST | Sony Group Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1182 |
|  | 39364 | 08/21/2025 | MSI | Sony Group Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 454 |
|  | 4875 | 08/21/2025 | JPM | Sony Group Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (70) |
| USD | 12449 | 08/21/2025 | MSI | Southwest Gas Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (102) |
|  | 2731377 | 08/21/2025 | GST | SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 14379 |
|  | 3144 | 08/21/2025 | GST | SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (17) |
|  | 102031 | 08/21/2025 | MSI | SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1630) |
|  | 1021060 | 08/21/2025 | MSI | SPDR S&P Oil & Gas Exploration & Production ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6497 |
|  | 174597 | 08/21/2025 | JPM | SPDR S&P Oil & Gas Exploration & Production ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (712) |
|  | 1046607 | 08/21/2025 | MSI | SPDR S&P Regional Banking ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (40963) |
|  | 1327360 | 08/21/2025 | MSI | SPDR S&P Retail ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 55052 |
| GBP | 132744 | 08/21/2025 | GST | Spectris PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 472 |
| EUR | 106363 | 08/21/2025 | GST | SPIE SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9600 |
|  | 11916 | 08/21/2025 | MSI | SPIE SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1198 |
|  | 8869 | 08/21/2025 | JPM | SPIE SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 762 |
| USD | 77425 | 08/21/2025 | GST | Spotify Technology SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2240 |
|  | 33223 | 08/21/2025 | GST | Spotify Technology SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3776) |
|  | 38702 | 08/21/2025 | MSI | Spotify Technology SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (4869) |
|  | 61112 | 08/21/2025 | JPM | Spotify Technology SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9109) |
|  | 29637 | 08/21/2025 | MSI | Sprouts Farmers Market, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2360 |
|  | 7367 | 08/21/2025 | MSI | SS&C Technologies Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (327) |
|  | 14312 | 08/21/2025 | GST | SS&C Technologies Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (390) |
| GBP | 673221 | 08/21/2025 | GST | Standard Chartered PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6729 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| EUR | 33080 | 08/21/2025 | MSI | Stellantis NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3068 |
|  | 24008 | 08/21/2025 | JPM | Stellantis NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1875 |
|  | 20076 | 08/21/2025 | GST | Stellantis NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 753 |
| USD | 28279 | 08/21/2025 | GST | Stevanato Group SpA | &nbsp;&nbsp; 0 | (632) |
| EUR | 11397 | 08/21/2025 | GST | STMicroelectronics NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2404 |
| NOK | 276525 | 08/21/2025 | MSI | Storebrand ASA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2423 |
|  | 147149 | 08/21/2025 | GST | Storebrand ASA | &nbsp;&nbsp; 0 | (270) |
| EUR | 106393 | 08/21/2025 | MSI | STOXX Europe 600 Automobiles & Parts Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4503 |
|  | 1077889 | 08/21/2025 | GST | STOXX Europe 600 Banks Index | &nbsp;&nbsp; 0 | (54072) |
|  | 101410 | 08/21/2025 | MSI | STOXX Europe 600 Financial Services Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1252 |
|  | 1294744 | 08/21/2025 | GST | STOXX Europe 600 Industrial Goods & Services Index | &nbsp;&nbsp; 0 | (696) |
|  | 400841 | 08/21/2025 | MSI | STOXX Europe 600 Insurance Index | &nbsp;&nbsp; 0 | (8898) |
|  | 949376 | 08/21/2025 | GST | STOXX Europe 600 Oil & Gas Index | &nbsp;&nbsp; 0 | (16285) |
|  | 256357 | 08/21/2025 | MSI | STOXX Europe 600 Real Estate Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 280 |
| CHF | 61418 | 08/21/2025 | JPM | Straumann Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3612 |
|  | 30725 | 08/21/2025 | GST | Straumann Holding AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2154 |
| USD | 17884 | 08/21/2025 | MSI | Structure Therapeutics, Inc. | &nbsp;&nbsp; 0 | (1330) |
| NOK | 37431 | 08/21/2025 | GST | Subsea 7 SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 21 |
| CHF | 85866 | 08/21/2025 | GST | Sulzer AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3327 |
|  | 15443 | 08/21/2025 | MSI | Sulzer AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 923 |
|  | 9596 | 08/21/2025 | JPM | Sulzer AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 184 |
| JPY | 24945 | 08/21/2025 | MSI | SUMCO Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 178 |
|  | 21886 | 08/21/2025 | GST | SUMCO Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 82 |
|  | 3689 | 08/21/2025 | JPM | SUMCO Corp. | &nbsp;&nbsp; 0 | (299) |
|  | 37963 | 08/21/2025 | GST | Sumitomo Electric Industries Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4062 |
|  | 135613 | 08/21/2025 | MSI | Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp; 0 | (6626) |
|  | 23816 | 08/21/2025 | JPM | Sumitomo Mitsui Trust Group, Inc. | &nbsp;&nbsp; 0 | (617) |
|  | 103378 | 08/21/2025 | MSI | Sumitomo Mitsui Trust Group, Inc. | &nbsp;&nbsp; 0 | (3105) |
|  | 85337 | 08/21/2025 | GST | Sumitomo Mitsui Trust Holdings, Inc. | &nbsp;&nbsp; 0 | (1323) |
| USD | 101581 | 08/21/2025 | MSI | Sun Life Financial, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1907 |
|  | 17853 | 08/21/2025 | MSI | Sunrun, Inc. | &nbsp;&nbsp; 0 | (1140) |
|  | 10270 | 08/21/2025 | JPM | Super Micro Computer, Inc. | &nbsp;&nbsp; 0 | (2585) |
| SEK | 265448 | 08/21/2025 | MSI | Svenska Handelsbanken AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 9430 |
|  | 27051 | 08/21/2025 | GST | Svenska Handelsbanken AB | &nbsp;&nbsp; 0 | (399) |
|  | 193756 | 08/21/2025 | JPM | Swedbank AB | &nbsp;&nbsp; 0 | (6173) |
|  | 395087 | 08/21/2025 | MSI | Swedbank AB | &nbsp;&nbsp; 0 | (16045) |
|  | 523002 | 08/21/2025 | GST | Swedbank AB | &nbsp;&nbsp; 0 | (20155) |
| CHF | 43809 | 08/21/2025 | GST | Swiss Life Holding AG | &nbsp;&nbsp; 0 | (554) |
|  | 124339 | 08/21/2025 | MSI | Swiss Life Holding AG | &nbsp;&nbsp; 0 | (4013) |
|  | 12052 | 08/21/2025 | MSI | Swiss Re AG | &nbsp;&nbsp; 0 | (484) |
|  | 202169 | 08/21/2025 | GST | Swiss Re Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1428 |
| USD | 2509 | 08/21/2025 | JPM | Synchrony Financial | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1 |
|  | 903 | 08/21/2025 | GST | Synchrony Financial | &nbsp;&nbsp; 0 | (3) |
|  | 427034 | 08/21/2025 | GST | Synopsys, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 30331 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 33008 | 08/21/2025 | MSI | Synopsys, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3733 |
|  | 10194 | 08/21/2025 | JPM | Synopsys, Inc. | &nbsp;&nbsp; 0 | (1842) |
|  | 149520 | 08/21/2025 | GST | Taiwan Semiconductor Manufacturing Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1734 |
|  | 18583 | 08/21/2025 | GST | Taiwan Semiconductor Manufacturing Co. Ltd. | &nbsp;&nbsp; 0 | (282) |
|  | 153393 | 08/21/2025 | JPM | Taiwan Semiconductor Manufacturing Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5538 |
|  | 127479 | 08/21/2025 | MSI | Taiwan Semiconductor Manufacturing Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2512 |
|  | 118267 | 08/21/2025 | MSI | Taiwan Semiconductor Manufacturing Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2059 |
|  | 4125 | 08/21/2025 | JPM | Taiwan Semiconductor Manufacturing Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 224 |
| EUR | 269801 | 08/21/2025 | GST | Talanx AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 14194 |
| USD | 12527 | 08/21/2025 | MSI | Talen Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 310 |
|  | 7868 | 08/21/2025 | MSI | Talos Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 28 |
|  | 101089 | 08/21/2025 | GST | Tapestry, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1540 |
|  | 2341 | 08/21/2025 | GST | Tapestry, Inc. | &nbsp;&nbsp; 0 | (36) |
|  | 109411 | 08/21/2025 | GST | Targa Resources Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2084 |
|  | 193652 | 08/21/2025 | MSI | Targa Resources Corp. | &nbsp;&nbsp; 0 | (1282) |
|  | 68481 | 08/21/2025 | MSI | Target Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1146 |
| CAD | 139783 | 08/21/2025 | MSI | TC Energy Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 373 |
|  | 111432 | 08/21/2025 | GST | TC Energy Corp. | &nbsp;&nbsp; 0 | (2195) |
| JPY | 33295 | 08/21/2025 | GST | TDK Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3215 |
| EUR | 147311 | 08/21/2025 | GST | Technip Energies NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3572 |
|  | 61229 | 08/21/2025 | MSI | Tecnicas Reunidas SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1215 |
|  | 10030 | 08/21/2025 | GST | Tecnicas Reunidas SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 207 |
| CHF | 1715 | 08/21/2025 | MSI | Temenos AG | &nbsp;&nbsp; 0 | (457) |
|  | 23676 | 08/21/2025 | GST | Temenos AG | &nbsp;&nbsp; 0 | (5291) |
| HKD | 25381 | 08/21/2025 | MSI | Tencent Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1605 |
|  | 15732 | 08/21/2025 | JPM | Tencent Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1511 |
|  | 17937 | 08/21/2025 | GST | Tencent Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 988 |
|  | 8697 | 08/21/2025 | JPM | Tencent Holdings Ltd. | &nbsp;&nbsp; 0 | (835) |
| USD | 12421 | 08/21/2025 | GST | Teradyne, Inc. | &nbsp;&nbsp; 0 | (1652) |
|  | 88137 | 08/21/2025 | GST | Tesla, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5213 |
|  | 248699 | 08/21/2025 | MSI | Tesla, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2083 |
|  | 210893 | 08/21/2025 | GST | Texas Instruments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 26936 |
|  | 59394 | 08/21/2025 | MSI | Texas Instruments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 10146 |
|  | 42722 | 08/21/2025 | JPM | Texas Instruments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6510 |
|  | 8271 | 08/21/2025 | JPM | Texas Pacific Land Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 526 |
|  | 53348 | 08/21/2025 | GST | Texas Pacific Land Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 101 |
| EUR | 288 | 08/21/2025 | MSI | Thales SA | &nbsp;&nbsp; 0 | (14) |
|  | 59399 | 08/21/2025 | GST | Thales SA | &nbsp;&nbsp; 0 | (2556) |
|  | 20462 | 08/21/2025 | JPM | Theon International PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 865 |
| CAD | 8864 | 08/21/2025 | JPM | Thomson Reuters Corp. | &nbsp;&nbsp; 0 | (103) |
| USD | 99327 | 08/21/2025 | GST | TJX Cos., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 326 |
|  | 196872 | 08/21/2025 | MSI | TJX Cos., Inc. | &nbsp;&nbsp; 0 | (2999) |
|  | 37684 | 08/21/2025 | GST | T-Mobile U.S., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 938 |
|  | 125609 | 08/21/2025 | MSI | T-Mobile U.S., Inc. | &nbsp;&nbsp; 0 | (1463) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 362540 | 08/21/2025 | GST | T-Mobile U.S., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3896) |
|  | 21006 | 08/21/2025 | GST | Toast, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 679 |
|  | 2084 | 08/21/2025 | MSI | Toast, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (212) |
|  | 9367 | 08/21/2025 | GST | Toast, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (303) |
| JPY | 68162 | 08/21/2025 | MSI | Tochigi Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2277 |
|  | 73077 | 08/21/2025 | GST | Tochigi Bank Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1599 |
|  | 10047 | 08/21/2025 | JPM | Tokyo Electron Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 62 |
|  | 2210 | 08/21/2025 | MSI | Tokyo Electron Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 37 |
|  | 53139 | 08/21/2025 | MSI | Tokyo Kiraboshi Financial Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (253) |
|  | 1147 | 08/21/2025 | JPM | Tokyo Seimitsu Co. Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (14) |
|  | 30534 | 08/21/2025 | GST | Tokyo Seimitsu Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 247 |
|  | 6499 | 08/21/2025 | MSI | Tokyo Seimitsu Co., Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 171 |
|  | 385977 | 08/21/2025 | GST | Tokyo Stock Exchange REIT Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (8264) |
|  | 21634 | 08/21/2025 | GST | Tokyo Stock Exchange Tokyo Price Index TOPIX | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (793) |
|  | 100380 | 08/21/2025 | MSI | Tokyo Stock Exchange TOPIX Banks Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1757 |
|  | 29338 | 08/21/2025 | GST | Tokyo Stock Exchange TOPIX Banks Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1555) |
|  | 101141 | 08/21/2025 | MSI | Tokyo Stock Exchange TOPIX Banks Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3686) |
|  | 23781 | 08/21/2025 | GST | TOPPAN Holdings, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1074 |
| EUR | 37355 | 08/21/2025 | GST | TotalEnergies SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 262 |
| CAD | 131951 | 08/21/2025 | MSI | Tourmaline Oil Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4077 |
| USD | 266781 | 08/21/2025 | GST | TPG, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8639 |
|  | 89989 | 08/21/2025 | MSI | TPG, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4748 |
|  | 28820 | 08/21/2025 | GST | Tractor Supply Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 231 |
|  | 75439 | 08/21/2025 | MSI | Tractor Supply Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (817) |
|  | 37374 | 08/21/2025 | GST | Trade Desk, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3236) |
|  | 31313 | 08/21/2025 | MSI | Tradeweb Markets, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 969 |
|  | 22138 | 08/21/2025 | GST | Tradeweb Markets, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 584 |
|  | 12731 | 08/21/2025 | GST | Transocean Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 32 |
|  | 25707 | 08/21/2025 | MSI | Transocean Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (719) |
|  | 256086 | 08/21/2025 | GST | TransUnion | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8161 |
|  | 106966 | 08/21/2025 | MSI | TransUnion | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (734) |
| EUR | 44549 | 08/21/2025 | GST | Traton SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 405 |
| SEK | 5267 | 08/21/2025 | MSI | Trelleborg AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (259) |
|  | 50803 | 08/21/2025 | GST | Trelleborg AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (727) |
| USD | 16383 | 08/21/2025 | GST | TriNet Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 570 |
|  | 1909 | 08/21/2025 | MSI | TriNet Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11) |
|  | 21573 | 08/21/2025 | JPM | TriNet Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1162) |
|  | 4310 | 08/21/2025 | JPM | TripAdvisor, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (80) |
| SEK | 81785 | 08/21/2025 | GST | Truecaller AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6089 |
|  | 2584 | 08/21/2025 | JPM | Truecaller AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 694 |
|  | 1224 | 08/21/2025 | MSI | Truecaller AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 305 |
| USD | 409896 | 08/21/2025 | MSI | Truist Financial Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (12922) |
| DKK | 14949 | 08/21/2025 | GST | Tryg AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 158 |
|  | 137077 | 08/21/2025 | MSI | Tryg AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 138 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 2641 | 08/21/2025 | MSI | Twilio, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(68) |
|  | 94786 | 08/21/2025 | GST | U.S. Dispersion Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (647) |
|  | 540364 | 08/21/2025 | GST | U.S. Dispersion Index | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2896) |
|  | 46492 | 08/21/2025 | GST | Uber Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1739 |
|  | 19456 | 08/21/2025 | MSI | Uber Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 941 |
|  | 3674 | 08/21/2025 | JPM | Uber Technologies, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 339 |
| EUR | 24095 | 08/21/2025 | GST | Ubisoft Entertainment SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (223) |
| CHF | 714037 | 08/21/2025 | MSI | UBS Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 43925 |
|  | 88900 | 08/21/2025 | GST | UBS Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 922 |
| EUR | 94669 | 08/21/2025 | GST | UCB SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8398 |
|  | 52253 | 08/21/2025 | JPM | UCB SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 5731 |
|  | 2380 | 08/21/2025 | MSI | UCB SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1978 |
|  | 35331 | 08/21/2025 | MSI | Unibail-Rodamco- <br>Westfield | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1951 |
|  | 31618 | 08/21/2025 | GST | Unibail-Rodamco- <br>Westfield | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1166 |
|  | 661814 | 08/21/2025 | GST | UniCredit SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 70661 |
|  | 583919 | 08/21/2025 | MSI | UniCredit SpA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 46590 |
| GBP | 1317 | 08/21/2025 | MSI | Unilever PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (24) |
|  | 141414 | 08/21/2025 | GST | Unilever PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1169) |
|  | 60128 | 08/21/2025 | JPM | Unilever PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1172) |
| EUR | 25228 | 08/21/2025 | GST | UNIQA Insurance Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1912 |
|  | 122832 | 08/21/2025 | GST | United Internet AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 758 |
| USD | 122350 | 08/21/2025 | GST | United Parcel Service, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 14477 |
|  | 30755 | 08/21/2025 | MSI | United Parcel Service, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4131 |
|  | 10850 | 08/21/2025 | MSI | United Therapeutics Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (686) |
|  | 18467 | 08/21/2025 | GST | United Therapeutics Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1160) |
|  | 9319 | 08/21/2025 | JPM | Universal Display Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 655 |
| EUR | 2187 | 08/21/2025 | JPM | Universal Music Group NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 128 |
| USD | 65953 | 08/21/2025 | MSI | Utilities Select Sector SPDR Fund | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2926) |
| EUR | 31378 | 08/21/2025 | JPM | Valeo SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 951 |
|  | 8654 | 08/21/2025 | GST | Valeo SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 408 |
|  | 13397 | 08/21/2025 | GST | Valmet Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1308) |
| USD | 18687 | 08/21/2025 | MSI | VanEck Gold Miners ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 252 |
|  | 536839 | 08/21/2025 | MSI | VanEck Gold Miners ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (11454) |
|  | 275065 | 08/21/2025 | MSI | VanEck Oil Services ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (826) |
|  | 198862 | 08/21/2025 | GST | VanEck Oil Services ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (9274) |
| GBP | 101614 | 08/21/2025 | MSI | Vanguard FTSE 250 UCITS ETF | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1039) |
| NOK | 111231 | 08/21/2025 | JPM | Var Energi ASA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7362 |
| USD | 36700 | 08/21/2025 | GST | Varonis Systems, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2605 |
| CHF | 33922 | 08/21/2025 | GST | VAT Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4970 |
|  | 25553 | 08/21/2025 | JPM | VAT Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3377 |
|  | 5550 | 08/21/2025 | MSI | VAT Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 914 |
| USD | 3546 | 08/21/2025 | GST | Veeco Instruments, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 96 |
|  | 18108 | 08/21/2025 | MSI | Venture Global, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 953 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| USD | 5127 | 08/21/2025 | GST | Venture Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(54) |
|  | 5306 | 08/21/2025 | JPM | Venture Global, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (60) |
| EUR | 65708 | 08/21/2025 | GST | Veolia Environnement SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2072 |
|  | 32900 | 08/21/2025 | MSI | Verbund AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (64) |
|  | 51402 | 08/21/2025 | GST | Verbund AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (100) |
|  | 5935 | 08/21/2025 | JPM | Verbund AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (111) |
| USD | 3126 | 08/21/2025 | GST | VeriSign, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 168 |
|  | 10478 | 08/21/2025 | JPM | Verisk Analytics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1002 |
|  | 7203 | 08/21/2025 | MSI | Verisk Analytics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 514 |
|  | 2097 | 08/21/2025 | GST | Verisk Analytics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 146 |
|  | 909 | 08/21/2025 | CBK | Verisk Analytics, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 73 |
|  | 41343 | 08/21/2025 | MSI | Verizon Communications, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1503) |
|  | 238415 | 08/21/2025 | GST | Verizon Communications, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1512) |
| CAD | 69992 | 08/21/2025 | MSI | Vermilion Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1837) |
| USD | 2551 | 08/21/2025 | MSI | Vertex, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (129) |
|  | 6449 | 08/21/2025 | GST | Vertex, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (313) |
|  | 2650 | 08/21/2025 | GST | Vertiv Holdings Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (407) |
| DKK | 77605 | 08/21/2025 | GST | Vestas Wind Systems AS | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (990) |
| EUR | 96091 | 08/21/2025 | GST | Vienna Insurance Group AG Wiener Versicherung Gruppe | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3809 |
|  | 1896 | 08/21/2025 | JPM | Vienna Insurance Group AG Wiener Versicherung Gruppe | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 112 |
| USD | 2502 | 08/21/2025 | JPM | Viking Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (82) |
| EUR | 72166 | 08/21/2025 | JPM | Vinci SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2307 |
|  | 3498 | 08/21/2025 | GST | Vinci SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 93 |
|  | 2014 | 08/21/2025 | MSI | Vinci SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 41 |
| USD | 203445 | 08/21/2025 | GST | Viper Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1086 |
|  | 19111 | 08/21/2025 | MSI | Viper Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (168) |
|  | 536587 | 08/21/2025 | GST | Visa, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 8364 |
|  | 20844 | 08/21/2025 | MSI | Visa, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 461 |
|  | 12404 | 08/21/2025 | GST | Vistra Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 108 |
|  | 2259 | 08/21/2025 | GST | Vistra Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (244) |
|  | 39313 | 08/21/2025 | MSI | Vita Coco Co., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (2255) |
|  | 33527 | 08/21/2025 | GST | Vita Coco Co., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3238) |
|  | 763 | 08/21/2025 | MSI | Vital Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (115) |
|  | 10869 | 08/21/2025 | GST | Vital Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1354) |
|  | 15605 | 08/21/2025 | JPM | Vital Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1926) |
| SEK | 35411 | 08/21/2025 | GST | Vitec Software Group AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 687 |
| USD | 7664 | 08/21/2025 | JPM | Vitesse Energy, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (376) |
| EUR | 86655 | 08/21/2025 | GST | Vonovia SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4344 |
|  | 22556 | 08/21/2025 | JPM | Vonovia SE | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1161 |
|  | 4089 | 08/21/2025 | JPM | Vossloh AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (81) |
|  | 33196 | 08/21/2025 | GST | VusionGroup | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2340 |
|  | 2144 | 08/21/2025 | JPM | VusionGroup | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 67 |
| USD | 3933 | 08/21/2025 | MSI | W&T Offshore, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (138) |
|  | 18327 | 08/21/2025 | JPM | W&T Offshore, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (656) |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| SEK | 37261 | 08/21/2025 | GST | Wallenstam AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1100 |
|  | 1309 | 08/21/2025 | JPM | Wallenstam AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 45 |
|  | 1549 | 08/21/2025 | MSI | Wallenstam AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 23 |
| USD | 37216 | 08/21/2025 | GST | Walmart, Inc. | &nbsp;&nbsp; 0 | (899) |
|  | 46360 | 08/21/2025 | MSI | Walmart, Inc. | &nbsp;&nbsp; 0 | (1259) |
|  | 9114 | 08/21/2025 | JPM | Walt Disney Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 300 |
|  | 109224 | 08/21/2025 | MSI | Walt Disney Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 119 |
|  | 2658 | 08/21/2025 | GST | Walt Disney Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 38 |
|  | 133770 | 08/21/2025 | GST | Walt Disney Co. | &nbsp;&nbsp; 0 | (1915) |
| EUR | 18778 | 08/21/2025 | MSI | Wartsila OYJ Abp | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2624 |
|  | 19646 | 08/21/2025 | GST | Wartsila OYJ Abp | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 852 |
| USD | 58172 | 08/21/2025 | JPM | WEC Energy Group, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 2367 |
|  | 910937 | 08/21/2025 | GST | Wells Fargo & Co. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 3971 |
|  | 50952 | 08/21/2025 | JPM | Wells Fargo & Co. | &nbsp;&nbsp; 0 | (639) |
|  | 729601 | 08/21/2025 | MSI | Wells Fargo & Co. | &nbsp;&nbsp; 0 | (4898) |
|  | 69952 | 08/21/2025 | GST | WESCO International, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 1242 |
|  | 28461 | 08/21/2025 | MSI | WESCO International, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 720 |
|  | 1863 | 08/21/2025 | JPM | Western Digital Corp. | &nbsp;&nbsp; 0 | (341) |
| AUD | 155624 | 08/21/2025 | MSI | Westpac Banking Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 866 |
| GBP | 18876 | 08/21/2025 | MSI | WH Smith PLC | &nbsp;&nbsp; 0 | (528) |
|  | 24366 | 08/21/2025 | JPM | WH Smith PLC | &nbsp;&nbsp; 0 | (1451) |
|  | 44978 | 08/21/2025 | GST | WH Smith PLC | &nbsp;&nbsp; 0 | (1933) |
|  | 2082 | 08/21/2025 | GST | Whitbread PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 53 |
|  | 2167 | 08/21/2025 | MSI | Whitbread PLC | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 6 |
|  | 975 | 08/21/2025 | JPM | Whitbread PLC | &nbsp;&nbsp; 0 | (3) |
| CAD | 77566 | 08/21/2025 | MSI | Whitecap Resources, Inc. | &nbsp;&nbsp; 0 | (6262) |
| EUR | 46638 | 08/21/2025 | GST | Wienerberger AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 786 |
| USD | 196689 | 08/21/2025 | GST | Williams Cos., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 7741 |
|  | 165803 | 08/21/2025 | JPM | Williams Cos., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4875 |
|  | 178353 | 08/21/2025 | MSI | Williams Cos., Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4494 |
| GBP | 62752 | 08/21/2025 | GST | Wise PLC | &nbsp;&nbsp; 0 | (1293) |
| AUD | 9180 | 08/21/2025 | MSI | WiseTech Global Ltd. | &nbsp;&nbsp; 0 | (409) |
| USD | 982 | 08/21/2025 | JPM | Wix.com Ltd. | &nbsp;&nbsp; 0 | (166) |
|  | 15417 | 08/21/2025 | MSI | Wix.com Ltd. | &nbsp;&nbsp; 0 | (1134) |
|  | 16936 | 08/21/2025 | GST | Wix.com Ltd. | &nbsp;&nbsp; 0 | (1972) |
| EUR | 27326 | 08/21/2025 | GST | Wolters Kluwer NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 540 |
|  | 10034 | 08/21/2025 | MSI | Wolters Kluwer NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 198 |
|  | 8247 | 08/21/2025 | JPM | Wolters Kluwer NV | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 99 |
| USD | 29112 | 08/21/2025 | MSI | Wolverine World Wide, Inc. | &nbsp;&nbsp; 0 | (503) |
| AUD | 28113 | 08/21/2025 | JPM | Woodside Energy Group Ltd. | &nbsp;&nbsp; 0 | (2714) |
|  | 109575 | 08/21/2025 | MSI | Woodside Energy Group Ltd. | &nbsp;&nbsp; 0 | (10777) |
| USD | 237917 | 08/21/2025 | GST | Workday, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 4408 |
| AUD | 10935 | 08/21/2025 | JPM | Xero Ltd. | &nbsp;&nbsp; 0 | (25) |
| HKD | 2446 | 08/21/2025 | MSI | Xiaomi Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 198 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Swap Contracts (continued)**

**Total Return Swaps (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional** | **Reset Date** | **Counter-**<br> **party**<br>| **Reference Instrument** | **Upfront**<br> **Premiums**<br> **Paid/**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation/**<br> **(Depreciation)**<br>|
| HKD | 1359 | 08/21/2025 | MSI | Xiaomi Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(110) |
|  | 12735 | 08/21/2025 | GST | Xiaomi Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1051) |
|  | 17920 | 08/21/2025 | JPM | Xiaomi Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1350) |
|  | 12323 | 08/21/2025 | GST | Xinyi Glass Holdings Ltd. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (995) |
|  | 19173 | 08/21/2025 | MSI | XPeng, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 16 |
| USD | 37836 | 08/21/2025 | MSI | YPF SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (3049) |
| SEK | 868 | 08/21/2025 | MSI | Yubico AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (20) |
|  | 16599 | 08/21/2025 | GST | Yubico AB | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (275) |
| PLN | 35955 | 08/21/2025 | GST | Zabka Group SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 436 |
|  | 6112 | 08/21/2025 | JPM | Zabka Group SA | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 91 |
| USD | 2627 | 08/21/2025 | GST | Zebra Technologies Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (85) |
|  | 2929 | 08/21/2025 | JPM | Zeta Global Holdings Corp. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (154) |
|  | 2884 | 08/21/2025 | GST | Zscaler, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 29 |
|  | 7800 | 08/21/2025 | MSI | Zscaler, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (90) |
|  | 29131 | 08/21/2025 | GST | Zscaler, Inc. | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (290) |
| CHF | 61101 | 08/21/2025 | GST | Zurich Insurance Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202240 | 08/21/2025 | MSI | Zurich Insurance Group AG | &nbsp;&nbsp; 0 | &nbsp;&nbsp; (1418) |
| **Total Total Return Swaps** | **Total Total Return Swaps** | **Total Total Return Swaps** | **Total Total Return Swaps** | **Total Total Return Swaps** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$802039 |
| **Other Total Return Swap Contracts** | **Other Total Return Swap Contracts** | **Other Total Return Swap Contracts** | **Other Total Return Swap Contracts** | **Other Total Return Swap Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(28537) |
|  |  |  |  | **Total Swap Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(8298) | &nbsp;&nbsp;&nbsp;&nbsp;$1094287 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Written Options Contracts**

**Foreign Currency Options** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Strike Price** | **Contracts** | **Expiration**<br> **Date**<br>| **Premium** | **Value** |
| EUR VS USD | Call | 1.19 | 1405000 | 04/13/2027 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$74290 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$54495 |
| EUR VS USD | Put | 1.19 | 1405000 | 04/13/2027 | &nbsp;&nbsp; 57440 | &nbsp;&nbsp; 64303 |
| USD VS BRL | Call | 5.61 | 52000 | 08/21/2025 | &nbsp;&nbsp; 861 | &nbsp;&nbsp; 714 |
| USD VS BRL | Put | 5.61 | 52000 | 08/21/2025 | &nbsp;&nbsp; 861 | &nbsp;&nbsp; 563 |
| USD VS BRL | Put | 5.59 | 52000 | 08/12/2025 | &nbsp;&nbsp; 906 | &nbsp;&nbsp; 396 |
| USD VS BRL | Call | 5.59 | 52000 | 08/12/2025 | &nbsp;&nbsp; 906 | &nbsp;&nbsp; 567 |
| USD VS CHF | Put | 0.79 | 35000 | 10/15/2025 | &nbsp;&nbsp; 558 | &nbsp;&nbsp; 268 |
| USD VS CHF | Call | 0.79 | 35000 | 10/15/2025 | &nbsp;&nbsp; 558 | &nbsp;&nbsp; 838 |
| USD VS CLP | Put | 971.50 | 402000 | 07/14/2026 | &nbsp;&nbsp; 21319 | &nbsp;&nbsp; 19604 |
| USD VS CLP | Call | 971.50 | 402000 | 07/14/2026 | &nbsp;&nbsp; 21291 | &nbsp;&nbsp; 23005 |
| USD VS COP | Put | 4040.00 | 52000 | 08/21/2025 | &nbsp;&nbsp; 798 | &nbsp;&nbsp; 138 |
| USD VS COP | Call | 4040.00 | 52000 | 08/21/2025 | &nbsp;&nbsp; 798 | &nbsp;&nbsp; 1770 |
| USD VS COP | Put | 4022.00 | 52000 | 08/13/2025 | &nbsp;&nbsp; 823 | &nbsp;&nbsp; 46 |
| USD VS COP | Call | 4022.00 | 52000 | 08/13/2025 | &nbsp;&nbsp; 823 | &nbsp;&nbsp; 1873 |
| USD VS JPY | Put | 147.30 | 35000 | 10/15/2025 | &nbsp;&nbsp; 735 | &nbsp;&nbsp; 418 |
| USD VS JPY | Call | 147.30 | 35000 | 10/15/2025 | &nbsp;&nbsp; 735 | &nbsp;&nbsp; 871 |
| USD VS MXN | Put | 18.82 | 53000 | 08/14/2025 | &nbsp;&nbsp; 573 | &nbsp;&nbsp; 298 |
| USD VS MXN | Call | 18.82 | 53000 | 08/14/2025 | &nbsp;&nbsp; 573 | &nbsp;&nbsp; 418 |
| USD VS MXN | Call | 21.31 | 415000 | 03/11/2026 | &nbsp;&nbsp; 21470 | &nbsp;&nbsp; 3942 |
| USD VS NOK | Put | 10.31 | 252000 | 08/14/2025 | &nbsp;&nbsp; 2936 | &nbsp;&nbsp; 2238 |
| USD VS NOK | Call | 10.31 | 252000 | 08/14/2025 | &nbsp;&nbsp; 2936 | &nbsp;&nbsp; 1826 |
| USD VS TWD | Put | 26.81 | 401000 | 07/03/2026 | &nbsp;&nbsp; 15851 | &nbsp;&nbsp; 6542 |
| USD VS TWD | Call | 26.81 | 401000 | 07/03/2026 | &nbsp;&nbsp; 15852 | &nbsp;&nbsp; 30142 |
| USD VS ZAR | Call | 17.93 | 52000 | 08/14/2025 | &nbsp;&nbsp; 753 | &nbsp;&nbsp; 746 |
| USD VS ZAR | Put | 17.93 | 52000 | 08/14/2025 | &nbsp;&nbsp; 753 | &nbsp;&nbsp; 268 |
| USD VS ZAR | Call | 17.62 | 52000 | 08/22/2025 | &nbsp;&nbsp; 689 | &nbsp;&nbsp; 1530 |
| USD VS ZAR | Put | 17.62 | 52000 | 08/22/2025 | &nbsp;&nbsp; 689 | &nbsp;&nbsp; 120 |
| USD VS ZAR | Call | 18.97 | 415000 | 03/12/2026 | &nbsp;&nbsp; 22257 | &nbsp;&nbsp; 11768 |
| USD VS ZAR | Put | 18.97 | 415000 | 03/12/2026 | &nbsp;&nbsp; 22257 | &nbsp;&nbsp; 24828 |
| **Total Foreign Currency Options** | **Total Foreign Currency Options** | **Total Foreign Currency Options** | **Total Foreign Currency Options** | **Total Foreign Currency Options** | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$291291 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$254535 |

---

**Options on Commodity Indices** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Strike Price** | **Contracts** | **Expiration**<br> **Date**<br>| **Premium** | **Value** |
| Platinum Futures | Put | 1500.00 | 2 | 12/17/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13094 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$23250 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Written Options Contracts (continued)**

**Options on Equity Indices** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Strike Price** | **Contracts** | **Expiration**<br> **Date**<br>| **Premium** | **Value** |
| Euro Stoxx Banks Index | Put | 180.00 | 7244 | 09/19/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8647 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4793 |
| iPATH S&P 500 VIX Short-Term Futures ETN | Call | 70.00 | 46 | 09/19/2025 | &nbsp;&nbsp; 4445 | &nbsp;&nbsp; 5244 |
| **Total Options on Equity Indices** | **Total Options on Equity Indices** | **Total Options on Equity Indices** | **Total Options on Equity Indices** | **Total Options on Equity Indices** | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13092 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10037 |

---

**Options on Exchange Traded Funds** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Strike Price** | **Contracts** | **Expiration**<br> **Date**<br>| **Premium** | **Value** |
| ARK Innovation ETF | Put | 65.00 | 147 | 08/15/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3334 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3234 |
| Invesco QQQ Trust | Put | 420.00 | 4 | 12/31/2025 | &nbsp;&nbsp; 1415 | &nbsp;&nbsp; 1270 |
| Invesco QQQ Trust | Put | 580.00 | 65 | 01/15/2027 | &nbsp;&nbsp; 356697 | &nbsp;&nbsp; 334132 |
| iShares 20+ Year Treasury Bond ETF | Put | 90.00 | 34 | 01/15/2027 | &nbsp;&nbsp; 32015 | &nbsp;&nbsp; 26265 |
| iShares 7-10 Year Treasury Bond ETF | Call | 95.00 | 670 | 01/16/2026 | &nbsp;&nbsp; 127088 | &nbsp;&nbsp; 134670 |
| iShares 7-10 Year Treasury Bond ETF | Put | 96.00 | 60 | 01/15/2027 | &nbsp;&nbsp; 22001 | &nbsp;&nbsp; 21300 |
| iShares Russell 2000 ETF | Call | 220.00 | 89 | 01/15/2027 | &nbsp;&nbsp; 222378 | &nbsp;&nbsp; 238609 |
| SPDR S&P 500 ETF Trust | Put | 650.00 | 77 | 01/15/2027 | &nbsp;&nbsp; 391374 | &nbsp;&nbsp; 365057 |
| **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | **Total Options on Exchange Traded Funds** | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;$1156302 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;$1124537 |

---

**Options on Exchange Traded Futures Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Strike Price** | **Contracts** | **Expiration**<br> **Date**<br>| **Premium** | **Value** |
| 3 Month SOFR | Put | 95.75 | 123 | 12/12/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$16733 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14606 |
| 3 Month SOFR | Put | 96.00 | 123 | 12/12/2025 | &nbsp;&nbsp; 42270 | &nbsp;&nbsp; 53044 |
| 3 Month SONIA | Put | 95.70 | 53 | 09/12/2025 | &nbsp;&nbsp; 15219 | &nbsp;&nbsp; 438 |
| 3 Month SONIA | Put | 95.50 | 440 | 12/12/2025 | &nbsp;&nbsp; 318777 | &nbsp;&nbsp; 3639 |
| 3 Month SONIA | Put | 96.05 | 394 | 12/12/2025 | &nbsp;&nbsp; 32692 | &nbsp;&nbsp; 29329 |
| 3 Month SONIA | Put | 96.00 | 104 | 12/12/2025 | &nbsp;&nbsp; 25049 | &nbsp;&nbsp; 6021 |
| 3 Month SONIA | Put | 95.70 | 102 | 12/12/2025 | &nbsp;&nbsp; 39864 | &nbsp;&nbsp; 844 |
| **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | **Total Options on Exchange Traded Futures Contracts** | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$490604 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$107921 |

---

**Options on Securities** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Strike Price** | **Contracts** | **Expiration**<br> **Date**<br>| **Premium** | **Value** |
| Alphabet, Inc. | Put | 165.00 | 25 | 08/29/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1228 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1325 |
| Antero Resources Corp. | Put | 27.00 | 17 | 01/16/2026 | &nbsp;&nbsp; 2496 | &nbsp;&nbsp; 1530 |
| Apple, Inc. | Put | 175.00 | 20 | 09/19/2025 | &nbsp;&nbsp; 1631 | &nbsp;&nbsp; 2200 |
| ARM Holdings PLC | Call | 200.00 | 17 | 08/15/2025 | &nbsp;&nbsp; 3071 | &nbsp;&nbsp; 136 |
| Astera Labs, Inc. | Put | 83.00 | 25 | 08/08/2025 | &nbsp;&nbsp; 2794 | &nbsp;&nbsp; 800 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Written Options Contracts (continued)**

**Options on Securities (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract** |  | **Strike Price** | **Contracts** | **Expiration**<br> **Date**<br>| **Premium** | **Value** |
| Block, Inc. | Call | 92.50 | 2 | 08/15/2025 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$160 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$128 |
| Broadcom, Inc. | Put | 240.00 | 17 | 08/29/2025 | &nbsp;&nbsp; 1871 | &nbsp;&nbsp; 1768 |
| Celestica, Inc. | Put | 155.00 | 14 | 08/29/2025 | &nbsp;&nbsp; 2303 | &nbsp;&nbsp; 1785 |
| Charter Communications, Inc. | Call | 455.00 | 11 | 08/15/2025 | &nbsp;&nbsp; 2737 | &nbsp;&nbsp; 66 |
| Charter Communications, Inc. | Call | 460.00 | 9 | 08/15/2025 | &nbsp;&nbsp; 2031 | &nbsp;&nbsp; 18 |
| Charter Communications, Inc. | Call | 430.00 | 14 | 12/19/2025 | &nbsp;&nbsp; 3947 | &nbsp;&nbsp; 2044 |
| Coherent Corp. | Put | 270.00 | 7 | 09/19/2025 | &nbsp;&nbsp; 3504 | &nbsp;&nbsp; 9842 |
| Contura Energy, Inc. | Put | 20.00 | 57 | 01/16/2026 | &nbsp;&nbsp; 3909 | &nbsp;&nbsp; 2850 |
| DoorDash, Inc. | Call | 290.00 | 2 | 09/19/2025 | &nbsp;&nbsp; 855 | &nbsp;&nbsp; 815 |
| DoorDash, Inc. | Put | 190.00 | 2 | 09/19/2025 | &nbsp;&nbsp; 571 | &nbsp;&nbsp; 320 |
| Duolingo, Inc. | Put | 280.00 | 7 | 08/15/2025 | &nbsp;&nbsp; 2585 | &nbsp;&nbsp; 3640 |
| Expand Energy Corp. | Put | 85.00 | 10 | 01/16/2026 | &nbsp;&nbsp; 3504 | &nbsp;&nbsp; 1930 |
| Five Below, Inc. | Call | 160.00 | 4 | 09/19/2025 | &nbsp;&nbsp; 1627 | &nbsp;&nbsp; 1480 |
| Five Below, Inc. | Put | 110.00 | 4 | 09/19/2025 | &nbsp;&nbsp; 807 | &nbsp;&nbsp; 780 |
| Lam Research Corp. | Call | 113.00 | 29 | 08/15/2025 | &nbsp;&nbsp; 1077 | &nbsp;&nbsp; 145 |
| Meta Platforms, Inc. | Put | 635.00 | 6 | 08/01/2025 | &nbsp;&nbsp; 1017 | &nbsp;&nbsp; 21 |
| NVIDIA Corp. | Call | 190.00 | 7 | 10/17/2025 | &nbsp;&nbsp; 3519 | &nbsp;&nbsp; 5747 |
| NVIDIA Corp. | Put | 125.00 | 7 | 10/17/2025 | &nbsp;&nbsp; 1401 | &nbsp;&nbsp; 609 |
| ON Semiconductor Corp. | Put | 49.00 | 47 | 08/08/2025 | &nbsp;&nbsp; 1758 | &nbsp;&nbsp; 2491 |
| Palantir Technologies, Inc. | Put | 125.00 | 22 | 08/08/2025 | &nbsp;&nbsp; 1665 | &nbsp;&nbsp; 1738 |
| QUALCOMM, Inc. | Call | 175.00 | 18 | 08/01/2025 | &nbsp;&nbsp; 839 | &nbsp;&nbsp; 18 |
| SolarEdge Technologies, Inc. | Call | 35.00 | 41 | 09/19/2025 | &nbsp;&nbsp; 9037 | &nbsp;&nbsp; 6704 |
| Spotify Technology SA | Put | 540.00 | 7 | 08/29/2025 | &nbsp;&nbsp; 2001 | &nbsp;&nbsp; 1827 |
| Sunrun, Inc. | Call | 12.00 | 72 | 09/19/2025 | &nbsp;&nbsp; 6750 | &nbsp;&nbsp; 6660 |
| Sunrun, Inc. | Call | 13.00 | 69 | 09/19/2025 | &nbsp;&nbsp; 6533 | &nbsp;&nbsp; 4623 |
| Super Micro Computer, Inc. | Put | 36.00 | 55 | 08/01/2025 | &nbsp;&nbsp; 2083 | &nbsp;&nbsp; 55 |
| Taiwan Semiconductor Manufacturing Co. Ltd. | Put | 205.00 | 17 | 08/29/2025 | &nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1556 |
| Tesla, Inc. | Call | 380.00 | 11 | 08/29/2025 | &nbsp;&nbsp; 3609 | &nbsp;&nbsp; 1843 |
| Tesla, Inc. | Put | 250.00 | 9 | 08/15/2025 | &nbsp;&nbsp; 1178 | &nbsp;&nbsp; 639 |
| Vertiv Holdings Co. | Put | 118.00 | 24 | 08/29/2025 | &nbsp;&nbsp; 2182 | &nbsp;&nbsp; 2040 |
| **Total Options on Securities** | **Total Options on Securities** | **Total Options on Securities** | **Total Options on Securities** | **Total Options on Securities** | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$87565 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$70173 |
| **Total Written Options Contracts** | **Total Written Options Contracts** | **Total Written Options Contracts** | **Total Written Options Contracts** | **Total Written Options Contracts** | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;$2051948 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;$1590453 |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Written Swaptions Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract** | **Currency** | **Exercise**<br> **Rate**<br>| **Notional** | **Expiration**<br> **Date** | **Premium** | **Value** |
| 1YR Interest Rate Swap Pay GBP Put | GBP | 3.97% | 13177919 | 04/28/2026 | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$28069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10340 |
| 1YR Interest Rate Swap Pay GBP Put | GBP | 3.97% | 13176596 | 04/28/2026 | &nbsp;&nbsp; 26880 | 10307 |
| 1YR Interest Rate Swap Pay GBP Put | GBP | 3.97% | 13134249 | 04/28/2026 | &nbsp;&nbsp; 26268 | 10258 |
| 1YR Interest Rate Swap Pay GBP Put | GBP | 4.02% | 25371266 | 07/17/2026 | &nbsp;&nbsp; 32475 | 26424 |
| 1YR Interest Rate Swap Pay GBP Put | GBP | 4.02% | 12644609 | 07/17/2026 | &nbsp;&nbsp; 16153 | 13168 |
| 1YR Interest Rate Swap Pay USD Put | USD | 4.62% | 56942000 | 05/20/2026 | &nbsp;&nbsp; 45554 | 14684 |
| 1YR Interest Rate Swap Pay USD Put | USD | 4.62% | 28430000 | 05/20/2026 | &nbsp;&nbsp; 17769 | 7168 |
| 1YR Interest Rate Swap Pay USD Put | USD | 3.00% | 22657000 | 01/25/2027 | &nbsp;&nbsp; 106941 | 134943 |
| 1YR Interest Rate Swap Pay USD Put | USD | 4.30% | 18234000 | 07/19/2027 | &nbsp;&nbsp; 37380 | 36912 |
| 1YR Interest Rate Swap Pay USD Put | USD | 4.30% | 18128000 | 07/19/2027 | &nbsp;&nbsp; 40244 | 36915 |
| 1YR Interest Rate Swap Receive USD Call | USD | 3.00% | 22657000 | 01/25/2027 | &nbsp;&nbsp; 106941 | 76333 |
| 2YR Interest Rate Swap Pay EUR Put | EUR | 2.49% | 10901839 | 01/26/2026 | &nbsp;&nbsp; 8721 | 7617 |
| 2YR Interest Rate Swap Pay EUR Put | EUR | 3.25% | 5459504 | 07/28/2027 | &nbsp;&nbsp; 13676 | 13714 |
| 2YR Interest Rate Swap Pay USD Put | USD | 5.00% | 1247000 | 04/22/2027 | &nbsp;&nbsp; 3616 | 2088 |
| 2YR Interest Rate Swap Pay USD Put | USD | 5.00% | 1245000 | 04/22/2027 | &nbsp;&nbsp; 4420 | 2136 |
| iTraxx Europe Series 43 Version 1 Put | EUR | 70.00% | 2385000 | 10/15/2025 | &nbsp;&nbsp; 1995 | 2172 |
|  | **Total Written Swaptions Contracts** | **Total Written Swaptions Contracts** | **Total Written Swaptions Contracts** | **Total Written Swaptions Contracts** | &nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$517102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$405179 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| Zero-coupon bond. Rate represents annualized yield at date of purchase. |
| Security sold under forward sale commitments due within 60 days after July 31, 2025. The sale price of the security and the dates of delivery were fixed at the <br> time the transaction was negotiated.<br>|
| Inflation linked securities issued by foreign entities in which the principal amount is indexed for inflation or deflation periodically. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ARM | Adjustable Rate Mortgage |
| AS | Danish Public Limited Liability Company |
| BBR | Bank Bill Rate |
| BBSW | Bank Bill Swap Interest Rate |
| BCY | Barclays Bank PLC |
| BKBM | Bank Bill Benchmark Rate |
| BNM | Bank Negara Malaysia |
| BOA | Bank of America NA |
| BTP | Italian Government Bond |
| BUBOR | Budapest Interbank Offered Rate |
| CBK | Citibank NA |
| CDI | Overnight Brazilian Interbank Deposit Rate Annualized |
| CME | Chicago Mercantile Exchange |
| CORRA | Canadian Overnight Repo Rate Average |
| ETF | Exchange Traded Fund |
| ETN | Exchange Traded Note |
| EURIBOR | Euro Interbank Offered Rate |
| FBIL | Financial Benchmarks India Private Limited |
| FRA | Forward Rate Agreement |
| GST | Goldman Sachs International |
| HY | High Yield |
| IBR | Banking Reference Indicator |
| ICE | Intercontinental Exchange |
| JIBAR | Johannesburg Interbank Agreed Rate |
| JPM | JPMorgan Chase Bank NA |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Schedule of Investments (Unaudited) (continued)

July 31, 2025

---

| | |
|:---|:---|
| KLIBOR | Kuala Lumpur Interbank Offered Rate |
| KSDA | Korea Securities Dealers Association |
| LCH | London Clearing House |
| LLC | Limited Liability Company |
| LME | London Mercantile Exchange |
| LP | Limited Partnership |
| MIBOR | Mumbai Interbank Offered Rate |
| MSI | Morgan Stanley & Co. International PLC |
| NIBOR | Norwegian Interbank Offered Rate |
| OAT | French Treasury Bond |
| OIS | Overnight Index Swap |
| PLC | Public Limited Company |
| PRIBOR | Prague Interbank Offered Rate |
| RBOB | Reformulated Blendstock for Oxygenate Blending |
| REG S | Unregistered securities exempt in a sale of non-US securities from the registration and prospectus delivery requirement of the Securities Act of 1933, as <br> specified in SEC Regulation S.<br>|
| REIT | Real Estate Investment Trust |
| SA | French Public Limited Company |
| SAFEX | South African Futures Exchange |
| SCB | Standard Chartered Bank |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Index Average |
| SOR | Swap Offer Rate |
| SpA | Italian Public Limited Company |
| STIBOR | Stockholm Interbank Offered Rate |
| TIIE | Interbank Equilibrium Interest Rate |
| TNA ABIF | Nominal Annual Rate of the Chilean Association of Banks and Financial Institutions |
| TONA | Tokyo Overnight Average Rate |
| ULSD | Ultra-Low Sulfur Diesel |
| WIBOR | Warsaw Interbank Offered Rate |
| WMBA | Wholesale Markets Brokers' Association |
| WTI | West Texas Intermediate |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNY | Chinese Yuan Onshore Renminbi |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | Great Britain Pound |
| HKD | Hong Kong Dollar |
| HUF | Hungarian Forint |
| ILS | Israeli Shekel |

---

---

| | |
|:---|:---|
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| TWD | New Taiwan Dollar |
| USD | United States Dollar |
| ZAR | South African Rand |

---

The accompanying notes are an integral part of the Schedule of Investments.

------

**Wellington Global Multi-Strategy Fund**

Notes to Schedule of Investments (Unaudited)

July 31, 2025

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

1. **Fund Organization and Investment Objective**

------

The Wellington Global Multi-Strategy Fund (the "Fund") is registered under the Investment Company Act of 1940 ("1940 Act"), as amended, as a non-diversified, closed-end management investment company operating as an interval fund under the 1940 Act. The Fund was organized as a Delaware statutory trust on May 29, 2024 and commenced operations on January 2, 2025.

The Fund's investment objective is to generate consistent and positive returns across market cycles. The Fund seeks to achieve its investment objective by taking varying positions in three principal strategies: equity long/short, macro and fixed income, and credit (each a "Principal Strategy"). Each Principal Strategy is comprised of one or more investment sub-strategies (each, an "Underlying Strategy") in which one or more investment professionals ("Trading Teams") contribute to the overall performance of the Fund's portfolio through the management of the Underlying Strategy. An Underlying Strategy may be comprised of a single or multiple accounts (each an "Allocable Account") managed by one or more members of the Trading Team. The Fund may seek to gain exposure to commodities primarily through investments in Wellington Cayman Commodity Fund I, a wholly-owned subsidiary of the Fund organized under the laws of the Cayman Islands (the "Subsidiary"). In order to comply with certain issuer diversification limits imposed by the Internal Revenue Code, the Fund may invest up to 25% of its total assets in the Subsidiary.

The Fund currently offers three separate classes of shares of beneficial interests ("Shares") designated as Class A ("Class A Shares"), Class I ("Class I Shares") and Class M ("Class M Shares"). Each class of Shares has differing characteristics, particularly in terms of the sales load that each class may be charged. The Fund may offer additional classes of Shares in the future. Shares are being offered daily at the net asset value ("NAV") per Share on that day, plus any applicable sales load.

Wellington Management Company LLP (the "Adviser"), an affiliate of the Fund, serves as investment manager to the Fund. The Adviser is registered as an investment advisor with the U.S. Securities and Exchange Commission (the "SEC") under the U.S. Investment Advisers Act of 1940. The Adviser is responsible for the Fund's investment strategy and the day-to-day management of the Fund's assets.

Pursuant to the Declaration of Trust ("Declaration of Trust") and bylaws, the Fund's business and affairs are managed under the direction of the Board of Trustees (the "Board"), which has overall responsibility for monitoring and overseeing the Fund's management and operations, subject to the laws of the State of Delaware.

2. **Summary of Significant Accounting Policies**

------

The consolidated Schedule of Investments has been prepared in accordance with accounting principles generally accepted in the United States of America ("US GAAP"). The Fund is an investment company that follows the accounting and reporting guidance of Accounting Standards Codification Topic 946 applicable to investment companies.

The following is a summary of significant accounting policies consistently followed by the Fund in the preparation of its Consolidated Schedule of Investments.

**Security Valuation**

The Board is responsible for the oversight of the valuation of the Fund's portfolio investments pursuant to the Fund's valuation procedures ("Valuation Procedures"). The money market mutual funds are accounted for on a trade date basis and valued at such fund's net asset value. The Fund's portfolio investments for which market quotations are readily available are valued at market value. Investments for which market quotations are not readily available are valued at fair value as determined in good faith pursuant to Rule 2a-5 under the 1940 Act. As permitted by Rule 2a-5 under the 1940 Act, the Board has designated the Adviser as the Fund's valuation designee ("Valuation Designee") to perform fair value determinations relating to all portfolio investments pursuant to the Valuation Procedures. The Valuation Designee may value Fund portfolio securities for which market quotations are not readily available and other Fund assets utilizing inputs from pricing services, quotation reporting systems, valuation agents and other third-party sources. The Fund determines NAV per Share in accordance with the methodology described in the Fund's Valuation Procedures.

The Fund calculates the NAV of each class of its Shares on a daily basis.

Investments held by the Fund are stated at fair value. US GAAP defines fair value as the price the Fund would receive to sell an asset or transfer a liability in an orderly transaction between market participants. It also establishes a fair value hierarchy (levels 1, 2, and 3) for presenting valuations, based on the transparency of inputs into valuation techniques used to measure fair valuation.

Inputs may be observable or unobservable, and refer broadly to the assumptions that a market participant would consider significant to value an asset or liability. The determination of "observable" requires judgment. In general, the Board, in consultation with the Adviser, considers observable inputs to be data readily available, regularly updated, reliable, arm's-length, and verifiable. Unobservable inputs may be used when observable inputs are not available. In this situation, the Fund may use one or more valuation techniques (e.g.

------

**Wellington Global Multi-Strategy Fund**

Notes to Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Security Valuation (continued)**

market or income approach), using the best available information as of the reporting date, along with the Board's own assumptions of market participant behavior.

The use of the market approach generally involves using inputs that are based on available market transactions or market observable comparables. The income approach is generally based on expected cash flows or earnings. Under both approaches, adjustments may be applied to reflect various risks (e.g. liquidity, financial health of the investment issuer, or quality of the information available for fair value measurement).

Assets and liabilities are classified into one of the following levels, based on the lowest level of input that is significant to the fair value measurement:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – Unadjusted quoted prices in active markets or exchanges for identical investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Prices based on significant observable inputs other than an unadjusted quoted price; quoted prices in active markets or exchanges for similar investments; quoted prices for identical investments in markets or exchanges that are inactive; and prices based on market-corroborated inputs (such as interest rates, yield curves, volatilities, prepayment rates, credit risks, and default rates).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Prices based on significant unobservable inputs such as quotes from broker-dealers which cannot be reasonably verified through an alternative source; investments with significant trading restrictions or where trading has been halted; and securities fair valued by the Board in consultation with the Adviser using a model or inputs for which the Board must exercise judgment. In these situations, it is possible that a different valuation model or alternative inputs could produce materially different fair value measurements.

Investments held by the Fund for which market quotes are readily available are generally valued based on valuations furnished by third-party pricing services authorized by the Board.

Equity securities are typically valued based on their last trade or official close price on the market on which the securities primarily trade or, in the absence of a sale, at their last or most recently reported bid price or, if sold short, at the last reported ask price, and are generally categorized as level 1 in the fair value hierarchy. The Fund may use a systematic fair valuation model, provided by an independent third-party pricing service, to adjust the value of securities where such values may be materially impacted by events occurring before the Fund's pricing, but after the close of the primary market or exchange on which the securities are traded. The value of an equity security under this model is likely to be different from the last quoted market price for the same security. These equity securities are generally categorized as level 2 in the fair value hierarchy.

Fixed income securities, which may include convertible bonds, corporate obligations, foreign government obligations, municipal obligations, and United States government and agency obligations, are primarily valued based on values provided by independent pricing services that determine fair valuations for normal, institutional-sized trading units of such securities using yield data relating to identical investments, or investments with similar characteristics, and other market inputs. Certain fixed income securities are valued on the basis of quotations from broker-dealers. Fixed income securities are generally categorized as level 2 in the fair value hierarchy.

Bank loans are valued using factors such as ratings, tranche type, industry, company performance, spread, individual trading characteristics, institutional-sized trading in similar groups of securities, and other market data. Futures contracts are generally valued at closing settlement prices on the primary exchange on which the contracts are traded. Forward currency contracts are valued using a straight-line interpolation based on a series of forward rates. Exchange traded options are valued based on the last trade price on the primary exchange on which they trade. If an option does not trade, the mid price is utilized to value the option. Options traded over-the-counter are valued by independent pricing services based on pricing models that incorporate various inputs including interest rates, credit spreads and currency exchange rates. Credit default swap contracts are valued based on inputs provided by the counterparty, independent pricing sources, or proprietary models that incorporate credit spreads, cash flows, discount rates, and other inputs. Cross currency swap contracts and interest rate swap contracts are valued based upon contractual terms and current interest rates. Total return swap contracts are valued by calculating the value of the assets and liabilities underlying the swap agreement, net of related financing. Swaptions contracts are valued as the net amount due to or from the Fund in accordance with the terms of the contract based on the closing level of the relevant market rate of interest. Regulated investment companies are valued at the daily net asset value per share. Closed-end funds are valued at the daily net asset value per share, as adjusted for any premiums or discounts, as applicable. ETFs are valued based on their closing sales price on the market on which they primarily trade. Bank loans, closed-end funds (other than those that are exchange traded), forward currency contracts, options traded over-the-counter, swap contracts, swaptions contracts, securities fair valued by the Board in consultation with the Adviser using observable inputs, and securities priced by dealers where quotations can be reasonably verified through an alternative source are generally categorized as level 2 in the fair value

------

**Wellington Global Multi-Strategy Fund**

Notes to Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Security Valuation (continued)**

hierarchy. Futures contracts, exchange traded options, regulated investment companies, exchange traded closed-end funds, and ETFs are generally categorized as level 1 in the fair value hierarchy. The prices of foreign investments not denominated in US dollars, if any, are translated into US dollars based on exchange rates provided by an independent pricing service.

In the absence of readily ascertainable market quotes, the value of investments is determined in good faith ("fair valued") by the Board in consultation with the Adviser and in accordance with the provisions of the Plan and Declaration of Trust. The values assigned to these investments are based upon available information including, but not limited to, original and subsequent transaction prices and third-party transactions, and may also be adjusted to reflect liquidity and/or transferability restrictions. These inputs may be observable or unobservable and the resulting values may not necessarily represent the amounts which may ultimately be realized upon sale. Due to the inherent uncertainty of the valuations, the estimated fair values may differ from the values of the investments had an active market existed, and the differences could be material. Such valuations are categorized as level 2 or level 3 in the fair value hierarchy depending on the significance of the unobservable inputs used.

The following table summarizes the valuations of the Fund's investments as of July 31, 2025, based on their placement within the fair value hierarchy:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Assets** | **Quoted Prices**<br> **(Level 1)**<br>| **Significant**<br> **Observable**<br> **Inputs**<br> **(Level 2)**<br>| **Significant**<br> **Unobservable**<br> **Inputs**<br> **(Level 3)**<br>| **Total** |
| Bank Loans | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1053383 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1053383 |
| Convertible Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp; 1753265 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1753265 |
| Corporate Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 18389396 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18389396 |
| Foreign Government Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 149139783 | &nbsp;&nbsp; — | &nbsp;&nbsp; 149139783 |
| United States Government and Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 4622315 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4622315 |
| Common Stock | &nbsp;&nbsp; 978962 | &nbsp;&nbsp; 1039061 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2018023 |
| Convertible Preferred Stock | &nbsp;&nbsp; 809211 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 809211 |
| Short-Term Investments | &nbsp;&nbsp; — | &nbsp;&nbsp; 5099498 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5099498 |
| Purchased Options Contracts | &nbsp;&nbsp; 2081266 | &nbsp;&nbsp; 395045 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2476311 |
| Purchased Swaptions Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; 2962793 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2962793 |
| Forward Currency Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; 2457277 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2457277 |
| Futures Contracts\* | &nbsp;&nbsp; 375038 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 375038 |
| Bi-Lateral Credit Default Swaps | &nbsp;&nbsp; — | &nbsp;&nbsp; 29305 | &nbsp;&nbsp; — | &nbsp;&nbsp; 29305 |
| Centrally Cleared Credit Default Swaps\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 115031 | &nbsp;&nbsp; — | &nbsp;&nbsp; 115031 |
| Bi-Lateral Cross Currency Swaps | &nbsp;&nbsp; — | &nbsp;&nbsp; 10322 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10322 |
| Bi-Lateral Interest Rate Swaps | &nbsp;&nbsp; — | &nbsp;&nbsp; 5907 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5907 |
| Centrally Cleared Interest Rate Swaps\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 1462648 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1462648 |
| Total Return Swaps | &nbsp;&nbsp; — | &nbsp;&nbsp; 2758410 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2758410 |
| Other Total Return Swap Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp; 12592 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12592 |
| **Total** | &nbsp;&nbsp; **$4244477** | &nbsp;&nbsp; **$191306031** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$195550508** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liabilities** |  |  |  |  |
| Purchased Swaptions Contracts  | &nbsp;&nbsp; $— | &nbsp;&nbsp; $8406 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $8406 |
| Securities Sold Short | &nbsp;&nbsp; — | &nbsp;&nbsp; 15224740 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15224740 |
| Forward Currency Contracts  | &nbsp;&nbsp; — | &nbsp;&nbsp; 2771695 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2771695 |
| Forward Sale Commitments | &nbsp;&nbsp; — | &nbsp;&nbsp; 162896401 | &nbsp;&nbsp; — | &nbsp;&nbsp; 162896401 |
| Futures Contracts\*  | &nbsp;&nbsp; 342003 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 342003 |

---

------

**Wellington Global Multi-Strategy Fund**

Notes to Schedule of Investments (Unaudited) (continued)

July 31, 2025

**Security Valuation (continued)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liabilities** | **Quoted Prices**<br> **(Level 1)**<br>| **Significant**<br> **Observable**<br> **Inputs**<br> **(Level 2)**<br>| **Significant**<br> **Unobservable**<br> **Inputs**<br> **(Level 3)**<br>| **Total** |
| Bi-Lateral Credit Default Swaps  | &nbsp;&nbsp; $— | &nbsp;&nbsp; $108178 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $108178 |
| Centrally Cleared Credit Default Swaps\*  | &nbsp;&nbsp; — | &nbsp;&nbsp; 190578 | &nbsp;&nbsp; — | &nbsp;&nbsp; 190578 |
| Bi-Lateral Cross Currency Swaps  | &nbsp;&nbsp; — | &nbsp;&nbsp; 159 | &nbsp;&nbsp; — | &nbsp;&nbsp; 159 |
| Bi-Lateral Interest Rate Swaps  | &nbsp;&nbsp; — | &nbsp;&nbsp; 10215 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10215 |
| Centrally Cleared Interest Rate Swaps\*  | &nbsp;&nbsp; — | &nbsp;&nbsp; 1001596 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1001596 |
| Total Return Swaps  | &nbsp;&nbsp; — | &nbsp;&nbsp; 1956371 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1956371 |
| Other Total Return Swap Contracts  | &nbsp;&nbsp; — | &nbsp;&nbsp; 41129 | &nbsp;&nbsp; — | &nbsp;&nbsp; 41129 |
| Written Options Contracts | &nbsp;&nbsp; 1331125 | &nbsp;&nbsp; 259328 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1590453 |
| Written Swaptions Contracts  | &nbsp;&nbsp; — | &nbsp;&nbsp; 405179 | &nbsp;&nbsp; — | &nbsp;&nbsp; 405179 |
| **Total** | &nbsp;&nbsp; **$1673128** | &nbsp;&nbsp; **$184873975** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$186547103** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* *Amounts, or a portion thereof, reflect cumulative appreciation/depreciation of futures and centrally cleared swaps, as applicable, as disclosed on the Consolidated Schedule of* *Investments. The period end variation margin, if any, is separately disclosed on the Consolidated Statement of Assets and Liabilities.* 

Additional information regarding categorization of investments can be found on the Consolidated Schedule of Investments.

There were no material transfers into or out of level 3 during the period ended July 31, 2025.

3. **Federal income Taxes**

------

The Fund intends to meet the requirements of the Internal Revenue Code of 1986, as amended (the "Code"), applicable to regulated investment companies ("RICs"), and to distribute substantially all of its net investment income and any net realized capital gains to its shareholders annually and to meet certain diversification and income requirements with respect to investment companies.

The Fund intends to make distributions on an annual basis in aggregate amounts representing substantially all of the Fund's investment company taxable income (including realized short-term capital gains), if any, earned during the period. Distributions may also include net capital gains, if any.

Because the Fund intends to qualify annually as a RIC under the Code, the Fund intends to distribute substantially all of its investment company taxable income to its Shareholders. Nevertheless, there can be no assurance that the Fund will pay distributions to Shareholders at any particular rate.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Wellington Global Multi-Strategy Fund

- **b. Investment Company Act file number:** 811-23973

- **c. CIK number of Registrant:** 0002026275

- **d. LEI of Registrant:** 9845004462686F965B86

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

  - **Street Address 1:** 280 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-790-7151

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

- **a. Name of Series:** Wellington Global Multi-Strategy Fund

- **c. LEI of Series:** 9845004462686F965B86

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $503310602.02

**Total Liabilities:** $453231492.88

**Net Assets:** $50079109.14

**Delayed Delivery Securities:** $164350767.20

**Cash Not Reported:** $34337997.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -24.82000000 | **1-Year:** -1672.08000000 | **5-Year:** -7861.85000000 | **10-Year:** -7153.91000000 | **30-Year:** -2033.83000000

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

- **3-Month:** -78.81000000 | **1-Year:** -297.48000000 | **5-Year:** -1069.81000000 | **10-Year:** -263.21000000 | **30-Year:** 203.42000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.73%                | -0.69%               | -0.62%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-269405.93              | $3601852.40                                |
| Month 2  | $913088.75               | $-2783685.68                               |
| Month 3  | $346681.13               | $-408025.96                                |

### Schedule of Portfolio Investments

| Name                                             | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Goldman Sachs & Co. LLC                          | GENERAL ELECTRIC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11829 | OU      | $-369.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PDF SOLUTIONS INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11749 | OU      | $811.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FRESNILLO PLC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -27958 | OU      | $384.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WIX.COM LTD CFD (USD)                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |       15417 | OU      | $-1134.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1670.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1414.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WOLTERS KLUWER NV TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -8637 | OU      | $198.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STOXX EUROPE 600 INDUSTRIA TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |    -1105776 | OU      | $-695.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FANUC CORP CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    59568871 | OU      | $-19786.12    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $5732.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CISCO SYSTEMS INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1379 | OU      | $17.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RYANAIR HOLDINGS PLC TRS 0.0000% 05-20-2033           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |        4669 | OU      | $187.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 7.83% 09/17/2027 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |  -301265000 | OU      | $-498.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1221000 | PA      | $1500281.57   | 3.00%             | 2038-07-18      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PAYCOM SOFTWARE INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7522 | OU      | $-118.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |           0 | PA      | $0.00         | 0.00%             | 2050-11-04      | None          | 0.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.725% 09/18/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   238509000 | OU      | $550.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $32.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.25% 02/04/2043 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      360000 | OU      | $96286.88     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BILFINGER SE CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       37634 | OU      | $909.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BGC GROUP INC-A CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -123010 | OU      | $9998.96      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IMPALA PLATINUM HOLDINGS LTD CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ZA        |      270290 | OU      | $-1372.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -4440000 | PA      | $-5946220.23  | -11.87%           | 2031-05-01      | None          | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-USDKRW(USD) 08/14/25 1391.52P                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       53000 | OU      | $305.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $4550.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.2792% 10/26/2057 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      362000 | OU      | $45604.89     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-597.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $330.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CAIXABANK SA TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -92915 | OU      | $-5065.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SWEDBANK AB TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -3835272 | OU      | $-16044.54    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $22.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 4.0588% 09/17/2026 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |     8569000 | OU      | $2737.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2038-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KERING SA TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -5113 | OU      | $-549.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6625.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1458.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.375% 12/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |    -6093000 | OU      | $11053.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SELL Fixed CDS PANAM 1 06-30     1.0000% 06-20-30     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | PA        |       75000 | OU      | $-2359.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2925.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $-2233.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOPIX BANKS INDEX                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -14830620 | OU      | $1757.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $300.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLAREDGE TECHNOLOGIES INC MAR 26 32.5C               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          39 | NC      | $19597.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MASTERCARD INC - A CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       21583 | OU      | $509.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DISCO CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |      -86680 | OU      | $-22.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ZINC 08/18/25                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           3 | NC      | $5545.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                         | Ontario Teachers' Finance Trust                       | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      286000 | PA      | $326295.32    | 0.65%             | 2031-12-04      | None          | 2.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONOCOPHILLIPS TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       46975 | OU      | $313.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1306.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KINETIK HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1481 | OU      | $-81.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRANSUNION TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      106966 | OU      | $-734.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $-5962.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX AUG 25 6200P                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           4 | NC      | $10720.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TAIWAN SEMICON CFD (USD)                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      153393 | OU      | $5538.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CROWDSTRIKE HOLDINGS INC TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4816 | OU      | $270.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3646000 | PA      | $3633722.94   | 7.26%             | 2032-04-30      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.75% 09/17/2055 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -1983000 | OU      | $-43393.16    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | QIAGEN NV TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       20836 | OU      | $1464.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 3.78125% 12/16/2027 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |    25089000 | OU      | $-2755.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-2070.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SQUARE INC - A CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      176722 | OU      | $18822.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $76.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SUMITOMO ELECTRIC INDUSTRIES CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     5559094 | OU      | $4061.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FISERV INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12348 | OU      | $120.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-1433.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -1065000 | PA      | $-1045042.34  | -2.09%            | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOME DEPOT INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8009 | OU      | $-76.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.3755% 09/17/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |       80000 | OU      | $-2030.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $-353.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SVENSKA HANDELSBANKEN-A SHS CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -258948 | OU      | $-399.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1555.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1552.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2973.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $21563.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FUCHS SE-PREF CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        8287 | OU      | $-724.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $301.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 4.62% 05/22/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -6881000 | OU      | $77582.00     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 3.21875% 12/16/2027 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -943000 | OU      | $-522.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-1790.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3601.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PALANTIR TECHNOLOGIES INC-A CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9599 | OU      | $-1326.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | MX        |           1 | NC      | $1918.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 4% 12/17/2027 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |   -11394000 | OU      | $3103.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TAIWAN SEMICONDUCTOR-SP ADR CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      149520 | OU      | $1734.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | AMAZON.COM INC AUG 25 215P                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           3 | NC      | $495.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ORACLE CORP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       42998 | OU      | $3442.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                               | Banco Santander SA                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Short            | DBT              | CORP              | ES        |     -200000 | PA      | $-240369.59   | -0.48%            | 2034-04-22      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $-45642.51    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $-2172.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RENAISSANCERE HOLDINGS LTD CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BM        |      -66517 | OU      | $-1242.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EXPAND ENERGY CORP TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20510 | OU      | $341.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.4035% 09/17/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -451885000 | OU      | $153.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-97.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SACYR SA CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       38738 | OU      | $388.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -1432300 | PA      | $-1490828.28  | -2.98%            | 2046-08-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROKO AB CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -79612 | OU      | $-786.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERBUND AG CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |      -28318 | OU      | $-64.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-1032.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $12301.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |    -2237781 | PA      | $-2200655.33  | -4.39%            | 2053-03-04      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-EURUSD(EUR) 08/27/25 1.1698C                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       30000 | OU      | $65.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | DBR FWD 08-04-250.0000% 02-15-31 - 99Z15WWB           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -3800532 | PA      | $-3844420.59  | -7.68%            | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.18% 09/17/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |    -1120000 | OU      | $11731.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2039-01-31      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2488.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DNOW INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       64252 | OU      | $2080.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VINCI SA TRS 0.0000% 05-15-2033                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -1733 | OU      | $41.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1860.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STEVANATO GROUP SPA CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -28279 | OU      | $-631.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-1019.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1971.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND 09/01/25 127P                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          48 | NC      | $-3147.53     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GOLDMAN SACHS TY WEEKLY VO TRS 0.0000% 04-30-2026     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      134724 | OU      | $192.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HANMI SEMICONDUCTOR CO LTD CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       -7806 | OU      | $140.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DTE ENERGY CO TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13868 | OU      | $-526.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DELEK US HOLDINGS INC TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -60416 | OU      | $7667.60      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FISCHER (GEORG)-REG CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -11223 | OU      | $-230.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TALANX AG CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      230649 | OU      | $14193.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-433.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COHERENT CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19138 | OU      | $1413.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXXON MOBIL CORP CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -62713 | OU      | $-1033.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2203.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              | NUSS              | ES        |    -4283000 | PA      | $-4240281.25  | -8.47%            | 2031-04-30      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-54297.49    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3800532 | PA      | $0.00         | 0.00%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GS AUSTRALIA BANKS TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AU        |    -1242668 | OU      | $-14966.61    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | 3I GROUP PLC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -16558 | OU      | $54.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT PEN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |           1 | NC      | $-1792.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 8.225% 03/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     5429000 | OU      | $-6606.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TENCENT HOLDINGS LTD CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      140805 | OU      | $987.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANQUE CANTONALE VAUDOISE TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -30193 | OU      | $222.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2022.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 3.96875% 09/17/2030 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |    -3126331 | OU      | $1308.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OCADO GROUP PLC TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -13737 | OU      | $-6206.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROADCOM INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      101981 | OU      | $4631.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $73.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SM ENERGY CO CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -28077 | OU      | $-2493.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $796.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $953.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-500.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $412.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TPG INC CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       89989 | OU      | $4747.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRANSOCEAN LTD CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -12731 | OU      | $31.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PEPKOR HOLDINGS LTD CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ZA        |     -118063 | OU      | $-84.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $26550.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHOPIFY INC - CLASS A CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       46135 | OU      | $2871.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FREEPORT-MCMORAN INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3706 | OU      | $405.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENERGY SELECT SECTOR SPDR CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -195321 | OU      | $-4913.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.8575% 09/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   385143000 | OU      | $-673.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NEMETSCHEK SE CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        -855 | OU      | $-65.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PAREX RESOURCES INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -24726 | OU      | $-2687.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-1199.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NAURA TECHNOLOGY GROUP CO-A CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |      -11566 | OU      | $-512.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDBRL(USD) 08/12/25 5.594P                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      -52000 | OU      | $-396.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ORSTED A/S CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |      -57187 | OU      | $-466.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | BRENT CRUDE NOV 25                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          -4 | NC      | $-12840.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GEELY AUTOMOBILE HOLDINGS LT CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -15613 | OU      | $66.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1577.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $4140.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                | DISH Network Corp                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      270000 | PA      | $281189.08    | 0.56%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FIRST SOLAR INC TRS 0.0000% 05-20-2033                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       49576 | OU      | $-1000.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $309.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 3.5975% 09/17/2030 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |     1664000 | OU      | $1002.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME LEAD FUTURE Sep25                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -2 | NC      | $2294.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2732.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 1 Fixed     4.6200% 05-22-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -28430000 | NC      | $10600.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOAST INC TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9367 | OU      | $-302.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      880500 | PA      | $916200.17    | 1.83%             | 2045-01-22      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SPDR S&P 500 ETF TRUST CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     2731377 | OU      | $14378.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALPHABET INC-CL A CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       47557 | OU      | $4064.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDBRL(USD) 08/14/25 5.615C                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      252000 | OU      | $2629.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARM HOLDINGS PLC-ADR CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -11496 | OU      | $1458.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 4.19% 09/18/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |     1729000 | OU      | $547.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-878.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KLA CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -76365 | OU      | $4285.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-25.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MARATHON PETROLEUM CORP TRS 0.0000% 05-20-2033        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       60580 | OU      | $-1524.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NTG NORDIC TRANSPORT GROUP TRS 0.0000% 05-05-2028     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |       35664 | OU      | $-84.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | XX        |     -463000 | PA      | $-243635.49   | -0.49%            | 2050-11-04      | None          | 0.30%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                  | PSP Capital Inc                                       | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      880000 | PA      | $1009260.97   | 2.02%             | 2034-07-02      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.84375% 09/17/2035 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -444000 | OU      | $-8911.14     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | TESLA MOTORS-WEEKLY 08/29/25W 290P                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $810.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $12153.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY REC 5 FIXED     1.4500% 02-07-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   197241000 | NC      | $-3650.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1388.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -3074000 | PA      | $-3340589.94  | -6.67%            | 2033-09-01      | None          | 2.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AFFIRM HOLDINGS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       30972 | OU      | $839.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CROWDSTRIKE HOLDINGS INC TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -189905 | OU      | $8077.41      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOEING CO/THE CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      188042 | OU      | $-6133.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ENEL SPA CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |      317805 | OU      | $-15772.10    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WALMART INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -37216 | OU      | $-898.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $-1875.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INNOVEX INTERNATIONAL INC CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       25851 | OU      | $946.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                   | American Electric Power Co Inc                        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |         219 | NS      | $24777.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                          | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $615.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1342954 | PA      | $1562052.81   | 3.12%             | 2056-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                              | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       57000 | PA      | $35204.91     | 0.07%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |           0 | PA      | $0.00         | 0.00%             | 2055-04-25      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-3635.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIVITAS RESOURCES INC TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7895 | OU      | $-393.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CREDITO EMILIANO SPA CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -17422 | OU      | $-1248.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDBRL(USD) 08/12/25 5.594C                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      -52000 | OU      | $-567.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2032-06-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARGENX SE CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        -481 | OU      | $-118.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2785.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 13.345% 01/02/2029 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      561643 | OU      | $528.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      903000 | PA      | $1036760.77   | 2.07%             | 2046-04-30      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MARRIOTT INTERNATIONAL-CL A CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -102921 | OU      | $2929.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARK INNOVATION ETF CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6084 | OU      | $-22.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $-380.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |           1 | NC      | $-1228.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EMMI AG-REG CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -22590 | OU      | $494.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1481000 | PA      | $-1713671.51  | -3.42%            | 2030-07-01      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHEMOMETEC A/S CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |      -11010 | OU      | $139.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | GB        |           1 | NC      | $-380.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FUKUOKA FINANCIAL GROUP INC CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    36340022 | OU      | $5590.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-2396.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BALOISE HOLDING -R CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      101207 | OU      | $-1380.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | NVIDIA CORP 08/01/25W 157.5P                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           6 | NC      | $30.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS CNY 1.612% 12/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |      739000 | OU      | $-174.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $396.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UBS GROUP AG TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      207075 | OU      | $14889.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SIEMENS AG CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -51422 | OU      | $295.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $-2092.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1169.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $884.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NASDAQ INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      486313 | OU      | $7199.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-USDKRW(USD) 08/14/25 1391.52C                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       53000 | OU      | $427.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                               | DOORDASH CL A ORD SEP25 290C                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -2 | NC      | $-815.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                          | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $137256.18    | 0.27%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $17.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-34.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQUITABLE HOLDINGS INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2248 | OU      | $39.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MADISON SQUARE GARDEN ENTERT CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2169 | OU      | $127.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-4878.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERISK ANALYTICS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2097 | OU      | $145.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MUNTERS GROUP AB CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -211214 | OU      | $-859.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $20.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $952.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1951.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KT CORP-SP ADR CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |       12921 | OU      | $-504.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TOKYO ELECTRON LTD CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -1464750 | OU      | $62.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | CCCY USD SOFR COMP USD SEK 1D SEK STIBOR SEK USD 3    | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $3350.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BECHTLE AG CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -63763 | OU      | $2926.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS INR 5.643% 12/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IN        |   -15888000 | OU      | $-748.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WHITBREAD PLC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        -728 | OU      | $-3.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 5.65% 09/16/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    22478000 | OU      | $278.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FUCHS SE-PREF CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       59501 | OU      | $-3883.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-AUDJPY(AUD) 08/27/25 96.43C                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       55000 | OU      | $403.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SEADRILL LIMITED CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |       12495 | OU      | $-627.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-15.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEXT PLC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       56840 | OU      | $324.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                         | Bulgaria Government International Bond                | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Short            | DBT              | NUSS              | BG        |      -75000 | PA      | $-51048.93    | -0.10%            | 2050-09-23      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DANONE SA TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       61444 | OU      | $3761.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $10430.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 20 Fixed     2.5800% 03-15-55          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      250000 | NC      | $-7143.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1798.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AUTO1 GROUP SE TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -9078 | OU      | $-356.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GALDERMA GROUP AG CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -1389 | OU      | $-11.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                          | SUGAR (112000) OCT 25                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -13 | NC      | $4467.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURUSD(EUR) 08/27/25 1.1769C                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      177000 | OU      | $236.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2086000 | PA      | $0.00         | 0.00%             | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CANADIAN NATURAL RESOURCES TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       43997 | OU      | $1365.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | MINI TPX IDX FUT  Sep25                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           1 | NC      | $1091.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MICRON TECHNOLOGY INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       26862 | OU      | $-2414.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | REDCARE PHARMACY NV TRS 0.0000% 05-05-2028            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      -21888 | OU      | $1079.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.9005% 12/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   472811000 | OU      | $-1323.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2136.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-729.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VAT GROUP AG CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -27096 | OU      | $4970.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INNOVEX INTERNATIONAL INC CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       24672 | OU      | $1189.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OTP BANK PLC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | HU        |   103749200 | OU      | $-2179.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KERING CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -16816 | OU      | $-451.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $54735.86     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NIKON CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -275558 | OU      | $30.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INDUTRADE AB TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -20815 | OU      | $91.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SYNOPSYS INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33008 | OU      | $3733.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MANULIFE FINANCIAL CORP CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -153389 | OU      | $-3503.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2094.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TARGA RESOURCES CORP CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      193652 | OU      | $-1281.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $5787.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GITLAB INC TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1158 | OU      | $24.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CORPAY INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -202762 | OU      | $4732.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1838500 | PA      | $1211114.58   | 2.42%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENBRIDGE INC TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -57689 | OU      | $-574.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDTWD(USD) 07/03/26 26.81P                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     -401000 | OU      | $-6541.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-116.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-9.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 8.951% 09/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    -2875000 | OU      | $7002.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WESCO INTERNATIONAL INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       69952 | OU      | $1241.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIRTAC INTERNATIONAL GROUP CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |        1655 | OU      | $-61.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | REDDIT INC TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3041 | OU      | $-331.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | MICRO COPPER SEP 25                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $-4770.80     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | US DISPERSION SERIES 17I TRS 0.0000% 06-30-2026       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      540364 | OU      | $-2895.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ING GROEP NV CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       44029 | OU      | $2711.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BUNZL PLC TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       36253 | OU      | $-1460.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SELL Fixed CDS PANAM 1 06-30     1.0000% 06-20-30     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | PA        |       75000 | OU      | $-2359.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PARKLAND CORP TRS 0.0000% 05-05-2028                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      -12332 | OU      | $-217.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AKER BP ASA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |     -457069 | OU      | $-1053.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DOMINOS PIZZA INC TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       69919 | OU      | $-2290.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.967% 12/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -231000 | OU      | $2006.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $41370.41     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BRENNTAG AG CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       99551 | OU      | $-2331.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.78% 09/17/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -29855000 | OU      | $-60666.84    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | BR        |           1 | NC      | $-72.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 8.39% 09/05/2035 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     1474000 | OU      | $569.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-808.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS GBP PAY 1 Fixed     3.7200% 04-28-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     9958000 | NC      | $-17897.17    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                         | State of North Rhine-Westphalia Germany               | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      368000 | PA      | $381797.89    | 0.76%             | 2073-03-07      | None          | 3.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRELLEBORG AB-B SHS CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      486314 | OU      | $-727.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-2346.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AENA SME SA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       -4132 | OU      | $14.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AZELIS GROUP NV                                  | AZELIS GROUP NV                                       | CUSIP: 000000000<br>LEI: 699400M9RRMTV264FM70 | Long             | EC               | CORP              | BE        |          46 | NS      | $718.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1184.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2665.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDCHF(USD) 08/13/25 .7942P                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      209000 | OU      | $163.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RECRUIT HOLDINGS CO LTD CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1496928 | OU      | $-1098.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $4181.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OSAKA GAS CO LTD CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     5684624 | OU      | $935.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2600.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $17259.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BP PLC CFDBP PLC TRS 0.0000% 05-05-2028               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -52937 | OU      | $-6180.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KION GROUP AG CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -47931 | OU      | $-2557.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $-2527.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4660000 | PA      | $5373565.50   | 10.73%            | 2030-01-31      | None          | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SKANDINAVISKA ENSKILDA BAN-A CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -333927 | OU      | $-984.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $3168.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CELSIUS HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       79490 | OU      | $-689.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)Sep25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          24 | NC      | $4109.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $10599.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-21.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CABOT OIL & GAS CORP CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      220548 | OU      | $1620.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |           1 | NC      | $-74.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 4.7025% 12/17/2030 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |  -168004000 | OU      | $-753.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1510000 | PA      | $1449674.51   | 2.89%             | 2037-09-07      | None          | 1.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIRS MYR 3.699% 06/16/2030 BILATERAL                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | MY        |      229000 | OU      | $-797.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPJPY(GBP) 08/07/25 198.79C                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      185000 | OU      | $1295.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CIRS MYR 3.208% 12/17/2030 BILATERAL                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | MY        |    -1317000 | OU      | $1172.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PLAINS GP HOLDINGS LP-CL A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -35826 | OU      | $-728.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AOZORA BANK LTD CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -14069250 | OU      | $-1832.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GENUS PLC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        1663 | OU      | $33.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.53% 09/17/2055 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -1365000 | OU      | $-63035.37    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STRUCTURE THERAPEUTICS INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       17884 | OU      | $-1329.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ILS/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $565.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | YPF SA TRS 0.0000% 05-15-2033                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AR        |      -37836 | OU      | $-3048.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ABBOTT LABORATORIES CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2737 | OU      | $-38.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PANDORA A/S CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      682346 | OU      | $4501.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 3.695% 09/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |    -2163000 | OU      | $-4570.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                          | Bank Leumi Le-Israel BM                               | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |        3479 | NS      | $64571.89     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                             | Bayer US Finance LLC                                  | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Short            | DBT              | CORP              | US        |     -225000 | PA      | $-239458.94   | -0.48%            | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MERLIN PROPERTIES SOCIMI SA CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      223657 | OU      | $11118.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BAKER HUGHES CO TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -50239 | OU      | $-4766.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AXIS CAPITAL HOLDINGS LTD CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       98117 | OU      | $-2494.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | REPSOL SA CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       -1202 | OU      | $-96.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-102.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TALEN ENERGY CORP 08/01/25W 260P                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |           1 | NC      | $71.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENGCON AB CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -162677 | OU      | $481.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DECKERS OUTDOOR CORP CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2102 | OU      | $-21.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2033-09-01      | None          | 2.45%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS GBP PAY 1 Fixed     4.0220% 07-17-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   -19172000 | NC      | $6050.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PINTEREST INC- CLASS A CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      117116 | OU      | $1849.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Short            | DBT              | CORP              | US        |      -86000 | PA      | $-92896.67    | -0.19%            | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2431.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MRC GLOBAL INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       50177 | OU      | $865.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-828.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $878.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | TTF NATURAL GAS (720) SEP 25                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |           1 | NC      | $-571.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES BARCLAYS 20+ YR TREASURY OCT 25 83P           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         179 | NC      | $16736.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                            | Excelerate Energy Inc                                 | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6693 | NS      | $171742.38    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | BELLRING BRANDS INC AUG 25 55P                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           8 | NC      | $2656.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AUTOMATIC DATA PROCESSING  TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1491 | OU      | $-56.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.54% 12/15/2027 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -9247000 | OU      | $-2132.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $561.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ASPEN INSURANCE HOLDINGS-A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       43482 | OU      | $1471.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOLCIM LTD - CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       39998 | OU      | $454.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $12143.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QUALCOMM INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2469 | OU      | $120.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | Deutsche Bank AG                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Short            | DBT              | CORP              | DE        |     -400000 | PA      | $-482599.51   | -0.96%            | 2035-07-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AZELIS GROUP NV TRS 0.0000% 05-05-2028                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |       12088 | OU      | $416.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | MX        |           1 | NC      | $-17080.46    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNIBAIL GROUP STAPLED CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       27029 | OU      | $1166.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAP SE-SPONSORED ADR CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -5458 | OU      | $11.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                          | Champions Financing Inc                               | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Short            | DBT              | CORP              | US        |     -100000 | PA      | $-92776.38    | -0.19%            | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | THEON INTERNATIONAL PLC CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CY        |      -17496 | OU      | $865.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALERIAN MLP ETF TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -70847 | OU      | $-2055.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALLIANZ SE-REG CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -75248 | OU      | $-678.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |           1 | NC      | $-35.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DIAMONDBACK ENERGY INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1379 | OU      | $107.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMMONWEALTH BANK OF AUSTRAL CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AU        |      -14585 | OU      | $68.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   375461460 | PA      | $2571055.47   | 5.13%             | 2029-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -2212610 | PA      | $-2550393.69  | -5.09%            | 2030-04-18      | None          | 2.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GOLDMAN SACHS GROUP INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1491953 | OU      | $28309.28     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.6% 12/17/2035 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   -66141000 | OU      | $-2771.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-19406.59    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              | NUSS              | JP        |  -821900000 | PA      | $0.00         | 0.00%             | 2029-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | POP MART INTERNATIONAL GROUP CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -74303 | OU      | $107.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AEGON LTD CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |       17470 | OU      | $233.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ANALOG DEVICES INC TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5770 | OU      | $378.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $360.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN WATER WORKS CO IN TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7464 | OU      | $31.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DHL GROUP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -67562 | OU      | $270.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1408457 | PA      | $1746178.78   | 3.49%             | 2037-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                   | CUSIP: 000000000<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      250000 | PA      | $203262.41    | 0.41%             | 2040-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $5895.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | SPOTIFY TECHNOLOGY S 08/29/25W 590P                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           7 | NC      | $7707.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.66% 04/28/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -2905000 | OU      | $4077.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FISERV INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -19524 | OU      | $3129.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3500092 | PA      | $0.00         | 0.00%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHROMA ATE INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       40674 | OU      | $-735.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDCHF(USD) 10/15/25 .7915P                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      -35000 | OU      | $-267.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-4507.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALLSTATE CORP CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -73123 | OU      | $-4111.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 2.55% 01/15/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5443000 | OU      | $6546.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 4.0536% 08/01/2055 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -265000 | OU      | $705.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1160.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COMCAST CORP-CL A CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9756 | OU      | $418.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MONOLITHIC POWER SYSTEMS INC CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |         741 | OU      | $-29.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STOREBRAND ASA TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     2828850 | OU      | $2422.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                   | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      300000 | PA      | $253140.00    | 0.51%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASTRAZENECA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       21283 | OU      | $2170.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FINECOBANK SPA CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      141981 | OU      | $877.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JACK HENRY & ASSOCIATES INC CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15033 | OU      | $598.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1756.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $8.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BUZZI UNICEM SPA CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       48147 | OU      | $-985.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY REC 5 FIXED     1.4200% 01-11-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   487392000 | NC      | $-12646.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1409720 | PA      | $799240.86    | 1.60%             | 2051-07-31      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NETFLIX INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -220043 | OU      | $6713.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EO-EURUSD(EUR) 04/13/27 1.19C                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |     1405000 | OU      | $54494.73     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-32.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-40.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHIPOTLE MEXICAN GRILL INC TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -49453 | OU      | $3613.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB SEP 25                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $5325.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1222.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ELECTRONIC ARTS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -19264 | OU      | $659.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $632.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 9.01% 09/12/2035 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     2744000 | OU      | $546.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Stock Exchange                           | VERTIV HOLDINGS LLC 08/29/25W 118P                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -24 | NC      | $-2040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | GB        |           1 | NC      | $-1513.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MAIRE SPA TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |        1173 | OU      | $16.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CORECIVIC INC TRS 0.0000% 05-20-2033                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       24571 | OU      | $-242.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADYEN NV TRS 0.0000% 05-15-2033                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      124082 | OU      | $-878.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASICS CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -818766 | OU      | $-87.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LASERTEC CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1139000 | OU      | $751.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDCAD(USD) 08/14/25 1.3671P                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       52000 | OU      | $41.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MOODYS CORPORATION                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1507 | OU      | $-40.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TESLA INC TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -237747 | OU      | $1920.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-279.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-45638.83    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | QT GROUP OYJ CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |       -8802 | OU      | $-72.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ACCENTURE PLC                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      -72257 | OU      | $3611.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $608.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -753000 | PA      | $-359455.76   | -0.72%            | 2050-10-22      | None          | 0.63%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | CCCY USD SOFR COMP USD AUD 1D AUD BBSW AUD USD 3M     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-158.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2184.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $568.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHURGARD SELF STORAGE LTD CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GG        |      -11196 | OU      | $728.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2364.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1967.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                       | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Short            | DBT              | CORP              | US        |     -770000 | PA      | $-753608.69   | -1.50%            | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FORTINET INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7030 | OU      | $337.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2618.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CASTELLUM AB CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      287680 | OU      | $-1217.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.78% 09/11/2030 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     -267000 | OU      | $-169.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQUIFAX CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -248124 | OU      | $16542.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                          | Sweden Government Bonds                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Short            | DBT              | NUSS              | SE        |   -24365000 | PA      | $-2463558.14  | -4.92%            | 2035-05-11      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1260.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $-6138.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE  Sep25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          46 | NC      | $-4452.30     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PNC FINANCIAL SERVICES GROUP CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -50766 | OU      | $534.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca / Pacific                              | TAIWAN SEMICONDUCTOR ADR 08/29/25W 205P               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -17 | NC      | $-1555.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.03% 09/17/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    15889000 | OU      | $114389.51    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AVNET INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9744 | OU      | $373.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STELLANTIS NV CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -28473 | OU      | $3067.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CATERPILLAR INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4942 | OU      | $314.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $346.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EO-EURUSD(EUR) 04/13/27 1.19P                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |     1405000 | OU      | $64302.64     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.077% 09/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    15203000 | OU      | $-3227.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-1483.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | UNITY SOFTWARE INC AUG 25 40C                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          24 | NC      | $2208.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3201.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2028-06-15      | None          | 2.65%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | LEAN HOGS OCT 25                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          -2 | NC      | $2660.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SPDR S&P 500 ETF TRUST CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3144 | OU      | $-16.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-1999.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ASE TECHNOLOGY HOLDING CO LT CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |        5116 | OU      | $-158.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S&P 500 MINI INDEX AUG 25 605P                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          44 | NC      | $5588.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3173.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALPHABET INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       42963 | OU      | $406.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $-260.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HENNES & MAURITZ AB-B SHS CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -437043 | OU      | $2869.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2382.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ZINC FUTURE   Sep25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           3 | NC      | $-384.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHEVRON CORP CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       38602 | OU      | $65.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1077.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WH SMITH PLC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       14091 | OU      | $-528.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CCCY USD SOFR COMP USD NZD 1D NZD BKBM NZD USD 3M     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2121.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VERISK ANALYTICS INC-CL A CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -10478 | OU      | $1001.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |     -417832 | PA      | $-428303.83   | -0.86%            | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPTION DEC 25 96P                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -123 | NC      | $-53043.75    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.7P               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |        -102 | NC      | $-843.63      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOOKING HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -112344 | OU      | $2262.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $50.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2235000 | PA      | $2538215.11   | 5.07%             | 2040-10-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $-22870.10    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1438.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AIRBNB INC-CLASS A CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       20276 | OU      | $-679.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BIG YELLOW GROUP PLC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -29029 | OU      | $984.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQUINIX INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -79708 | OU      | $406.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BLACKSTONE INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      200820 | OU      | $-3991.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APPLIED MATERIALS INC TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -103826 | OU      | $6413.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1365.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRELLEBORG AB-B SHS CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       51087 | OU      | $-258.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-394.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1237000 | PA      | $-1493335.94  | -2.98%            | 2035-04-30      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DOORDASH INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10102 | OU      | $-408.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADDIKO BANK AG TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       53363 | OU      | $744.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $-1070.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $5418.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RS GROUP PLC                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       76242 | OU      | $-3544.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LOWE S COS INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -31044 | OU      | $-702.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SELL Fixed CDS COLOM 1 06-30     1.0000% 06-20-30     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | CO        |      475000 | OU      | $-20455.50    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GOLDMAN SACHS EUR VOL CARR TRS 0.0000% 11-28-2025     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | XX        |       89071 | OU      | $2276.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1666.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |           0 | PA      | $0.00         | 0.00%             | 2035-02-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MAGNOLIA OIL & GAS CORP - A CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -72092 | OU      | $-3774.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 4.575% 09/18/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |      998000 | OU      | $-1134.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 8.8895% 03/17/2027 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    14009000 | OU      | $-7888.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds             | Qatar Government International Bonds                  | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Short            | DBT              | NUSS              | QA        |     -400000 | PA      | $-384093.52   | -0.77%            | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SEGRO PLC-CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -40175 | OU      | $1717.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASSA ABLOY AB-B CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      620331 | OU      | $5321.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KBC GROUP NV TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      165925 | OU      | $4529.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SIRIUSPOINT LTD CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      111004 | OU      | $6950.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.875% 12/17/2026 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      519000 | OU      | $960.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COGNIZANT TECH SOLN CORP TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11146 | OU      | $382.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | BLOCK INC WEEKLY 08/01/25W 64P                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           6 | NC      | $6.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ING GROEP N.V. -CVA CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -77157 | OU      | $-4750.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ALPHABET INC-CL A AUG 25 180P                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $224.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NASDAQ INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      171318 | OU      | $1878.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |    -1564000 | PA      | $-1772031.51  | -3.54%            | 2031-12-04      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $1505.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INNOVEX INTERNATIONAL INC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8317 | OU      | $-369.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | GB        |           1 | NC      | $-760.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                  | PSP Capital Inc                                       | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |     1923000 | PA      | $1242221.74   | 2.48%             | 2031-09-05      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-USDPLN(USD) 08/12/25 3.6447C                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       52000 | OU      | $1282.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AZELIS GROUP NV CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |       23232 | OU      | $-834.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EO-EURUSD(EUR) 08/21/25 1.1405P                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |       32000 | OU      | $190.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $555.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | META PLATFORMS INC-CLASS A CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -75802 | OU      | $-6182.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-454.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HU        |           1 | NC      | $-483.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMERIPRISE FINANCIAL INC TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2673 | OU      | $81.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ANGLO AMERICAN PLC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        9320 | OU      | $-892.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SNOWFLAKE INC-CLASS A CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        2258 | OU      | $-22.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.8305% 09/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   177045000 | OU      | $-163.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK LEUMI LE-ISRAEL BM TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |     1067458 | OU      | $6675.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $414.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US TSY NOTE 5YR SEP 25                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          19 | NC      | $-3044.02     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMRIZE LTD CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       29066 | OU      | $1298.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | XIAOMI CORP-CLASS B CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      140672 | OU      | $-1350.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       25000 | PA      | $24781.25     | 0.05%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ING GROEP N.V  CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -46088 | OU      | $-2085.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EURO STOXX BANKS (PRICE) INDEX 09/19/25 204P OTC-E    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |        7244 | NC      | $19989.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2501.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $-47384.86    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ESSENTIAL UTILITIES INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18634 | OU      | $197.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 2 Fixed     3.2500% 07-30-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -4770000 | NC      | $-37.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-27957.16    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -2086000 | PA      | $0.00         | 0.00%             | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HOKUHOKU FINANCIAL GROUP INC CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     4495200 | OU      | $4242.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1067.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HAYPP GROUP AB CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      472884 | OU      | $-1234.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STELLANTIS NV CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -17163 | OU      | $752.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RENK GROUP AG CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       50100 | OU      | $159.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.31% 12/04/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      955000 | OU      | $9081.78      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |           0 | PA      | $0.00         | 0.00%             | 2042-11-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 10.505% 06/19/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     4832000 | OU      | $-5431.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JULIUS BAER GROUP LTD TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -166148 | OU      | $1905.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $-6282.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.001% 03/19/2075 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1085000 | OU      | $253606.54    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1993.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $8085.42      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 3.375% 09/19/2034 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |     7620000 | OU      | $17292.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FIRSTRAND LTD CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ZA        |     -157499 | OU      | $-174.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.358% 12/15/2027 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |   -75500000 | OU      | $-30619.45    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS JPY 0.63% 12/19/2025 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        | 25449879000 | OU      | $-2499.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UBER TECHNOLOGIES INC TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -46492 | OU      | $1739.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ELECTRONIC ARTS INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2231 | OU      | $-56.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1285.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5635.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALPHABET INC TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2912 | OU      | $158.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $6219.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CALUMET INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -12280 | OU      | $516.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MARATHON PETROLEUM CORP  SWP GS                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      158606 | OU      | $-4413.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS SEP 25                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -11 | NC      | $51014.14     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MICROCHIP TECHNOLOGY INC TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10930 | OU      | $926.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MAGNOLIA OIL & GAS CORP TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7817 | OU      | $-257.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EO-USDCHF(USD) 08/19/25 .823P                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |       45000 | OU      | $774.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLARIA ENERGIA Y MEDIO AMBI CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -15501 | OU      | $-1081.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1841.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ENERGY TRANSFER LP CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -5112 | OU      | $-83.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-5420.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SAVILLS PLC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        6521 | OU      | $222.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALPHABET INC-CL C CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3296 | OU      | $175.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $-272.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS GBP PAY 1 Fixed     3.7200% 04-28-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     9957000 | NC      | $-19818.05    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4947000 | PA      | $5618715.66   | 11.22%            | 2040-10-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND 09/01/25 125P                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -48 | NC      | $972.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $19662.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NY Harb ULSD Fut  May26                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $1541.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EATON CORP PLC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       -1792 | OU      | $-131.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.3895% 09/17/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |      464000 | OU      | $1757.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BARCLAYS PLC ORD CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      678368 | OU      | $34486.02     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAILPOINT INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3963 | OU      | $-348.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HILL & SMITH PLC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        7561 | OU      | $578.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-1184.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-293.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-6001.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IDACORP INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       55266 | OU      | $4265.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ZSCALER INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7800 | OU      | $-90.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VENTURE GLOBAL INC TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5127 | OU      | $-54.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MEITUAN-W ORD CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -73423 | OU      | $-173.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PAYPAL HOLDINGS INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       26047 | OU      | $-1499.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2050-10-22      | None          | 0.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COMSTOCK RESOURCES INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -12567 | OU      | $1648.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CAMURUS AB CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      356582 | OU      | $126.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SKANDINAVISKA ENSKILDA BAN TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1391221 | OU      | $-5303.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | US MOMENTUM TRS 0.0000% 05-29-2026                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19611 | OU      | $-2169.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SITIME CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       12810 | OU      | $172.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CELESTICA INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -34923 | OU      | $-7646.98     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $107.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTERCONTINENTAL HOTELS GROU CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -1988 | OU      | $-20.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 7.995% 09/17/2027 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        | -1008460000 | OU      | $-944.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | PLATINUM FUTURE JAN 26 1200P                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          15 | NC      | $30375.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -574000 | PA      | $-696192.51   | -1.39%            | 2040-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1368.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $4639.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2717.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STOXX EUROPE 600 OIL & GAS TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -806846 | OU      | $-16285.39    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR & CO INC                                     | KKR & Co Inc                                          | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |        5791 | NS      | $332692.95    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | EO-EURAUD(EUR) 08/14/25 1.7816P                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       30000 | OU      | $205.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQT CORP TRS 0.0000% 05-20-2033                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      265011 | OU      | $1159.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 1.96875% 06/17/2027 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    18567000 | OU      | $2243.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDNOK(USD) 08/14/25 10.3103C                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -252000 | OU      | $-1825.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF AMERICA CORP TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      647900 | OU      | $15723.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                  | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |     -325000 | PA      | $-316990.00   | -0.63%            | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds            | Panama Government International Bonds                 | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -600000 | PA      | $-400560.78   | -0.80%            | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BYD CO LTD CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      -62710 | OU      | $511.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDCAD(USD) 08/07/25 1.362C                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      208000 | OU      | $3016.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $530.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF IRELAND GROUP PLC  SWP                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       -7869 | OU      | $71.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                | CPPIB Capital Inc                                     | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      995000 | PA      | $1135281.07   | 2.27%             | 2032-01-30      | None          | 2.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | POWERSHARES QQQ JAN 27 580P                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -3 | NC      | $-15421.50    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2611.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BE SEMICONDUCTOR INDUSTRIES CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -34478 | OU      | $3075.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Short            | DBT              | CORP              | GB        |     -250000 | PA      | $-289984.88   | -0.58%            | 2036-01-31      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-697.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EVERCORE INC - A CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      209380 | OU      | $5633.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-66.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ATLAS ENERGY SOLUTIONS INC TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18504 | OU      | $550.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1785.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KKR & CO INC TRS 0.0000% 05-05-2028                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       15316 | OU      | $1247.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IONQ INC CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2893 | OU      | $341.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $619.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERBUND AG CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      -43942 | OU      | $-99.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $2344.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | XIAOMI CORP-CLASS B CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       10665 | OU      | $-110.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | PE        |      100000 | OU      | $1152.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CONOCOPHILLIPS TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      163357 | OU      | $6634.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LOREAL CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      336225 | OU      | $-368.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HEXPOL AB CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      172656 | OU      | $-753.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BRUNELLO CUCINELLI SPA TRS 0.0000% 05-15-2033         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -18015 | OU      | $1653.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GRAINGER PLC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -5852 | OU      | $106.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF IRELAND GROUP PLC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       93409 | OU      | $-850.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1445.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COCA-COLA CO/THE CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2593 | OU      | $80.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ELEVANCE HEALTH INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1659 | OU      | $-39.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MITSUBISHI HEAVY INDS LTD CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -276210 | OU      | $-106.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | T-MOBILE US INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -162834 | OU      | $-4053.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TALOS ENERGY INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7868 | OU      | $27.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.31% 09/17/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |       50000 | OU      | $-1039.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                         | Ontario Teachers' Finance Trust                       | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     1135000 | PA      | $1219600.55   | 2.44%             | 2028-05-19      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONSTER BEVERAGE CORP CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       51407 | OU      | $-588.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INFINITY NATURAL RESOUR-CL A CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6360 | OU      | $67.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HILTON WORLDWIDE HOLDINGS IN CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3521 | OU      | $36.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | THALES SA TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |         248 | OU      | $-14.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $-6125.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EURO STOXX BANKS (PRICE) INDEX 09/19/25 180P OTC-E    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -7244 | NC      | $-4793.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ISHARES SEMICONDUCTOR ETF 08/29/25W 240P              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |           5 | NC      | $3900.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                    | AIB Group PLC                                         | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |       15106 | NS      | $119599.32    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EATON CORP PLC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       -1495 | OU      | $-44.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BHP GROUP LTD-SPON ADR CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -22948 | OU      | $45.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DANONE CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       33053 | OU      | $2580.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD IDR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1284.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LIFE TIME GROUP HOLDINGS INC CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       39937 | OU      | $-1652.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ON SEMICONDUCTOR CORPORATION AUG 25 49P               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -47 | NC      | $-2491.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | US MOMENTUM TRS 0.0000% 05-29-2026                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -39475 | OU      | $-2584.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-2319.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1443.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 08/22/25 1.3603P                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       52000 | OU      | $42.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-939.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANTEST CORP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -249590 | OU      | $188.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.1965% 12/17/2035 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |    44940000 | OU      | $142.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NIBE INDUSTRIER AB-B SHS CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -270168 | OU      | $-1221.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |           0 | PA      | $0.00         | 0.00%             | 2029-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                            | Province of Ontario Canada                            | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2510000 | PA      | $2537006.98   | 5.07%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BRUNELLO CUCINELLI SPA CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |      -16070 | OU      | $1671.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-58.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SERCO GROUP PLC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        7881 | OU      | $-172.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES IBOXX $ INVEST GRA TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -3810532 | OU      | $-30139.80    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $36.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTUIT INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       71309 | OU      | $138.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds           | Romania Government International Bonds                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       90000 | PA      | $58243.50     | 0.12%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALLSTATE CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -212212 | OU      | $-11363.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ONE GAS INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       41569 | OU      | $-57.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CA        |           1 | NC      | $-301.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GENUS PLC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       26751 | OU      | $797.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $7916.11      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.78125% 06/16/2030 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     -648000 | OU      | $-22.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CBOE HOLDINGS INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24097 | OU      | $-730.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                               | CONSUMER DISCRETIONARY SELT 08/22/25 232.5C           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          44 | NC      | $3872.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-2145.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALPHABET INC-CL C CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      319899 | OU      | $826.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PJT PARTNERS INC - A CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      115565 | OU      | $-1069.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SILICON LABORTORIES INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10541 | OU      | $1053.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-347.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQT AB CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -218518 | OU      | $660.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                               | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Short            | DBT              | CORP              | US        |     -350000 | PA      | $-349827.28   | -0.70%            | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3589.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UCB SA TRS 0.0000% 05-05-2028                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |       44514 | OU      | $5730.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ WEEKLY (FACTOR 100) 08/08/25W 575C    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          18 | NC      | $2430.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDCHF(USD) 08/13/25 .7942C                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      209000 | OU      | $4509.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MKS INSTRUMENTS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3617 | OU      | $285.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRADE DESK INC/THE -CLASS A CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -37374 | OU      | $-3236.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWISS LIFE HOLDING AG-REG CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -34944 | OU      | $-553.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KINDER MORGAN INC TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -96891 | OU      | $-3395.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GODADDY INC - CLASS A CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11838 | OU      | $366.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.19% 10/15/2029 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      327000 | OU      | $1535.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-29.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ELECTRONIC ARTS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9357 | OU      | $54.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CADENCE DESIGN SYS INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -18103 | OU      | $-854.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQUITABLE HOLDINGS INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       68390 | OU      | $-659.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNILEVER PLC TRS 0.0000% 05-05-2028                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       44689 | OU      | $-1172.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2631.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAP AG CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -73012 | OU      | $4106.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ZA        |           1 | NC      | $-656.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1721.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $-69332.97    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDBRL(USD) 08/21/25 5.6122P                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      -52000 | OU      | $-562.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-1398.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BERKELEY GROUP HOLDINGS/THE CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -13759 | OU      | $98.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DATADOG INC - CLASS A CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       64165 | OU      | $-5233.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |     -245160 | PA      | $-246085.99   | -0.49%            | 2054-08-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BOUGHT PEN/SOLD USD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |           1 | NC      | $-639.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | SOFR 1YR MIDCURVE 09/12/25 94.375P                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          43 | NC      | $268.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $27.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SALESFORCE INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -135074 | OU      | $2034.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2371.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OTP BANK PLC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HU        |    10529610 | OU      | $561.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minneapolis Grain Exchange                       | RED WHEAT FUT MGE Sep25                               | CUSIP: 000000000<br>LEI: 549300RGCVWZUN04IA69 | N/A              | DCO              |  | US        |          -6 | NC      | $5472.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $-531.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SELL Fixed CDS COLOM 1 06-30     1.0000% 06-20-30     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | CO        |      475000 | OU      | $-20455.50    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2055.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMERICAN TOWER CORP CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      143712 | OU      | $-12426.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | POWERSHARES QQQ DEC 25 525P                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           4 | NC      | $5408.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS GBP PAY 1 Fixed     3.9700% 04-28-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -9958000 | NC      | $17729.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GRAB HOLDINGS LTD - CL A CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       -2247 | OU      | $193.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2051-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INDUSTRIA DE DISENO TEXTIL S.A*. CMN CFD              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       -6684 | OU      | $68.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SHURGARD SELF STORAGE LTD TRS 0.0000% 05-05-2028      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GE        |       -8345 | OU      | $456.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VIENNA INSURANCE GROUP (CFD)                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       82147 | OU      | $3808.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-289.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $13860.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDMXN(USD) 10/28/25 19.5C                         | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     3674000 | OU      | $38905.46     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | TESLA MOTORS-WEEKLY 08/29/25W 340C                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          11 | NC      | $6820.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-416.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |           0 | PA      | $0.00         | 0.00%             | 2046-08-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WIX.COM LTD CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IL        |         982 | OU      | $-165.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VANECK GOLD MINERS ETF/USA TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      536839 | OU      | $-11453.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.145% 09/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -362000 | OU      | $-173.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | MX        |           1 | NC      | $5097.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $598.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-558.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OCCIDENTAL PETROLEUM CORP CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -128812 | OU      | $-2173.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IONOS GROUP SE CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       92855 | OU      | $1415.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RHEINMETALL AG (CFD-MLI)                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      130680 | OU      | $-6567.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LIGHTSPEED COMMERCE INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -41911 | OU      | $-1977.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DYNATRACE INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7151 | OU      | $4.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NINTENDO CO LTD CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1349250 | OU      | $172.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                               | PALANTIR TECHNOLOGIES INC-A 08/08/25W 125P            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -22 | NC      | $-1738.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIA SANEAMENTO BASICO DE SP CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BR        |       19005 | OU      | $-625.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-1719.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDCAD(USD) 10/10/25 1.363P                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       35000 | OU      | $162.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIRBNB INC TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       38504 | OU      | $-1164.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHESAPEAKE UTILITIES CORP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       32464 | OU      | $-456.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BUZZI SPA CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |        1448 | OU      | $-94.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.76% 06/15/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1945000 | OU      | $12476.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $-3164.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1199.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PUBLICIS SA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -36026 | OU      | $1272.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $179.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HALEON PLC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       84646 | OU      | $1585.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      698000 | PA      | $537149.88    | 1.07%             | 2041-10-22      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.41% 09/17/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     3060000 | OU      | $29681.19     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NIKON CORPORATION CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -5667051 | OU      | $-2417.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LIFCO AB-B SHS CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -125410 | OU      | $146.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-103.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VESTAS WIND SYSTEMS A/S CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -291616 | OU      | $-1546.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |           0 | PA      | $0.00         | 0.00%             | 2031-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BURLINGTON STORES INC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       39195 | OU      | $657.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |           0 | PA      | $0.00         | 0.00%             | 2039-07-30      | None          | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $305.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $37.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SUNRUN INC SEP 25 12C                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         -72 | NC      | $-6660.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Gaci First Investment Co.                        | Gaci First Investment Co.                             | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Short            | DBT              | CORP              | KY        |     -425000 | PA      | $-370281.25   | -0.74%            | 2053-02-14      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $9853.69      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TEXAS INSTRUMENTS INC TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4506 | OU      | $703.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MCDONALDS CORP TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29063 | OU      | $-43.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-1263.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.625% 09/19/2034 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2135000 | OU      | $-3701.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | CZ        |           1 | NC      | $-1158.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONSTELLATION SOFTWARE INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -19654 | OU      | $385.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 14.21% 01/04/2027 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      721376 | OU      | $276.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | NVIDIA CORP OCT 25 160P                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           7 | NC      | $3766.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BEAZLEY PLC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        1744 | OU      | $-17.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK HAPOALIM BM CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |     -285878 | OU      | $-1443.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPCHF(GBP) 09/02/25 1.0733P                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       94000 | OU      | $1075.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CME GROUP INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -101573 | OU      | $-1947.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -540000 | PA      | $0.00         | 0.00%             | 2052-09-01      | None          | 2.15%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 10.35% 09/18/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     3100000 | OU      | $-2048.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                         | OREILLY AUTOMOTIVE INC AUG 25 93.33P                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |           6 | NC      | $150.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.8155% 09/17/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -475000 | OU      | $2360.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-EURNZD(EUR) 08/14/25 1.9531C                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       30000 | OU      | $88.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |      -50000 | PA      | $0.00         | 0.00%             | 2054-08-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HALEON PLC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        3181 | OU      | $-77.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INDUSTRIAL SELECT SECT SPDR CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1378643 | OU      | $3712.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INDUSTRIAL SELECT SECT SPDR CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      114358 | OU      | $1625.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $4691.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.21875% 03/20/2035 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -609000 | OU      | $-22398.46    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | REA GROUP LTD CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -17349 | OU      | $-132.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -3655000 | PA      | $-3861780.62  | -7.71%            | 2032-03-01      | None          | 1.65%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-22.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1528.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $10067.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1402.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES RUSSELL 2000 SEP 25 220P                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          13 | NC      | $9210.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNICREDIT SPA TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      160879 | OU      | $21724.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HYATT HOTELS CORP - CL A CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2799 | OU      | $120.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BUNZL PLC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       14822 | OU      | $-444.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-917.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UBS GROUP AG TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      364957 | OU      | $29035.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | EXPAND ENERGY CORP JAN 26 85P                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         -10 | NC      | $-1930.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $869.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL FUTR  May26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           4 | NC      | $-3054.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DNB BANK ASA CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     1506676 | OU      | $688.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BASIC-FIT NV TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -2995 | OU      | $171.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                          | COFFEE 'C' FUTURE May26                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $-2175.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                   | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1765000 | PA      | $-1273031.21  | -2.54%            | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CN        |           1 | NC      | $-378.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CIVITAS RESOURCES INC TRS 0.0000% 05-05-2028          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -16402 | OU      | $-994.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-3829.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government International Bonds              | Peru Government International Bonds                   | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Short            | DBT              | NUSS              | PE        |     -125000 | PA      | $-121000.00   | -0.24%            | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-1132.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-3328.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $95.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-883.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONDAY.COM LTD CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |       33554 | OU      | $-2603.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BGC GROUP INC-A CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -291147 | OU      | $21705.08     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VINCI S.A. CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       -2990 | OU      | $92.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WILLIAMS COS INC/THE TRS 0.0000% 05-20-2033           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      196689 | OU      | $7740.70      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOCHIGI BANK LTD/THE CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    10136907 | OU      | $2276.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KEYENCE CORPORATION CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1091000 | OU      | $-19.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SM ENERGY CO TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12483 | OU      | $233.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KEYENCE CORP CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    42174349 | OU      | $-21089.34    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                      | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $187077.81    | 0.37%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US TSY NOTE 5YR SEP 25                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -97 | NC      | $5611.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3036.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WOODSIDE ENERGY GROUP LTD TRS 0.0000% 05-05-2028      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      -43398 | OU      | $-2713.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      231000 | PA      | $0.00         | 0.00%             | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BRITISH AMERICAN TOBACCO P TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       30735 | OU      | $2473.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1096000 | PA      | $845956.72    | 1.69%             | 2052-09-01      | None          | 2.15%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-345.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.8125% 12/17/2030 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      504000 | OU      | $-2378.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 4.13% 01/27/2057 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      545000 | OU      | $-8671.11     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $-4632.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROSS STORES INC TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -28325 | OU      | $-1986.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4933.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FAST RETAILING CO LTD CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1555400 | OU      | $-399.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HERMES INTERNATIONAL CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -11985 | OU      | $1488.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $685.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD PHP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2216.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS JPY 0.84375% 09/17/2030 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |    13603000 | OU      | $851.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LVMH MOET-HENNESSY LOUIS VUITTON CFD                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -49340 | OU      | $1580.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-608.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5780.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $278.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | NVIDIA CORP OCT 25 190C                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -7 | NC      | $-5747.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CARLSBERG AS-B CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -138198 | OU      | $1754.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-GBPUSD(GBP) 05/13/26 1.3225C                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      309000 | OU      | $11113.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OKTA INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6423 | OU      | $-129.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | CHARTER COMMUNICATIONS DEC 25 360C                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          14 | NC      | $7098.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1099.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IONOS GROUP SE CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        4284 | OU      | $95.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2493.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 13.285% 01/02/2029 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      256853 | OU      | $396.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.2% 12/17/2030 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    87287000 | OU      | $2128.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMADEUS IT HOLDING SA CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -18538 | OU      | $82.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | CORN FUTURE       May26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           7 | NC      | $-262.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $108.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUMITOMO MITSUI TRUST GROUP CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -15377225 | OU      | $-3104.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $722.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RESONA HOLDINGS INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -14110200 | OU      | $-5314.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $-177.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |           1 | NC      | $530.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-16308.09    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2050266 | PA      | $0.00         | 0.00%             | 2035-02-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SAP SE TRS 0.0000% 05-05-2028                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        6268 | OU      | $-313.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT ILS/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $-505.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                               | CELESTICA INC-FE 08/29/25W 155P                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -14 | NC      | $-1785.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TAIWAN SEMICONDUCTOR MANUFAC CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      118267 | OU      | $2058.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ANGLO AMERICAN PLC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       16265 | OU      | $-567.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                   | CUSIP: 912797QM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     3955000 | PA      | $3939967.48   | 7.87%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-2063.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FLEX LTD CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SG        |       62456 | OU      | $-4008.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AKAMAI TECHNOLOGIES INC  SWP JPM                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2361 | OU      | $72.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MPLX LP CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        5331 | OU      | $234.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $817.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD PEN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1777.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AVISTA CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -38608 | OU      | $860.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $-164.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALSTOM SA TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -8605 | OU      | $672.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JERONIMO MARTINS CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |        5630 | OU      | $-326.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-4159.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CREDITO EMILIANO SPA CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -71166 | OU      | $-3334.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $985.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 1 Fixed     3.7500% 05-22-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14215000 | NC      | $-10084.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond            | Dominican Republic International Bonds                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $153487.50    | 0.31%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD DKK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $32.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DELIVERY HERO SE CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -14997 | OU      | $369.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                    | EW Scripps Co/The                                     | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      640000 | PA      | $636000.75    | 1.27%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDBRL(USD) 08/21/25 5.6122C                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      -52000 | OU      | $-714.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GE VERNOVA INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2798 | OU      | $-503.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              | NUSS              | JP        |  -290600000 | PA      | $-1818455.41  | -3.63%            | 2033-03-20      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2036-03-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GLOBALFOUNDRIES INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       -3865 | OU      | $275.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HK REAL ESTATE TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     6632019 | OU      | $38297.03     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | HEATING OIL SEP 25                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $-1974.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $35.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CYBER-ARK SOFTWARE LTD/ISRAE CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |       -2702 | OU      | $-177.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FAIR ISAAC CORP CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -220477 | OU      | $13589.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ALPHABET INC-CL C WEEKLY 08/29/25W 185P               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          25 | NC      | $7350.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-1378.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                         | European Investment Bank                              | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $668885.78    | 1.34%             | 2039-02-15      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                         | State of North Rhine-Westphalia Germany               | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1774000 | PA      | $831405.96    | 1.66%             | 2122-01-19      | None          | 1.45%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.71875% 09/17/2035 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1506000 | OU      | $-4879.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-5317.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2041.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-13299.98    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2599.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EMMI AG TRS 0.0000% 05-05-2028                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -11370 | OU      | $339.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1715.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 8.1863% 09/17/2027 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |  1878401000 | OU      | $196.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 3.72% 12/17/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |     3538000 | OU      | $5589.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-697.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL FUTURE Sep25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $969.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co                             | Kraft Heinz Foods Co                                  | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      145000 | PA      | $115201.47    | 0.23%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDBRL(USD) 08/14/25 5.615P                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      252000 | OU      | $2492.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMCAST CORP-CLASS A CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -45425 | OU      | $2026.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VITA COCO CO INC/THE CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       33527 | OU      | $-3238.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $210.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURUSD(EUR) 08/07/25 1.1715C                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      178000 | OU      | $42.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EMCOR GROUP INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2213 | OU      | $-296.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE  Sep25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -52 | NC      | $18747.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $256.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD TWD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1257.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HUBSPOT INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2187 | OU      | $107.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-81.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 3.83% 09/17/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -770000 | OU      | $-1107.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ZETA GLOBAL HOLDINGS CORP-A CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2929 | OU      | $-153.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-2055.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQUINOR ASA-SPON ADR CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |      -37474 | OU      | $420.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAMSARA INC-CL A CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2746 | OU      | $-29.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SPIE SA CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |        7555 | OU      | $761.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-USDPLN(USD) 08/12/25 3.6447P                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       52000 | OU      | $31.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4032.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1921.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $163.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANCED MICRO DEVICES CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       28849 | OU      | $-462.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $7867.58      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KLEPIERRE SA TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -127316 | OU      | $-3970.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2030-03-01      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-39153.92    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-19407.26    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $85.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-2278.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5028.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                       | Humana Inc                                            | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      250000 | PA      | $240227.88    | 0.48%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.315% 09/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |      252000 | OU      | $1348.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PROCEPT BIOROBOTICS CORP CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       29441 | OU      | $-3730.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 1 Fixed     3.2000% 07-21-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9064000 | NC      | $273.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | AVAGO TECHNOLOGIES LTD 08/29/25W 240P                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |         -17 | NC      | $-1768.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOOKING HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -34063 | OU      | $1038.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VEOLIA ENVIRONNEMENT CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -56183 | OU      | $2072.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES MSCI 7-10 YEAR TRSURY BOND ETF JAN 26 100C    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        2680 | NC      | $150080.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | SP500 MIC EMIN FUTSep25                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DE               |  | US        |         -45 | NC      | $-6305.51     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DUOLINGO CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1189 | OU      | $149.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CALUMET INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -24949 | OU      | $799.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NOBLE CORP PLC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -45884 | OU      | $1781.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | DBR FWD 08-04-250.0000% 08-15-31 - 99Z15WWC           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -3500092 | PA      | $-3488779.36  | -6.97%            | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TRIPADVISOR INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -4310 | OU      | $-80.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4039000 | PA      | $4776695.28   | 9.54%             | 2031-02-15      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                         | Ontario Teachers' Finance Trust                       | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      900000 | PA      | $1026778.15   | 2.05%             | 2031-12-04      | None          | 2.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DELL TECHNOLOGIES -C  SWP GS                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -18699 | OU      | $-540.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HF SINCLAIR CORP TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -58036 | OU      | $386.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SUPER MICRO COMPUTER INC 08/01/25W 56C                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           2 | NC      | $630.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -3500092 | PA      | $0.00         | 0.00%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |           0 | PA      | $0.00         | 0.00%             | 2032-05-21      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $2646.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PROCORE TECHNOLOGIES INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       67335 | OU      | $-1650.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1337625 | PA      | $1150925.94   | 2.30%             | 2053-08-15      | None          | 1.80%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | CIRS MYR 3.598% 03/17/2030 BILATERAL                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | MY        |     2045000 | OU      | $-6204.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SIEMENS AG TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -1528 | OU      | $-41.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HISCOX LTD-CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |      131846 | OU      | $-1384.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.72% 03/07/2073 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      280000 | OU      | $2995.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-2717.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $274.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | CDX.NA.HY.44 5% 06/20/2030                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1125000 | OU      | $-88263.88    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 2 Fixed     2.1900% 01-28-28           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     9525000 | NC      | $-971.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAMPO OYJ CFD (EUR)                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      156818 | OU      | $-1061.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                 | Japan Government Five Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |           0 | PA      | $0.00         | 0.00%             | 2030-03-20      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-3574.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $108.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD DKK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $59.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BEIERSDORF AG CFD (EUR)                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       32542 | OU      | $473.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 20 Fixed     2.5800% 03-15-55          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      250000 | NC      | $5917.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZSCALER INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       29131 | OU      | $-289.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SIEMENS ENERGY AG CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -1781 | OU      | $-158.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUMCO CORP CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3712347 | OU      | $177.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CORE NATURAL RESOURCES INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12654 | OU      | $-1656.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CREDIT AGRICOLE SA CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      319140 | OU      | $5793.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENN ENERGY HOLDINGS LTD TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      253017 | OU      | $-504.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $526.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS APR 26                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           4 | NC      | $-12930.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOAST INC-CLASS A CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2084 | OU      | $-211.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONOLITHIC POWER SYSTEMS INC CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       39862 | OU      | $-744.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                            | Helmerich & Payne Inc                                 | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Short            | DBT              | CORP              | US        |      -43000 | PA      | $-41576.87    | -0.08%            | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1468.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EO-USDCHF(USD) 08/19/25 .823C                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |       45000 | OU      | $80.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                   | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209339.87    | 0.42%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHEMOMETEC A/S CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -235750 | OU      | $529.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANCO SANTANDER SA TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      718435 | OU      | $25767.41     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GREGGS PLC TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -1040 | OU      | $125.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BUNZL PLC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       58932 | OU      | $-1096.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-888.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONOLITHIC POWER SYSTEMS INC                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2174 | OU      | $40.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                      | Chemours Co/The                                       | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Short            | DBT              | CORP              | US        |     -515000 | PA      | $-437143.54   | -0.87%            | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PINTEREST INC- CLASS A CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13300 | OU      | $-210.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $11.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds           | Romania Government International Bonds                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Short            | DBT              | NUSS              | RO        |      -54000 | PA      | $-56797.20    | -0.11%            | 2053-01-17      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $-7710.61     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GOLDMAN SACHS FV WEEKLY TRS 0.0000% 05-29-2026        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      288020 | OU      | $1443.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOUTHWEST GAS HOLDINGS INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12449 | OU      | $-102.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MUNTERS GROUP AB CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -215348 | OU      | $-1672.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                        | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Short            | DBT              | CORP              | US        |     -175000 | PA      | $-177597.18   | -0.35%            | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |      -41000 | PA      | $0.00         | 0.00%             | 2031-12-04      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SCHOLAR ROCK HOLDING CORP CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       22822 | OU      | $-2258.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SELL Fixed CDS PANAM 1 06-30     1.0000% 06-20-30     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | PA        |       65000 | OU      | $-2045.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EDP RENOVAVEIS SA SWAP W/ CS                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -12682 | OU      | $-185.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.90625% 09/17/2035 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    16563000 | OU      | $-22730.59    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5145000 | PA      | $5843302.85   | 11.67%            | 2040-10-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | PE        |       25000 | OU      | $288.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |     -774000 | PA      | $0.00         | 0.00%             | 2043-02-04      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $176.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DEUTSCHE BANK AG-REGISTERED CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      164206 | OU      | $19332.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | MX        |           1 | NC      | $-47.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds           | Romania Government International Bonds                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       60000 | PA      | $47400.00     | 0.09%             | 2048-06-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3305120 | PA      | $3667688.18   | 7.32%             | 2035-07-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SCHNEIDER ELECTRIC SE CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      576355 | OU      | $-37972.36    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MASTERCARD INC - A CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2773 | OU      | $-59.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDINR(USD) 08/21/25 86.39P                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       52000 | OU      | $32.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-776.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | CHARTER COMMUNICATIONS AUG 25 350C                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          26 | NC      | $520.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS INR 6.176% 03/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IN        |     7329000 | OU      | $-714.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IBIDEN CO LTD TRS 0.0000% 05-05-2028                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     4726540 | OU      | $9.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | FOOT LOCKER JAN 26 20P                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          20 | NC      | $1450.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | GOLD 100 OZ FUTR  Dec25                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $1750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-1627.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MERCK & CO. INC. CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2617 | OU      | $39.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $91.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $906.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CNY 1.482% 09/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |      476000 | OU      | $281.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDJPY(USD) 10/15/25 147.3C                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      -35000 | OU      | $-870.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MICRON TECHNOLOGY INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -227034 | OU      | $6462.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $-2970.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOORDASH INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37646 | OU      | $2143.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2052-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GAMBLING.COM GROUP LTD CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JE        |       -7483 | OU      | $802.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SG        |           1 | NC      | $-1084.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-22080.73    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LAM RESEARCH CORP TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       81781 | OU      | $-3348.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SO-ITRAXX-EUROPES43V1-5     1.0000% 06-20-30          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | XX        |    -2385000 | NC      | $-2171.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2036-03-01      | None          | 1.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT INR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $-842.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.2595% 09/17/2030 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   118580000 | OU      | $2014.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APPLIED MATERIALS INC TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -19646 | OU      | $1280.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | PLATINUM OCT 25                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $-9835.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $463.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-6059.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SMITHS GROUP PLC TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       58388 | OU      | $1412.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $890.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME COPPER (LISTED) SEP 25                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $-6172.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OREAL SA TRS 0.0000% 05-05-2028                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -16778 | OU      | $-774.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD INR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $3136.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GITLAB INC-CL A CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       34633 | OU      | $-855.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BASIC-FIT NV-W/I CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -41606 | OU      | $2996.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NORTHERN DATA AG CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -12890 | OU      | $686.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CARLSBERG AS-B CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |      -57659 | OU      | $815.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MICRON TECHNOLOGY INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -30148 | OU      | $2753.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BIG YELLOW GROUP PLC TRS 0.0000% 05-05-2028           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -16398 | OU      | $171.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BEIERSDORF AG CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        1739 | OU      | $1.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AZIMUT HOLDING SPA CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       19814 | OU      | $-24.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT TWD/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |           1 | NC      | $-2222.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                           | Planet Financial Group LLC                            | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $561216.14    | 1.12%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NTG NORDIC TRANSPORT GROUP TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |        7055 | OU      | $-59.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | SOFR 1YR MIDCURVE 09/12/25 94.625P                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         101 | NC      | $631.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GE VERNOVA INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -566 | OU      | $-94.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.99% 09/18/2025 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   103563000 | OU      | $2620.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | CA        |           1 | NC      | $-7880.74     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | T-MOBILE US INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -199706 | OU      | $157.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.71875% 12/17/2026 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      386000 | OU      | $-463.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMAZON.COM INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      127032 | OU      | $2664.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS GBP PAY 1 Fixed     3.7720% 07-17-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    19172000 | NC      | $-7671.59     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.75% 09/17/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -342000 | OU      | $2777.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | Micro WTI Crude F Sep25                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $606.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.84375% 09/17/2035 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -126000 | OU      | $198.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2040-09-01      | None          | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HONG KONG EXCHANGES & CLEAR CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      -15386 | OU      | $11.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GALP ENERGIA SGPS SA CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PT        |       35336 | OU      | $1345.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1280.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $5599.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-2597.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1278.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SWEDBANK AB - A SHARES CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |    -1842573 | OU      | $-6173.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-2720.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1416.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 96.25P              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         197 | NC      | $57028.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RS GROUP PLC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        6311 | OU      | $-307.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.48% 04/15/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -1890000 | OU      | $-23517.52    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNICREDITO SPA CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      565774 | OU      | $70660.98     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT IDR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |           1 | NC      | $-1585.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INDUTRADE AB CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -615483 | OU      | $2207.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $69.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3647300 | PA      | $4799426.76   | 9.58%             | 2035-03-07      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NINTENDO CO LTD TRS 0.0000% 05-05-2028                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -2059200 | OU      | $619.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $53.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $-10041.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RAYMOND JAMES FINANCIAL INC CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -269878 | OU      | $-18755.22    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MEDIATEK INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |        2713 | OU      | $-119.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2385000 | PA      | $2952438.08   | 5.90%             | 2040-01-31      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INFORMA PLC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |         -33 | OU      | $-2.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $569.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AUTODESK INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3784 | OU      | $146.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SG        |           1 | NC      | $-959.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APPLE INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -48304 | OU      | $355.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ALPHABET INC-CL C WEEKLY 08/29/25W 165P               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -25 | NC      | $-1325.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-14664.55    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2844.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-2226.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $3701.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-EURUSD(EUR) 08/27/25 1.1698P                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       30000 | OU      | $765.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | GB        |           1 | NC      | $-1711.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | SILVER (5000) DEC 25                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $2557.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-330.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |           1 | NC      | $125.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.5% 09/17/2030 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     1845000 | OU      | $20787.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APPLOVIN CORP-CLASS A CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       35518 | OU      | $2379.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $7432.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $-60.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD TWD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1702.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTERCONTINENTAL HTLS GRP  TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -23822 | OU      | $60.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $-548.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL GAS 11/01/25 5.5C                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $343.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ANHEUSER-BUSCH INBEV SA/NV CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |        -117 | OU      | $18.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1451.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SCOUT24 SE CFD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |        -359 | OU      | $9.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ANALOG DEVICES INC TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -16593 | OU      | $1093.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EDP RENOVAVEIS SA SWAP W/ CS                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -12561 | OU      | $-135.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |           0 | PA      | $0.00         | 0.00%             | 2028-07-04      | None          | 2.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOKYO SEIMITSU CO LTD CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -4471203 | OU      | $247.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OKLO INC TRS 0.0000% 05-15-2033                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6138 | OU      | $-449.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                | GALDERMA GROUP AG                                     | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |          15 | NS      | $2349.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-AUDJPY(AUD) 08/22/25 96.2P                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      380000 | OU      | $1762.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $757.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                       | Ferrari NV                                            | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |          49 | NS      | $21374.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3374.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Short            | DBT              | CORP              | US        |     -470000 | PA      | $-415486.32   | -0.83%            | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-311.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | C3.AI INC-A CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15264 | OU      | $868.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KINETIK HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      166468 | OU      | $7399.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1155.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WH SMITH PLC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       17869 | OU      | $-1450.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-1260.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NATWEST GROUP PLC TRS 0.0000% 05-05-2028              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     -141226 | OU      | $-13370.26    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ABB LTD TRS 0.0000% 05-05-2028                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |         612 | OU      | $96.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HEXPOL AB CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       68671 | OU      | $-613.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $15850.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TESLA INC TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7000 | OU      | $218.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-508.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PUBLICIS GROUPE (CFD-MLI) EUR                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       81203 | OU      | $-2868.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDTWD(USD) 07/03/26 26.81C                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     -401000 | OU      | $-30142.25    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASSA ABLOY AB-B CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |       63142 | OU      | $71.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX WEEK 08/29/25W 6200P                    | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           1 | NC      | $5135.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ONTO INNOVATION INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9466 | OU      | $464.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CATTLE OCT 25                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           2 | NC      | $-1300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-1156.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROBINHOOD MARKETS INC - A CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2295 | OU      | $28.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GREGGS PLC TRS 0.0000% 05-05-2028                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        -869 | OU      | $86.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WISE PLC - A CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       46506 | OU      | $-1292.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ELECTRONIC ARTS INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -461 | OU      | $3.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WOLTERS KLUWER CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -23540 | OU      | $539.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | QUALCOMM INC 08/01/25W 175C                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -18 | NC      | $-18.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $6172.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AYVENS SA CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       20402 | OU      | $174.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | MICRO GOLD        Dec25                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $-2326.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTACT FINANCIAL CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -222804 | OU      | $7032.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROSS STORES INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -57361 | OU      | $-1078.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-6107.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $18343.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEMETSCHEK SE TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -2785 | OU      | $-95.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BELLRING BRANDS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        4084 | OU      | $-208.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.2P               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         220 | NC      | $1819.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FABEGE AB TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1142319 | OU      | $-917.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT HKD/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HK        |           1 | NC      | $-2.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1092.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CL        |           1 | NC      | $-108.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-25.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $473.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.306% 09/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      125000 | OU      | $-2564.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HALLIBURTON CO TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -50141 | OU      | $279.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca / Pacific                              | SPDR S&P 500 ETF JAN 27 500P                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         156 | NC      | $215904.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $9552.43      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 3.25% 07/04/2034 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1973000 | OU      | $-116683.82   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-26660.12    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PROCORE TECHNOLOGIES INC TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4041 | OU      | $41.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FINCL SELECT SECTOR SPDR F TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1525190 | OU      | $3631.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NETFLIX INC SWP GS                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       47310 | OU      | $-2093.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-951.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHORD ENERGY CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      161258 | OU      | $9201.78      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GARTNER INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -55790 | OU      | $2283.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6749.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CELLNEX TELECOM SAU CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -53598 | OU      | $4142.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCOP(USD) 08/21/25 4040C                         | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      -52000 | OU      | $-1770.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.66% 09/17/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    13045000 | OU      | $53116.12     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                   | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1170000 | PA      | $1159530.49   | 2.32%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-575.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VALEO SE TRS 0.0000% 05-05-2028                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -26851 | OU      | $950.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GLOBALFOUNDRIES INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -28163 | OU      | $2213.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROLLS-ROYCE HOLDINGS PLC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       24067 | OU      | $2609.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KINDER MORGAN INC - CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -68275 | OU      | $650.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | QIAGEN NV TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      103200 | OU      | $5923.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 3.1565% 12/17/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |   -19294000 | OU      | $-9902.52     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -601128 | PA      | $-594261.06   | -1.19%            | 2045-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | SP500 MIC EMIN FUTSep25                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DE               |  | US        |           1 | NC      | $1705.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.52% 09/17/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        | -1659648000 | OU      | $3284.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.34% 09/17/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |      347000 | OU      | $1674.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EO-GBPJPY(GBP) 08/14/25 198.13P                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |      188000 | OU      | $1338.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $-471.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $-4383.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MOODYS CORP TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1000 | OU      | $-31.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $90.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PEMBINA PIPELINE CORP TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        3318 | OU      | $21.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FOX CORPORATION CMN CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -39717 | OU      | $-207.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPIE SA TRS 0.0000% 05-15-2033                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       10256 | OU      | $1198.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | BEST BUY COMP AUG 25 75C                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           8 | NC      | $48.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SELL Fixed CDS COLOM 1 06-30     1.0000% 06-20-30     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | CO        |      175000 | OU      | $-7536.24     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VAT GROUP AG TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -4443 | OU      | $914.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $245.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTERACTIVE BROKERS GRO-CL A CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      217288 | OU      | $7058.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TJX COMPANIES INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -83514 | OU      | $-1913.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |           1 | NC      | $-1507.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.129% 09/15/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -449000 | OU      | $-321.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURUSD(EUR) 10/08/25 1.176C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       30000 | OU      | $166.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1561000 | PA      | $1799655.06   | 3.59%             | 2030-01-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DICKS SPORTING GOODS INC TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       79066 | OU      | $-1442.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ING GROEP NV TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      466245 | OU      | $21100.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-109.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL 60000 DEC 25                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -4 | NC      | $-12702.83    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHARTER COMMUNICATIONS INC TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      105236 | OU      | $-22004.17    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-784.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $189.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LATTICE SEMICONDUCTOR CORP-CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -55748 | OU      | $2480.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | MCDONALDS CORP 08/08/25W 315C                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          14 | NC      | $1610.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $4867.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |     1328800 | PA      | $1475038.47   | 2.95%             | 2042-11-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $-159.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF NEW YORK MELLON CORP CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      597224 | OU      | $39476.04     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CVC CAPITAL PARTNERS PLC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JE        |       -5974 | OU      | $263.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARRAY TECHNOLOGIES INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       18937 | OU      | $-1841.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1474.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 10 FIXED     2.5200% 01-11-45          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     7347000 | NC      | $181717.81    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PATTERSON-UTI ENERGY INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2221 | OU      | $-30.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COMMONWEALTH BANK OF AUSTRAL CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -139674 | OU      | $1591.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $227.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BADGER METER INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8723 | OU      | $1927.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $-33216.81    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CIRS MYR 3.2325% 09/17/2027 BILATERAL                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | MY        |      409000 | OU      | $-363.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | O REILLY AUTOMOTIVE INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1695 | OU      | $-75.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIVE BELOW SEP 25 135P                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |           4 | NC      | $3640.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JAPAN EXCHANGE GROUP INC TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -12205457 | OU      | $-77.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $9208.18      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ENN ENERGY HOLDINGS LTD CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      175371 | OU      | $-15.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                         | Province of British Columbia Canada                   | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      710000 | PA      | $467387.44    | 0.93%             | 2034-05-23      | None          | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $-1036.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $552.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bonds              | Oman Government International Bonds                   | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Short            | DBT              | NUSS              | OM        |     -400000 | PA      | $-432600.00   | -0.86%            | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-119.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.025% 09/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    42594000 | OU      | $560.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS GBP PAY 1 Fixed     4.0220% 07-17-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -9555000 | NC      | $2985.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | META PLATFORMS INC-CLASS A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -68920 | OU      | $-5330.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN FINANCIAL GROUP INC CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      183467 | OU      | $-1613.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.5% 09/17/2027 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |   -33869000 | OU      | $26981.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -2050266 | PA      | $0.00         | 0.00%             | 2035-02-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WELLS FARGO & COMPANY CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      910937 | OU      | $3971.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COMFORT SYSTEMS USA INC CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2166 | OU      | $-647.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DINO POLSKA SA TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |      -15167 | OU      | $211.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $823.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CABOT OIL & GAS CORP CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       16238 | OU      | $-164.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INFORMA PLC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -1784 | OU      | $-157.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2718.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARES MANAGEMENT CORP - A CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3757 | OU      | $-139.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2230.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMAZON.COM INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      158664 | OU      | $7554.40      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRADEWEB MARKETS INC-CLASS A CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       31313 | OU      | $969.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIE FINANCIERE RICHEMO-A REG CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -43976 | OU      | $2912.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERMEDIATE CAPITAL GROUP CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -24172 | OU      | $-39.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDEN I/L BOND                                  | Sweden Inflation Linked Bond                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    34974166 | PA      | $3938069.48   | 7.86%             | 2028-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.807% 03/20/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   134984000 | OU      | $-110.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HENNES & MAURITZ AB-B SHS CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -314446 | OU      | $1312.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | META PLATFORMS INC WEEEKLY 08/01/25W 680P             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           6 | NC      | $54.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $5987.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BFF BANK SPA CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       55492 | OU      | $2532.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS JPY 0.5% 10/30/2025 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        | 16761516000 | OU      | $2190.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA BANK A.E.                                  | ALPHA BANK A.E.                                       | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | EC               | CORP              | GR        |       31080 | NS      | $116281.82    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $15375.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4092000 | PA      | $4960286.81   | 9.90%             | 2030-11-15      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SELL Fixed CDS MALAY 1 06-30     1.0000% 06-20-30     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | MY        |      110000 | OU      | $2999.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MEDINCELL SA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |        7473 | OU      | $591.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | REDDIT INC CL A WEEK 08/01/25W 138P                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          13 | NC      | $3575.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -2181000 | PA      | $-2524569.03  | -5.04%            | 2032-07-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 1 Fixed     3.7500% 05-22-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    28471000 | NC      | $-30522.67    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXACT SCIENCES CORP CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       28871 | OU      | $-841.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DISCO CORP TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      235303 | OU      | $-66.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $701.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CENCORA INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2049 | OU      | $46.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES RUSSELL 2000 JAN 27 220C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -89 | NC      | $-238609.00   | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.795% 09/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -637000 | OU      | $2968.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $-109.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TALEN ENERGY CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12527 | OU      | $309.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TAPESTRY INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      101089 | OU      | $1539.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                   | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1004000 | PA      | $-982258.28   | -1.96%            | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1660.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $22.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-1536.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 4.34375% 06/19/2035 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     1261000 | OU      | $8625.39      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.56% 06/15/2054 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      292000 | OU      | $10891.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SUNRUN INC SEP 25 13C                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         -69 | NC      | $-4623.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN EXPRESS CO TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -190739 | OU      | $6962.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CN        |           1 | NC      | $-1053.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | APPLIED MATERIALS INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1908 | OU      | $107.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DAYFORCE INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16072 | OU      | $75.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FACTSET RESEARCH SYSTEMS INC CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16498 | OU      | $1187.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VERBUND AG CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |       -5056 | OU      | $-111.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SWISS LIFE HOLDING AG TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -99552 | OU      | $-4012.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $11858.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-2456.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHIPOTLE MEXICAN GRILL-CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2348 | OU      | $461.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $626.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | CBOE VIX FUTURE   Oct25                               | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -2 | NC      | $852.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 4.45% 09/16/2027 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |  -543466000 | OU      | $-337.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | F5 INC CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2101 | OU      | $-93.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Stock Exchange                           | VERTIV HOLDINGS LLC 08/29/25W 133P                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          24 | NC      | $7776.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IPSOS CFD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       50062 | OU      | $-2177.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WHITECAP RESOURCES INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -106465 | OU      | $-6261.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADOBE SYSTEMS INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -39696 | OU      | $707.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-AUDJPY(AUD) 08/22/25 96.2C                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      380000 | OU      | $2981.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COSTCO WHOLESALE CORP CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -69172 | OU      | $578.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SONOVA HOLDING AG-REG CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -52058 | OU      | $2925.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALLEGRO.EU SA TRS 0.0000% 05-20-2033                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      -34032 | OU      | $-133.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2472.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MONGODB INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       15185 | OU      | $1942.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | ICE 3MTH SONIA SEP 25                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -72 | NC      | $1191.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-4316.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SCHLUMBERGER LTD CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -73788 | OU      | $-572.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |           1 | NC      | $-2907.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-29.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-455.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDMXN(USD) 10/15/25 18.938P                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       35000 | OU      | $554.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KLEPIERRE CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -18029 | OU      | $-458.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 9.1175% 09/12/2035 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     2022500 | OU      | $91.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |           1 | NC      | $-1697.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRUECALLER AB-B CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -785231 | OU      | $6089.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Short Euro-BTP Fu Sep25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          45 | NC      | $-8735.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNITED PARCEL SERVICE-CL B CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -30755 | OU      | $4131.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-3540.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1513.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Sports Ltd                                | Genius Sports Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |         627 | NS      | $7053.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $498.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $834.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CARVANA CO CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2112 | OU      | $-228.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-5652.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -950000 | PA      | $-1144479.61  | -2.29%            | 2043-09-01      | None          | 4.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CD PROJEKT SA CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |      -23868 | OU      | $358.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF IRELAND GROUP PLC TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -82289 | OU      | $2839.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DERWENT LONDON PLC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -29685 | OU      | $859.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES RUSSELL 2000-SNX                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      296213 | OU      | $-3765.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WAL MART STORES STK CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -46360 | OU      | $-1258.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -5027000 | PA      | $-5957234.06  | -11.90%           | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NTT DATA CORPORATION CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1232493 | OU      | $70.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENERGY TRANSFER LP CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -30273 | OU      | $-1404.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.31014% 07/21/2027 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4195000 | OU      | $1899.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2149.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REVOLUTION MEDICINES INC (CFD-BANA) /CB0              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7415 | OU      | $-221.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TEXAS INSTRUMENTS INC TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -206387 | OU      | $26232.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |           1 | NC      | $1046.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-1873.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.942% 09/11/2030 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -2767000 | OU      | $-1233.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CAPITAL ONE FINANCIAL CORP CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       58357 | OU      | $-92.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -2545000 | PA      | $-2919545.31  | -5.83%            | 2046-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | iTraxx Europe Series 43 Version 1 1% 06/20/2030       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |    -4465000 | OU      | $115030.74    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3078.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTEL CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10281 | OU      | $1529.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $-2849.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY PAY 5 FIXED     1.4500% 02-07-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   197241000 | NC      | $6145.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHIBA BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     3204000 | OU      | $1261.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HYNIX SEMICONDUCTORS-CFD USD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       64882 | OU      | $-6629.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.34375% 09/17/2027 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -3776000 | OU      | $19741.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 06/09/26 1.347C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      418000 | OU      | $10763.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADDTECH AB-B SHARES CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -589438 | OU      | $1324.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-1443.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 4.0625% 09/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1040000 | OU      | $-2724.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PATTERSON-UTI ENERGY INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -12982 | OU      | $547.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $7540.88      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NVENT ELECTRIC PLC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -62100 | OU      | $-3223.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALIBABA GROUP HOLDING LTD CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -69915 | OU      | $99.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.8P               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         220 | NC      | $3639.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EVERCORE INC - A CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      139234 | OU      | $3808.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1877.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SERVICENOW INC TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1914 | OU      | $-27.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |     -850000 | PA      | $-972956.23   | -1.94%            | 2034-12-04      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALPHABET INC-CL C CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       39951 | OU      | $3442.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MIZUHO FINANCIAL GROUP INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    27676476 | OU      | $12363.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $829.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $135.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARM HOLDINGS PLC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      104301 | OU      | $-4066.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRINET GROUP INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16383 | OU      | $569.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FLUIDRA SA TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       19890 | OU      | $-601.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OGE ENERGY CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24884 | OU      | $-323.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LPP SA CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |     -220640 | OU      | $-3422.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca / Pacific                              | SPDR S&P 500 ETF JAN 27 650P                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -77 | NC      | $-365057.00   | -0.73%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GENPACT LTD CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |        -838 | OU      | $0.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SCHWAB (CHARLES) CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      777218 | OU      | $6771.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-4936.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN TOWER CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       85591 | OU      | $-3693.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IMPERIAL BRANDS PLC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -1852 | OU      | $-91.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $-23246.57    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $21511.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OVINTIV INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       44669 | OU      | $2605.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SCANDINAVIAN TOBACCO GROUP A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      370049 | OU      | $86.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-1293.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 10 Fixed     2.6300% 10-27-35          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1430000 | NC      | $-6110.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | P G & E CORP CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       12443 | OU      | $-77.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-2288.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TRINET GROUP INC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       21573 | OU      | $-1161.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.7982% 09/17/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -186000 | OU      | $875.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RIO TINTO PLC-SPON ADR CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -26971 | OU      | $-164.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-1086.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CGI INC CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -16834 | OU      | $633.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                             | Kraft Heinz Foods Co                                  | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      325000 | PA      | $287954.15    | 0.57%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SS&C TECHNOLOGIES HOLDINGS CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14312 | OU      | $-390.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-664.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-46498.81    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EXXON MOBIL CORP CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -69961 | OU      | $-2158.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1746.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $-3633.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1425.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASR NEDERLAND NV CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -22534 | OU      | $-202.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $632.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CARLYLE GROUP INC/THE CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -18807 | OU      | $-1939.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SELL Fixed CDS PANAM 1 06-30     1.0000% 06-20-30     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | PA        |      250000 | OU      | $-7865.56     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5268000 | PA      | $5425867.81   | 10.83%            | 2031-04-01      | None          | 0.90%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                         | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Short            | DBT              | CORP              | US        |     -600000 | PA      | $-613818.00   | -1.23%            | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NIBE INDUSTRIER AB-B SHS CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -226257 | OU      | $-656.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MAIRE TECNIMONT SPA CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       87791 | OU      | $-679.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -1096780 | PA      | $-1262452.24  | -2.52%            | 2028-04-13      | None          | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ANTA SPORTS PRODUCTS LTD CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      170625 | OU      | $-262.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-4899.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-151.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COHERENT CORP CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       29491 | OU      | $3434.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDBRL(USD) 10/15/25 5.69C                         | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       35000 | OU      | $873.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-1453.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.23% 01/27/2028 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4350000 | OU      | $1981.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD KRW/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1736.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DJS BANKS PR SX7P TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -920547 | OU      | $-54071.62    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-3369.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | INDUSTRIAL SELECT SECT SPDR AUG 25 146P               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          10 | NC      | $430.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CELESTICA INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |       21714 | OU      | $6466.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BEIJER REF AB TRS 0.0000% 05-05-2028                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -10761 | OU      | $-53.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WILLIAMS COS INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      178353 | OU      | $4494.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD TWD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $832.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France S.A. First Lien                    | Altice France SA                                      | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |      525000 | PA      | $487593.75    | 0.97%             | 2028-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DAX 09/19/25 23400P OTC-E                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |           8 | NC      | $2639.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-1493.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AXA SA CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |     -234312 | OU      | $-6702.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CINTAS CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2985 | OU      | $-130.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1016.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PRINCIPAL FINANCIAL GROUP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -101581 | OU      | $2036.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.69% 02/15/2039 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      568000 | OU      | $8501.88      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1241.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD KRW/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $41.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-635.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1788500 | PA      | $0.00         | 0.00%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EO-USDZAR(USD) 08/22/25 17.616C                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      -52000 | OU      | $-1530.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROLLS-ROYCE HOLDINGS PLC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        4750 | OU      | $449.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2034-07-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3613.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HANNOVER RUECKVERSICHERU-REG CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -154976 | OU      | $883.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRACTOR SUPPLY COMPANY CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -28820 | OU      | $230.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $4133.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-434954.37   | -0.87%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Liffe                              | EURIBOR 3MO (LIFFE) DEC 25                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          30 | NC      | $-4149.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ADDTECH AB TRS 0.0000% 05-05-2028                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -124971 | OU      | $-213.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ALUMINUM (LISTED) SEP 25                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $-3178.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $-1387.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.463% 09/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      373000 | OU      | $-11751.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | XERO LTD CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NZ        |      -16787 | OU      | $-25.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AFFIRM HOLDINGS INC TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33869 | OU      | $1233.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRUIST FINANCIAL CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      409896 | OU      | $-12922.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $6875.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CEMENTIR HOLDING NV CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       50551 | OU      | $-8459.22     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ELIS SA CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |         367 | OU      | $-4.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-1475.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AENA SME SA CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      -34716 | OU      | $-1481.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BRITISH AMERICAN TOBACCO CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      165370 | OU      | $12221.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca / Pacific                              | SPDR S&P 500 ETF JAN 26 575P                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         192 | NC      | $204480.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURUSD(EUR) 08/27/25 1.1769P                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      177000 | OU      | $5619.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTUIT INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -42003 | OU      | $-1179.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SULZER AG-REG CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       12365 | OU      | $923.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-13495.88    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $451.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SEMPRA TRS 0.0000% 05-15-2033                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7636 | OU      | $776.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPCHF(GBP) 09/02/25 1.0733C                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       94000 | OU      | $783.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MARKETAXESS HOLDINGS INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9988 | OU      | $740.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.073% 12/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -597000 | OU      | $-651.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENEL SPA CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      151147 | OU      | $503.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -3798000 | PA      | $-3187857.17  | -6.37%            | 2039-01-31      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |           0 | PA      | $0.00         | 0.00%             | 2054-05-25      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 3YR BOND FUT Sep25                               | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |           3 | NC      | $-74.15       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DIASORIN SPA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       30883 | OU      | $-1393.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -2322000 | PA      | $-3004876.72  | -6.00%            | 2040-09-01      | None          | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CELESTICA INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       16302 | OU      | $3684.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GE VERNOVA INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35815 | OU      | $6443.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 3.475% 09/15/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |    -2607000 | OU      | $-1756.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $88.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $3721.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-6261.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE  Sep25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          13 | NC      | $-1545.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMAZON.COM CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       38480 | OU      | $1319.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 2 Fixed     2.4900% 01-28-28           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -9525000 | NC      | $1104.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                               | CELESTICA INC-FE 08/08/25W 167.5P                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $64.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIVIUM PACKAGING FIN                            | Trivium Packaging Finance BV                          | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $210607.99    | 0.42%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT DKK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | DK        |           1 | NC      | $-2042.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALNYLAM PHARMACEUTICALS INC CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       27379 | OU      | $7138.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FIRSTENERGY CORP CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -44398 | OU      | $-2967.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PERMIAN RESOURCES CORP CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      155930 | OU      | $7179.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $188.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMAZON.COM INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      108698 | OU      | $2270.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDMXN(USD) 03/11/26 21.3105C                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -415000 | OU      | $-3942.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-337.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT TWD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $-5775.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ATMOS ENERGY CORP CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       62972 | OU      | $-915.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SONY GROUP CORP TRS 0.0000% 05-05-2028                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      710819 | OU      | $-70.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NAGARRO SE CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -1566 | OU      | $76.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                          | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      785000 | PA      | $655522.90    | 1.31%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENERGY TRANSFER LP TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -50958 | OU      | $-1303.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INSPERITY INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8074 | OU      | $-327.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $-854.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $-2131.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $105.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $37586.76     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD PHP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $406.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-EURAUD(EUR) 08/07/25 1.8063P                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       29000 | OU      | $529.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTESA SANPAOLO                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -30754 | OU      | $-2541.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      408000 | PA      | $348826.20    | 0.70%             | 2037-07-30      | None          | 0.85%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLAREDGE TECHNOLOGIES INC MAR 26 37.5C               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          35 | NC      | $12722.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OVERSEA-CHINESE BANKING CORP CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |     -255306 | OU      | $2010.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $4301.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $-145.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PLAINS ALL AMER PIPELINE LP CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -34313 | OU      | $-353.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASTERA LABS INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -70331 | OU      | $-8562.68     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AXCELIS TECHNOLOGIES INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14163 | OU      | $1301.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SK HYNIX INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |       25554 | OU      | $-505.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OKTA INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       90940 | OU      | $1187.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy Inc                                 | Viper Energy Inc                                      | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |        4700 | NS      | $177002.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VITEC SOFTWARE GROUP AB-B SH CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -339282 | OU      | $687.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAP SE CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       27600 | OU      | $-1577.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CADENCE DESIGN SYS INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9490 | OU      | $-1447.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS JPY 0.81% 09/17/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  1185566000 | OU      | $4324.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | CCCY USD SOFR COMP USD NOK 1D NOK NIBOR NOK USD 3M    | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $2391.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHUGAI PHARMACEUTICAL CO LTD CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     1363740 | OU      | $184.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $84063.71     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $25.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CLEARWATER ANALYTICS HLDGS TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       41944 | OU      | $-1707.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALLIANZ SE-REG CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -283776 | OU      | $-4982.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2349.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ON HOLDING AG-CLASS A CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -52625 | OU      | $4588.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT COP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-23674.67    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | W&T OFFSHORE INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3933 | OU      | $-138.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1069200 | PA      | $1188637.33   | 2.37%             | 2042-05-25      | None          | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -2283250 | PA      | $-2921352.30  | -5.83%            | 2036-03-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Scottish Mortgage Investment Trust PLC           | Scottish Mortgage Investment Trust PLC                | CUSIP: 000000000<br>LEI: 213800G37DCS3Q9IJM38 | Short            | EC               | RF                | GB        |       -1590 | NS      | $-22973.35    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.06% 01/15/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1592000 | OU      | $3263.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                 | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Short            | DBT              | CORP              | US        |     -400000 | PA      | $-374165.60   | -0.75%            | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BAE SYSTEMS PLC TRS 0.0000% 05-05-2028                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      416158 | OU      | $-21013.19    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $645.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    64899806 | PA      | $452815.86    | 0.90%             | 2031-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD REC 30 Fixed     4.4000% 01-27-57          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1359000 | NC      | $40418.16     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ELF BEAUTY INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       42958 | OU      | $5760.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MAPLEBEAR INC TRS 0.0000% 05-20-2033                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       90804 | OU      | $-1963.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ILS/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1532.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $985.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $34876.56     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCLP(USD) 07/14/26 971.5C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     -402000 | OU      | $-23005.17    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2880.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $627.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | LAM RESEARCH CORP AUG 25 103C                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          29 | NC      | $1261.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3165.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-2150.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME COPPER (LISTED) SEP 25                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $6617.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.375% 09/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |    -4043000 | OU      | $-16290.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EVOTEC SE CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       27927 | OU      | $-1252.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VITAL ENERGY INC TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -763 | OU      | $-115.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 96.5P               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |          52 | NC      | $43438.97     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERCONTINENTAL HOTELS GROUP CFD                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -13239 | OU      | $-229.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NORTHERN OIL & GAS INC TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -159677 | OU      | $-8438.09     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.44% 09/17/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -1889000 | OU      | $-12530.43    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOMINOS PIZZA INC TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       71040 | OU      | $-2022.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-515.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4637.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOCIETE GENERALE SA TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |         613 | OU      | $65.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-753.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-134.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | PE        |       90000 | OU      | $1037.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | NVIDIA CORP AUG 25 167.5P                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          32 | NC      | $5408.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD INR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1183.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $432.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GITLAB INC-CL A CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |         559 | OU      | $-32.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CONFLUENT INC-CLASS A AUG 25 31C                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |           5 | NC      | $25.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADP CFD                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -50647 | OU      | $1814.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      525000 | PA      | $487614.89    | 0.97%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PROGRESSIVE CORP CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -101729 | OU      | $1282.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1194.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $6690.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1088.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-818.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX SEP 25 6250P                            | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           3 | NC      | $26340.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $-8647.56     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NICHICON CORP TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2544388 | OU      | $1101.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RESONA HOLDINGS INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -8119693 | OU      | $-3747.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |           1 | NC      | $394.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 4.22% 09/17/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |      426000 | OU      | $-56.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                               | DOORDASH CL A ORD SEP25 190P                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -2 | NC      | $-320.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOFI TECHNOLOGIES INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -25193 | OU      | $851.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 5 FIXED     2.6600% 01-10-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2514000 | NC      | $7360.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $861.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DATADOG INC                                      | Datadog Inc                                           | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |      400000 | PA      | $388217.62    | 0.78%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MATADOR RESOURCES CO CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       77632 | OU      | $31.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STRAUMANN HOLDING AG REG CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -24515 | OU      | $2154.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -387890 | PA      | $-307704.06   | -0.61%            | 2052-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ANTERO RESOURCES CORP JAN 26 27P                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -17 | NC      | $-1530.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DASSAULT AVIATION SA CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       84274 | OU      | $-5906.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CAPITAL ONE FINANCIAL CORP TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2375 | OU      | $9.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | E.ON SE CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       10588 | OU      | $158.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOKYO SE REIT TRS 0.0000% 05-20-2033                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -56517620 | OU      | $-8264.03     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HANMI SEMICONDUCTOR CO LTD CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |       -8499 | OU      | $-141.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | INVESTCO QQQ TRUST SERIES 1 12/31/25W 420P            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -4 | NC      | $-1270.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -3800532 | PA      | $0.00         | 0.00%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-2390.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |      774000 | PA      | $0.00         | 0.00%             | 2043-02-04      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -367542 | PA      | $-260494.14   | -0.52%            | 2056-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 6.015% 03/20/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |  -790909000 | OU      | $9832.47      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 7.3% 09/18/2035 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   -35401000 | OU      | $-51.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.75% 10/02/2055 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -211000 | OU      | $-4667.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $525.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-16370.66    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | QUANTA SERVICES INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1993 | OU      | $-37.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1029.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SACYR SA CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |        5953 | OU      | $126.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-615.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HUFVUDSTADEN AB-A SHS CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -376793 | OU      | $1045.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TESLA INC TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -81137 | OU      | $4994.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $4604.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRADEWEB MARKETS INC-CLASS A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       22138 | OU      | $583.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | THOMSON REUTERS CORP CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      -12093 | OU      | $-102.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                | CPPIB Capital Inc                                     | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      710000 | PA      | $461434.08    | 0.92%             | 2028-05-02      | None          | 4.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | 3I GROUP PLC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -4467 | OU      | $-59.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $4224.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONGODB INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       10715 | OU      | $703.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MADISON SQUARE GARDEN SPORTS CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1842 | OU      | $22.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CISCO SYSTEMS INC TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      191352 | OU      | $-728.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HIKMA PHARMACEUTICALS PLC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        2018 | OU      | $-49.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASM INTERNATIONAL NV CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -9922 | OU      | $2158.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |           0 | PA      | $0.00         | 0.00%             | 2030-10-31      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                             | Kraft Heinz Foods Co                                  | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      185000 | PA      | $154669.12    | 0.31%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SPOTIFY TECHNOLOGY SA TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      -77425 | OU      | $2240.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DEMANT A/S CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |      -67717 | OU      | $149.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDMXN(USD) 10/15/25 18.938C                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       35000 | OU      | $632.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOKYO KIRABOSHI FINANCIAL GR CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     7905296 | OU      | $-253.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-AUDJPY(AUD) 08/21/25 96.08P                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       55000 | OU      | $227.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PAYPAL HOLDINGS INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       81228 | OU      | $-3322.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                          | COFFEE SEP 25                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $2156.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-2803.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOKYO ELECTRON LTD TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -328920 | OU      | $36.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GALDERMA GROUP AG CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       16293 | OU      | $139.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRYG A/S CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -881125 | OU      | $138.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.8125% 12/15/2030 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      274000 | OU      | $981.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.246% 12/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -343520000 | OU      | $-623.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $-42262.35    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OVINTIV INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      113129 | OU      | $4851.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KESKO OYJ-B SHS CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -13810 | OU      | $693.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PROCTER & GAMBLE CO/THE CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16031 | OU      | $232.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EO-USDINR(USD) 05/15/26 87.42C                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |      414000 | OU      | $10576.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                               | PALANTIR TECHNOLOGIES INC-A 08/08/25W 145P            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          22 | NC      | $8910.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GRENKELEASING AG CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -21087 | OU      | $-124.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                 | Vital Energy Inc                                      | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Short            | DBT              | CORP              | US        |      -77000 | PA      | $-67729.30    | -0.14%            | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | BRENT CRUDE OCT 25                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           1 | NC      | $2330.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 09/12/25W 96P                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |          27 | NC      | $1563.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1800.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-5265.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MARSHALLS PLC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       20359 | OU      | $-4199.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IBERDROLA SA CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       77735 | OU      | $-820.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $814.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CLEAN HARBORS INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       34285 | OU      | $1086.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HEIDELBERGER CEMENT AG CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       72037 | OU      | $1410.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EATON CORP PLC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      189266 | OU      | $3478.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWISS RE LTD CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     -161260 | OU      | $1428.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PNC FINCL SRVCS GRP INC/TH TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -175643 | OU      | $5160.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 9.3875% 06/13/2035 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     2757000 | OU      | $-1134.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ AUG 25 108  C                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          72 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              | NUSS              | JP        |  -114500000 | PA      | $-752492.76   | -1.50%            | 2035-03-20      | None          | 1.40%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $-540.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL DEC 25                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -3 | NC      | $9646.18      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-548.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CARREFOUR SA CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -44500 | OU      | $-642.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $789.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $-442.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CME GROUP INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -281453 | OU      | $-2670.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMERICAN ELECTRIC POWER CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       17197 | OU      | $1244.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOCHIGI BANK LTD/THE CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    10701000 | OU      | $1599.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.545% 12/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   123598000 | OU      | $867.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1228000 | PA      | $-1151812.68  | -2.30%            | 2036-03-01      | None          | 1.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-840.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Disc Medicine Inc                                | Disc Medicine Inc                                     | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          67 | NS      | $4003.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERPUBLIC GROUP OF COS INC CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       55030 | OU      | $1328.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $769.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BEIJER REF AB CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -453349 | OU      | $-387.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6306.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VERISK ANALYTICS INC CFD                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        -909 | OU      | $72.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDCAD(USD) 10/10/25 1.363C                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       35000 | OU      | $531.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-5120.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WARTSILA OYJ-B SHARES CFD (EUR)                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |       16795 | OU      | $852.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | COHERENT INC SEP 25 250P                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          10 | NC      | $6400.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DAIWA SECURITIES GROUP INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -18247982 | OU      | $-3399.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PKO BANK POLSKI SA CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |      -73452 | OU      | $-366.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LAZARD INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -159335 | OU      | $1211.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC                                         | Visa Inc                                              | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      275000 | PA      | $147489.74    | 0.29%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TRUECALLER AB-B CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -24570 | OU      | $693.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $14034.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-1132.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bonds                    | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |           0 | PA      | $0.00         | 0.00%             | 2054-06-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | REDCARE PHARMACY NV CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -17464 | OU      | $-1085.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S&P 500 MINI INDEX AUG 25 615P                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           4 | NC      | $864.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 5 FIXED     2.6600% 01-10-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2515000 | NC      | $-29821.12    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |           1 | NC      | $-165.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APPLOVIN CORP-CLASS A CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3530 | OU      | $377.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LVMH MOET HENNESSY LOUIS TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -1432 | OU      | $24.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2030-07-01      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1849.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HKD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HK        |           1 | NC      | $-35.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Stock Exchange                           | HUBSPOT INC AUG 25 500P                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $1652.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $38.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      433000 | PA      | $249646.19    | 0.50%             | 2051-07-06      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $-1876.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PUBLICIS GROUPE SA TRS 0.0000% 05-05-2028             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       23091 | OU      | $-3019.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2378.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | iTraxx Europe Senior Financials Series 43 Version     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |      737000 | OU      | $-18066.53    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $21293.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | Societe Generale SA                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | DBT              | CORP              | FR        |     -300000 | PA      | $-382224.57   | -0.76%            | 2033-06-02      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $367.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HOKUHOKU FINANCIAL GROUP I TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     9747777 | OU      | $3174.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-10463.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COHERENT CORP CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        4095 | OU      | $316.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-4106.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KEIYO BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     2354000 | OU      | $981.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4042.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.494% 03/18/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |  -545905000 | OU      | $3746.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-1026.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $3155.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DYNATRACE INC TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4648 | OU      | $34.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |           0 | PA      | $0.00         | 0.00%             | 2028-04-13      | None          | 2.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROOKFIELD ASSET MGMT-A CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -710680 | OU      | $-61613.16    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2% 09/17/2027 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |   -14360000 | OU      | $-34533.17    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDMXN(USD) 08/14/25 18.8155P                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      -53000 | OU      | $-298.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-3636.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GENPACT LTD CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |       -6960 | OU      | $131.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-887.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -2184337 | PA      | $-2865893.91  | -5.72%            | 2031-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 3.934% 09/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |   -10278000 | OU      | $-3402.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3133.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MUNTERS GROUP AB CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -205210 | OU      | $-785.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INFINITY NATURAL RESOUR-CL A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12625 | OU      | $-868.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      625000 | PA      | $525618.75    | 1.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ITALGAS SPA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       40182 | OU      | $240.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-121.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) Sep25                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -2 | NC      | $3880.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KINDER MORGAN INC TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -51731 | OU      | $-824.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 4% 12/17/2026 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |     9797000 | OU      | $-1457.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds             | Republic of Austria Government Bonds                  | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      100000 | PA      | $39880.95     | 0.08%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL FUTURE Aug25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $-1435.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EO-USDZAR(USD) 03/12/26 18.965C                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -415000 | OU      | $-11767.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-2962.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $10091.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NORTHERN OIL AND GAS INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -70308 | OU      | $2527.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              | NUSS              | JP        |  -750922920 | PA      | $0.00         | 0.00%             | 2029-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT IDR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |           1 | NC      | $-668.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)Sep25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -159 | NC      | $-39203.12    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-1743.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |    -1040800 | PA      | $-1156334.08  | -2.31%            | 2042-11-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | APPLE INC CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -210 | OU      | $2.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $-5586.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-1625.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JD.COM INC TRS 0.0000% 05-05-2028                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     -289661 | OU      | $561.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PORTLAND GENERAL ELECTRIC  TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -21776 | OU      | $-388.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SIBANYE STILLWATER LTD CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ZA        |      286412 | OU      | $-156.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PLAINS ALL AMER PIPELINE LP CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7456 | OU      | $28.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ESSILORLUXOTTICA CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -33498 | OU      | $-2183.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PANDORA A/S TRS 0.0000% 05-05-2028                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |       51096 | OU      | $125.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TPG INC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      266781 | OU      | $8638.54      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.56% 12/04/2034 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -835000 | OU      | $-4182.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $-1747.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CIE FINANCIERE RICHEMO-A REG CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -1925 | OU      | $249.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1267.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENBRIDGE INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -93345 | OU      | $-1925.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LEGRAND SA CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       82228 | OU      | $3612.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONCLER SPA TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       -5250 | OU      | $458.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AUTOZONE INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3730 | OU      | $-38.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AIRBUS SE TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -22880 | OU      | $1483.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | WTI CRUDE FUTURE  May26                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $3330.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MUENCHENER RUECKVER AG-REG CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -406200 | OU      | $2822.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF CYPRUS HOLDING CFD (EUR)                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       37144 | OU      | $534.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PNC FINANCIAL SERVICES GROUP CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -438271 | OU      | $4265.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $2220.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TAIWAN SEMICONDUCTOR-SP ADR CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      127479 | OU      | $2512.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROYAL UNIBREW A/S TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |       39102 | OU      | $-289.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2547.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LINEA DIRECTA ASEGURADORA SA CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      190262 | OU      | $1125.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | QUANTA COMPUTER INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       28613 | OU      | $-582.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $707.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                         | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      270000 | PA      | $276149.27    | 0.55%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.255% 12/17/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |    38669000 | OU      | $-58.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $-118.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 9.19% 06/13/2035 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     3355000 | OU      | $-409.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CASTELLUM AB CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     1170155 | OU      | $-6179.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SUMITOMO MITSUI TRUST GROUP CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -3472200 | OU      | $-616.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-9154.80     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1083.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NGEX MINERALS LTD CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        7465 | OU      | $743.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAMSARA INC-CL A CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1259 | OU      | $3.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EVOTEC SE CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       19602 | OU      | $584.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-GBPJPY(GBP) 08/27/25 198.39C                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       26000 | OU      | $344.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 9.16% 06/13/2035 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     3209000 | OU      | $-250.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LAZARD INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -71202 | OU      | $2744.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2078.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIGNA CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2358 | OU      | $219.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ILS/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $822.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-AUDJPY(AUD) 08/21/25 96.08C                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       55000 | OU      | $451.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Management Corp                             | Ares Management Corp                                  | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |        1000 | NS      | $185530.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CARLYLE GROUP INC/THE CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10202 | OU      | $-534.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-1667.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CIVITAS RESOURCES INC TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10727 | OU      | $-688.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AYVENS SA                                        | AYVENS SA                                             | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | EC               | CORP              | FR        |        7681 | NS      | $82812.17     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                               | CELESTICA INC-FE AUG 25 155P                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |           1 | NC      | $40.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2031-05-01      | None          | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $-1264.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SNOWFLAKE INC-CLASS A CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       67283 | OU      | $2449.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES IBOXX H/Y CORP BOND SEP 25 80P                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         232 | NC      | $12528.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $492.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $639.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | US DISPERSION SERIES 17I TRS 0.0000% 06-30-2026       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       94786 | OU      | $-647.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-2496.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ERSTE GROUP BANK AG CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      185955 | OU      | $11759.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ISHARES PHLX SOX SEMICONDUCT SWP GS                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -75454 | OU      | $-395.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PHILIP MORRIS INTERNATIONAL CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -47570 | OU      | $1799.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $406.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NAGARRO SE CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -26500 | OU      | $1537.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-11.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1601.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 08/22/25 1.3603C                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       52000 | OU      | $816.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -2050266 | PA      | $-2316212.84  | -4.63%            | 2035-02-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHIZUOKA FINANCIAL GROUP INC CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -35257567 | OU      | $-10600.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 4.39% 09/17/2026 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |   663066000 | OU      | $774.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $4416.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MERCEDES-BENZ GROUP AG CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        -998 | OU      | $6.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-1616.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1758.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BALOISE HOLDING AG - REG CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      181248 | OU      | $-436.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ANTOFAGASTA PLC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       23716 | OU      | $-601.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CIA SANEAMENTO BASICO DE SP CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BR        |        9205 | OU      | $-363.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OCADO GROUP PLC TRS 0.0000% 05-05-2028                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -14570 | OU      | $-2398.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | T-MOBILE US INC AUG 25 230P                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          23 | NC      | $6417.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |           0 | PA      | $0.00         | 0.00%             | 2034-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIVE BELOW SEP 25 110P                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          -4 | NC      | $-780.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $506.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SVENSKA HANDELSBANKEN-A SHS CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -2577415 | OU      | $9430.11      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHOW TAI FOOK JEWELLERY GROU CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -20766 | OU      | $180.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OCCIDENTAL PETROLEUM CORP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -50758 | OU      | $-1486.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AEGON LTD CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      203347 | OU      | $7784.86      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.88% 09/17/2025 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |  -158368000 | OU      | $-10917.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EXLSERVICE HOLDINGS INC CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -994 | OU      | $38.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1081.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DINO POLSKA SA CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |     -143393 | OU      | $956.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SALESFORCE.COM INC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       48260 | OU      | $-726.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SYNOPSYS INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -10194 | OU      | $-1842.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $0.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $357.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TWILIO INC AUG 25 128C                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           2 | NC      | $482.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NZ        |           1 | NC      | $-3106.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-92.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MITSUI TRUST HOLDINGS INC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -12496295 | OU      | $-1322.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ROKO AB CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -21060 | OU      | $-281.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HAYWARD HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       34043 | OU      | $2392.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-474.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF NAGOYA LTD/THE CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     8749787 | OU      | $1767.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1561.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DUOLINGO CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -50175 | OU      | $1311.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-230.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NORTHERN DATA AG CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -5659 | OU      | $635.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $708.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SYNCHRONY FINANCIAL CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2509 | OU      | $1.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $-341.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MOODYS CORP TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -300140 | OU      | $-12392.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BLOCK INC TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       17625 | OU      | $3003.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $742.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2028-06-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | Q2 HOLDINGS INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2622 | OU      | $266.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -427000 | PA      | $-366927.32   | -0.73%            | 2037-03-01      | None          | 0.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENI SPA CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -85132 | OU      | $-5098.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | POWERSHARES QQQ DEC 25 525P                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          74 | NC      | $100048.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-1615.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-174.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-2349.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1571.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDBRL(USD) 10/15/25 5.69P                         | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       35000 | OU      | $799.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ILS/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |           1 | NC      | $-1543.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DIAMONDBACK ENERGY INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      282304 | OU      | $7880.82      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WALT DISNEY CO/THE CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      109224 | OU      | $119.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $-739.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.559% 09/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -904232000 | OU      | $1697.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $9052.07      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.66% 01/10/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -1970000 | OU      | $-29331.92    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NORDEA BANK ABP TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      -68970 | OU      | $-2001.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPDR S&P REGIONAL BANKING  SWP JPM                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1046607 | OU      | $-40962.69    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1828.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3070.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FABRINET CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -12963 | OU      | $-957.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHORD ENERGY CORP TRS 0.0000% 05-05-2028              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      125838 | OU      | $8102.22      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      417000 | PA      | $421378.50    | 0.84%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-19668.52    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $607.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                | INEOS Finance PLC                                     | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Short            | DBT              | CORP              | GB        |     -200000 | PA      | $-199025.58   | -0.40%            | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FREEPORT-MCMORAN INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        6222 | OU      | $55.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-2627.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1961.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |     -210052 | PA      | $-276724.19   | -0.55%            | 2039-07-04      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $-7715.09     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GRUPO CARSO SAB DE CV-SER A1 CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | MX        |     -135513 | OU      | $281.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $-466.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 06/09/26 1.347P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      418000 | OU      | $5789.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROYAL UNIBREW CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      635393 | OU      | $-5146.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                            | Chobani Holdco II LLC                                 | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      234440 | PA      | $251455.66    | 0.50%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHARKNINJA INC TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      106051 | OU      | $5173.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MATADOR RESOURCES CO CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      143857 | OU      | $-52.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $495.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $21341.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DJS BANKS PR SX7P TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -259343 | OU      | $-18832.10    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARISTA NETWORKS INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       54866 | OU      | $8099.35      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VEECO INSTRUMENTS INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3546 | OU      | $96.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INPOST SA CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |       -2776 | OU      | $78.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AUTO1 GROUP SE TRS 0.0000% 05-05-2028                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       -9194 | OU      | $-283.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME TIN FUTURE    Aug25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $-180.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMPLITUDE INC-CLASS A CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2361 | OU      | $49.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CEVA INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10932 | OU      | $1016.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 9.831% 03/20/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        | -1977800000 | OU      | $-4102.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1326000 | PA      | $1502267.67   | 3.00%             | 2054-06-15      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                         | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        6740 | NS      | $476518.00    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-3757.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-106.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRANSOCEAN INC/CALL WT EQ                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -25707 | OU      | $-719.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXPERIAN LTD CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |       -8177 | OU      | $152.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTL BUS MACHINES CORP TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -92767 | OU      | $6189.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PAREX RESOURCES INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -22294 | OU      | $-2032.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CISCO SYSTEMS INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11571 | OU      | $-2.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MERCADOLIBRE INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7170 | OU      | $-48.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds             | Saudi Government International Bonds                  | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |     -800000 | PA      | $-774400.00   | -1.55%            | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | META PLATFORMS INC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       59623 | OU      | $4572.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COHERENT CORP. TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -56432 | OU      | $-4361.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $79213.55     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MICROSOFT CORP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      351941 | OU      | $16173.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3360.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 1 Fixed     4.3000% 07-21-28           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -18234000 | NC      | $467.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-107.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Short            | DBT              | NUSS              | GR        |     -270000 | PA      | $0.00         | 0.00%             | 2054-06-15      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUXL 30Y BND Sep25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          17 | NC      | $3868.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MACOM TECHNOLOGY SOLUTIONS H CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5217 | OU      | $6.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONDAY.COM LTD CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |       51442 | OU      | $-3967.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                         | BCPE Ulysses Intermediate Inc                         | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $499921.25    | 1.00%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     2185000 | PA      | $2475602.56   | 4.94%             | 2054-06-15      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-26.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $4031.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CEMENTIR HOLDING NV CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |        6325 | OU      | $-760.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-2458.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COMSTOCK RESOURCES INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -38027 | OU      | $4645.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CONSTELLATION BRANDS INC-A CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -68356 | OU      | $370.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $-9.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $119.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $144.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MAGNOLIA OIL & GAS CORP - A CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -22278 | OU      | $-1161.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1482000 | PA      | $-1859545.39  | -3.71%            | 2044-09-01      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERTEX INC - CLASS A CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        6449 | OU      | $-312.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | COMCAST CORP-CL A AUG 25 32P                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          66 | NC      | $1386.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-3720.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HERMES INTERNATIONAL CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -4794 | OU      | $595.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | CHARTER COMMUNICATIONS AUG 25 460C                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -9 | NC      | $-18.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SAMPO OYJ-A SHS CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |       76570 | OU      | $1207.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EO-USDINR(USD) 05/15/26 87.42P                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |      414000 | OU      | $3753.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BLACKSTONE INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      187526 | OU      | $7053.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDCAD(USD) 08/22/25 1.3565C                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      206000 | OU      | $3746.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2288.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | BLOCK INC AUG 25 92.5C                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -2 | NC      | $-128.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-2230.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $497.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2043-09-01      | None          | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $632.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2611.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2808000 | PA      | $3330405.28   | 6.65%             | 2033-10-31      | None          | 3.55%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                 | Japan Government Five Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              | NUSS              | JP        |  -252800000 | PA      | $0.00         | 0.00%             | 2030-03-20      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-14011.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CLEAN HARBORS INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       10389 | OU      | $458.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OTTER TAIL CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7915 | OU      | $-111.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | AVAGO TECHNOLOGIES LTD 08/01/25W 260P                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |           2 | NC      | $10.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1616.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CMS ENERGY CORP CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -31667 | OU      | $-1764.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-2534.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EVERGY INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7804 | OU      | $196.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1251.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT PHP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PH        |           1 | NC      | $-484.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $820.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TAIWAN SEMICONDUCTOR MANUFAC CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       18583 | OU      | $-281.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEANS 5000 NOV 25                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -9 | NC      | $13562.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-23194.64    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INPOST SA CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      -21099 | OU      | $678.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CROWDSTRIKE HOLDINGS INC - A                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -36443 | OU      | $1440.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REDDIT INC-CL A CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8485 | OU      | $-829.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PUBLICIS GROUPE SA TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       13398 | OU      | $-1617.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $660.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | MONGODB INC AUG 25 265C                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $434.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDMXN(USD) 08/14/25 18.8155C                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      -53000 | OU      | $-418.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMAZON.COM INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      299477 | OU      | $6504.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                               | ELECTRONIC ARTS ORD SEP 25 160C                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          18 | NC      | $3825.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ESSENT GROUP LTD CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       46154 | OU      | $205.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ELIS SA CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      146540 | OU      | $-3739.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $893.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GODADDY INC - CLASS A CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1329 | OU      | $36.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 2 Fixed     2.7500% 07-30-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     4770000 | NC      | $-5.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK HAPOALIM BM TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |    -1070762 | OU      | $-1811.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-7029.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DISCO CORP CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      -92500 | OU      | $15.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HUBSPOT INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9520 | OU      | $-166.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1876.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS JPY 0.75% 04/15/2029 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   172645000 | OU      | $7509.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $210.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-NZDUSD(NZD) 08/14/25 .5997P                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       60000 | OU      | $615.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $-1350.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KEIYO BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     9175980 | OU      | $2686.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                     | Iberdrola SA                                          | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       29469 | NS      | $518553.27    | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group Inc                              | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      605000 | PA      | $626090.92    | 1.25%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ATLAS COPCO AB-A SHS CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -15239 | OU      | $85.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ATMOS ENERGY CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       91073 | OU      | $1075.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EO-USDINR(USD) 11/11/25 86.22P                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |      413000 | OU      | $1155.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WALLENSTAM AB-B SHS CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -12447 | OU      | $45.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NASPERS LTD CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ZA        |     -197469 | OU      | $32.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SELL Fixed CDS COLOM 1 06-30     1.0000% 06-20-30     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | CO        |      400000 | OU      | $-17225.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDNOK(USD) 08/14/25 10.3103P                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -252000 | OU      | $-2238.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOTALENERGIES SE CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -32539 | OU      | $262.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -2335000 | PA      | $-2456669.03  | -4.91%            | 2040-03-01      | None          | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VITAL ENERGY INC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -15605 | OU      | $-1926.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ACM RESEARCH INC-CLASS A CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11430 | OU      | $-349.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APPLE INC - BSK A                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -82442 | OU      | $1905.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LOREAL CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -33731 | OU      | $-2680.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $842.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PHOTRONICS INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3660 | OU      | $-229.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-5761.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LOWE S COS INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -109010 | OU      | $-4339.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 4.0625% 09/17/2030 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -709000 | OU      | $6685.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SQUARE INC - A CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       44631 | OU      | $5047.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $732.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $282.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PALO ALTO NETWORKS INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13992 | OU      | $1839.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.257% 09/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        | -1335425000 | OU      | $-2300.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HF SINCLAIR CORP TRS 0.0000% 05-05-2028               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -14946 | OU      | $138.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NINTENDO CO LTD TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -801600 | OU      | $-32.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BROADCOM INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -194830 | OU      | $-3711.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEMETSCHEK AG CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -41105 | OU      | $-703.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COSTCO WHOLESALE CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -37740 | OU      | $1093.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $2018.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BOEING CO/THE CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      476866 | OU      | $-26308.52    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SHIGA BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      891000 | OU      | $148.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $773.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASM INTERNATIONAL NV CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |        -513 | OU      | $103.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PROSUS CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -1049 | OU      | $-3.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-20231.82    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROCKWELL AUTOMATION INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      379578 | OU      | $-4654.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.59% 05/07/2038 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      799000 | OU      | $18651.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-216.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CASTELLUM AB CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -299744 | OU      | $1268.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                          | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      250000 | PA      | $242753.33    | 0.48%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KINETIK HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       36611 | OU      | $522.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                 | ZipRecruiter Inc                                      | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Short            | DBT              | CORP              | US        |     -360000 | PA      | $-273122.54   | -0.55%            | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1024.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FINECOBANK BANCA FINECO SP TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      141326 | OU      | $1092.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansas City Board Of Trade                       | KC HRW WHEAT FUT  May26                               | CUSIP: 000000000<br>LEI: VDJLMWORI3ZMK2V6EV47 | N/A              | DCO              |  | US        |           2 | NC      | $-537.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.249% 02/13/2032 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1950000 | OU      | $33258.15     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $623.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 14.865% 01/04/2027 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     1870061 | OU      | $-3346.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD TWD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $12840.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 2 Fixed     4.0000% 04-26-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1247000 | NC      | $-2271.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |           1 | NC      | $-553.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EVEREST GROUP LTD TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |     -189421 | OU      | $-2656.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-1932.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAMPO OYJ TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |         933 | OU      | $9.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOPPAN HOLDINGS INC TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     3482368 | OU      | $1073.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SERVICENOW INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -31578 | OU      | $455.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GLOBAL PAYMENTS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -162219 | OU      | $2398.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD PHP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1978.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CARLSBERG AS TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -289182 | OU      | $3337.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |           0 | PA      | $0.00         | 0.00%             | 2034-07-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-81.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GLOBANT SA CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |       -1946 | OU      | $7.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $71.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KBC BANKVERZEKERINGSHOLDING CFD (BRU)                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |      347278 | OU      | $10428.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-2191.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-1005.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DOMINION RESOURCES INC/VA CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        5565 | OU      | $104.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WHITBREAD PLC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -1618 | OU      | $5.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PORTLAND GENERAL ELECTRIC CO CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -27398 | OU      | $-275.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3873.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | PE        |      135000 | OU      | $1556.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $73.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | SPOTIFY TECHNOLOGY S 08/29/25W 540P                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -7 | NC      | $-1827.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FIRST SOLAR INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9561 | OU      | $125.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTERCONTINENTAL EXCHANGE  TRS 0.0000% 05-05-2028     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       96953 | OU      | $1931.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SPOTIFY TECHNOLOGY SA CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |       61112 | OU      | $-9109.25     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |           0 | PA      | $0.00         | 0.00%             | 2034-12-04      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-2922.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FIRSTENERGY CORP CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11461 | OU      | $-454.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $-621.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OTSUKA HOLDINGS CO LTD CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     3769360 | OU      | $1949.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PRUDENTIAL PLC TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       49711 | OU      | $2476.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GALDERMA GROUP AG TRS 0.0000% 05-05-2028              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       78360 | OU      | $4675.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CARLYLE GROUP INC/THE TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -280300 | OU      | $-4316.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 8.465% 09/05/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     1124000 | OU      | $129.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EO-USDCOP(USD) 08/13/25 4022P                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |      -52000 | OU      | $-46.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-2380.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 20 Fixed     2.9900% 08-01-55          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      475000 | NC      | $358.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ILS/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $-1785.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Short            | DBT              | CORP              | US        |     -177000 | PA      | $-183322.09   | -0.37%            | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FABRINET CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -57567 | OU      | $-2646.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOKUHOKU FINANCIAL GROUP INC CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    28337400 | OU      | $5715.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $191.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQUIFAX INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -218757 | OU      | $5913.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AIRBUS SE CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      207595 | OU      | $-2406.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RAYMOND JAMES FINANCIAL INC CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -39143 | OU      | $-2471.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-3130.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronext Paris Matif                             | RAPESEED  EURO    Nov25                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |           6 | NC      | $-790.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BE SEMICONDUCTOR INDUSTRIES CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -9241 | OU      | $972.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SMITHS GROUP PLC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      103645 | OU      | $-803.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT COP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-409.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | CONTURA ENERGY INC JAN 26 28C                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         155 | NC      | $12400.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LATTICE SEMICONDUCTOR CORP TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3333 | OU      | $144.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EXCELERATE ENERGY INC-A CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       68980 | OU      | $-2033.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MRC GLOBAL INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        6309 | OU      | $297.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-860.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2766.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR Aug25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           3 | NC      | $3946.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NATIONAL GRID PLC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |     -279470 | OU      | $1678.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.53% 08/15/2056 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      945800 | OU      | $43770.45     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PARKER HANNIFIN CORP CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2845 | OU      | $-82.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VIENNA INSURANCE GROUP AG CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |        1615 | OU      | $112.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2214.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-405.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WOLTERS KLUWER CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       -7048 | OU      | $99.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1190.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-946.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-879.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.92% 06/15/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -1945000 | OU      | $-16768.39    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $10625.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | TESLA MOTORS-WEEKLY 08/29/25W 380C                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -11 | NC      | $-1842.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LUMENTUM HOLDINGS INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       36166 | OU      | $5004.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds               | Japan Government Twenty Year Bonds                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    70850000 | PA      | $461836.23    | 0.92%             | 2045-03-20      | None          | 2.40%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              | NUSS              | AU        |    -2140000 | PA      | $-1217813.04  | -2.43%            | 2031-06-21      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-50.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $-3426.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.85P              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         197 | NC      | $4888.13      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1346.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                              | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      404000 | PA      | $459480.36    | 0.92%             | 2035-09-15      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNILEVER PLC CFD GBP                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      104801 | OU      | $-1169.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2030-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | CDX.NA.HY.44 5% 06/20/2030                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     -400000 | OU      | $31382.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Permanent TSB Group Holdings PLC                 | Permanent TSB Group Holdings PLC                      | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | EC               | CORP              | IE        |        1056 | NS      | $2522.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | XPENG INC - CLASS A SHARES CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -150510 | OU      | $16.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIVE BELOW SEP 25 160C                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          -4 | NC      | $-1480.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IMPERIAL BRANDS PLC TRS 0.0000% 05-05-2028            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        2736 | OU      | $134.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $122.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TDK CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     4889320 | OU      | $3215.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDZAR(USD) 10/28/25 18.5C                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     3674000 | OU      | $64106.16     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $139093.80    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASE TECHNOLOGY HOLDING CO LT CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |        7782 | OU      | $-307.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1174.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | PE        |       55000 | OU      | $634.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CLOUDFLARE INC - CLASS A CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3086 | OU      | $-237.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROBLOX CORP -CLASS A CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -30707 | OU      | $-6909.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROYAL CARIBBEAN CRUISES LTD CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LR        |      -11604 | OU      | $796.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PATTERSON-UTI ENERGY INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22531 | OU      | $704.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AVEPOINT INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2701 | OU      | $-46.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $4792.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $109.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR Aug25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -3 | NC      | $2431.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VENTURE GLOBAL INC-CL A CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18108 | OU      | $953.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FISERV INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -81924 | OU      | $1338.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDJPY(USD) 10/15/25 147.3P                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      -35000 | OU      | $-418.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DEUTSCHE BANK AG-REGISTERED CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      409700 | OU      | $63828.91     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GRAINGER PLC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -35426 | OU      | $1083.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-941.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | REGENERON PHARMACEUTICALS CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3288 | OU      | $14.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AIRTAC INTERNATIONAL GROUP CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       27425 | OU      | $-910.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4164.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ABN AMRO BANK NV-CVA CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       68180 | OU      | $3645.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANCO BILBAO VIZCAYA TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -47174 | OU      | $-7743.11     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AVISTA CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -33080 | OU      | $368.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.884% 09/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      -95000 | OU      | $646.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-2439.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HILL & SMITH HOLDINGS PLC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       17639 | OU      | $411.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                           | ConocoPhillips Co                                     | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      175000 | PA      | $165088.95    | 0.33%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $51408.26     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $281.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 2 Fixed     5.0000% 04-26-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1247000 | NC      | $1528.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BROOKFIELD ASSET MGMNT LTD TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -99855 | OU      | $-2455.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TEMENOS GROUP AG CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -18885 | OU      | $-5290.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CRESCENT ENERGY CO TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11974 | OU      | $-1119.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SELL Fixed CDS COLOM 1 06-30     1.0000% 06-20-30     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | CO        |      200000 | OU      | $-8612.84     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CIRS MYR 3.056% 12/17/2027 BILATERAL                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | MY        |      199000 | OU      | $-40.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | DICKS SPORTING GOODS INC AUG 25 220C                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          17 | NC      | $3400.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -1191122 | PA      | $-1513072.53  | -3.02%            | 2031-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-8117.53     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-341.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $507.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TAPESTRY INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2341 | OU      | $-35.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCOP(USD) 08/21/25 4040P                         | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      -52000 | OU      | $-137.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DATADOG INC TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10683 | OU      | $-44.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2009.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JAMES HARDIE IND PLC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       29516 | OU      | $-722.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PFISTERER HOLDING SE CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       25121 | OU      | $-818.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INDUTRADE AB TRS 0.0000% 05-05-2028                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -327807 | OU      | $2625.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NINTENDO CO LTD-UNSPONS ADR CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17464 | OU      | $-8.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $-2037.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DELIVERY HERO SE TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -11234 | OU      | $-1337.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $470.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD PEN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $795.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTAGE OIL & GAS LTD                          | Advantage Energy Ltd                                  | CUSIP: 00791PAA5<br>LEI: 549300WK5YRPOB2DTT64 | Long             | DBT              | CORP              | CA        |       14000 | PA      | $10589.79     | 0.02%             | 2029-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-521.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VIKING HOLDINGS LTD CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BM        |       -2502 | OU      | $-81.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AVNET INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3524 | OU      | $135.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AT&T INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      261656 | OU      | $1973.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 2.52% 01/15/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -5443000 | OU      | $-39527.61    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EO-USDZAR(USD) 08/14/25 17.9319C                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |      -52000 | OU      | $-745.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LONDON STOCK EXCHANGE GROUP CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      489344 | OU      | $-74909.91    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | META PLATFORMS INC WEEEKLY 08/01/25W 635P             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-21.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | APPLE COMPUTER SEP 25 175P                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -20 | NC      | $-2200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GARTNER INC TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8277 | OU      | $488.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KEYCORP CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      224397 | OU      | $-9374.50     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALLY FINANCIAL INC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       51255 | OU      | $-1974.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES MSCI 7-10 YEAR TRSURY BOND ETF AUG 25 96C     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        1063 | NC      | $11693.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMER SPORTS INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       41654 | OU      | $-698.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CIA SANEAMENTO BASICO DE SP CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       16587 | OU      | $-626.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANCED ENERGY INDUSTRIES CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2853 | OU      | $74.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $3582.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 4.17% 09/17/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |      582000 | OU      | $-1223.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                              | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      420000 | PA      | $280749.00    | 0.56%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-10234.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |           0 | PA      | $0.00         | 0.00%             | 2054-10-05      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1659.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MERCEDES-BENZ GROUP AG CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -17369 | OU      | $741.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-53316.74    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALZCHEM GROUP AG CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       47501 | OU      | $-3642.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONGODB INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4934 | OU      | $300.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WALT DISNEY CO/THE CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      133770 | OU      | $-1915.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RYANAIR HOLDINGS PLC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |        9589 | OU      | $643.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TC ENERGY CORP CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -191983 | OU      | $373.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FUJIKURA LTD CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     7438283 | OU      | $10521.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $2531.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                | CPPIB Capital Inc                                     | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     2841000 | PA      | $1869950.53   | 3.73%             | 2030-01-16      | None          | 4.60%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $1790.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | QT GROUP OYJ CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -20991 | OU      | $417.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JACK HENRY & ASSOCIATES INC CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7040 | OU      | $417.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $-20.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-851.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FIRST SOLAR INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        1948 | OU      | $-25.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OCADO GROUP PLC CMN CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -22966 | OU      | $1007.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-207.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANKINTER SA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       88596 | OU      | $10196.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SKANDINAVISKA ENSKILDA BAN-A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -6438842 | OU      | $-12303.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $-5218.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                           | Corp Andina de Fomento                                | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      376000 | PA      | $374160.53    | 0.75%             | 2028-01-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COSTCO WHOLESALE CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -324758 | OU      | $8099.16      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SUPER MICRO COMPUTER INC 08/01/25W 36P                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -55 | NC      | $-55.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LIBERTY MEDIA CORP-LIB-NEW-C CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       29261 | OU      | $-159.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) Sep25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           8 | NC      | $12531.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MACOM TECHNOLOGY SOLUTIONS H CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -18083 | OU      | $117.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-2337.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              | NUSS              | JP        |  -410950000 | PA      | $-2648732.26  | -5.29%            | 2029-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SERVICENOW INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -178825 | OU      | $3404.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CALIFORNIA RESOURCES CORP CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5320 | OU      | $19.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX WEEK 08/29/25W 6250P                    | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           2 | NC      | $12400.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1654100 | PA      | $0.00         | 0.00%             | 2031-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                | CPPIB Capital Inc                                     | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     3262000 | PA      | $2132969.11   | 4.26%             | 2029-01-15      | None          | 4.40%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURUSD(EUR) 10/08/25 1.176P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       30000 | OU      | $953.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JABIL INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -46718 | OU      | $-1039.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OCCIDENTAL PETROLEUM CORP TRS 0.0000% 05-20-2033      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6321 | OU      | $-138.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-EURNZD(EUR) 08/14/25 1.9531P                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       30000 | OU      | $320.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FASTIGHETS AB BALDER TRS 0.0000% 05-05-2028           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -74295 | OU      | $364.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-07-31      | None          | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-430.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RING ENERGY INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6698 | OU      | $-102.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $3548.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.81% 09/11/2030 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -2706000 | OU      | $-1541.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LIVE NATION ENTERTAINMENT  TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        6426 | OU      | $-74.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME TIN FUTURE    Sep25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $5792.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -2830000 | PA      | $-3890551.93  | -7.77%            | 2030-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONDELEZ INTERNATIONAL INC-A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3263 | OU      | $222.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $558.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNIQA INSURANCE GROUP AG CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       21552 | OU      | $1911.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LARGAN PRECISION CO LTD CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -24776 | OU      | $-517.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TJX COMPANIES INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -113358 | OU      | $-1084.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2037-03-01      | None          | 0.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CARNIVAL CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PA        |       -2443 | OU      | $1.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COLGATE-PALMOLIVE CO CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2079 | OU      | $66.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1613078 | PA      | $0.00         | 0.00%             | 2035-07-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-3614.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-1680.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.5P               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |          51 | NC      | $421.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONCLER SPA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -29019 | OU      | $2150.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 2 Fixed     4.0000% 04-26-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1245000 | NC      | $-4016.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $-658.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRYG A/S CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      -95381 | OU      | $158.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.254% 12/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    23975000 | OU      | $431.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-370.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CYBERARK SOFTWARE LTD/ISRAEL CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IL        |       49781 | OU      | $1241.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KKR & CO INC TRS 0.0000% 05-05-2028                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      237168 | OU      | $9233.47      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-893.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                          | Sweden Government Bonds                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |           0 | PA      | $0.00         | 0.00%             | 2035-05-11      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GENUIT GROUP PLC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       16189 | OU      | $-789.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-EURJPY(EUR) 08/21/25 171.95P                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       30000 | OU      | $248.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.59% 09/17/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1364000 | OU      | $13276.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WOLVERINE WORLD WIDE INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       29112 | OU      | $-502.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WESCO INTERNATIONAL INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       28461 | OU      | $720.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Micro EURO STOXX  Sep25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           4 | NC      | $163.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-1794.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNITED THERAPEUTICS CORP CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10850 | OU      | $-685.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BIRCHCLIFF ENERGY LTD CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       30016 | OU      | $-619.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHOALS TECHNOLOGIES GROUP  TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9504 | OU      | $-771.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GREGGS PLC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -18652 | OU      | $2181.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SCOUT24 AG CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -2640 | OU      | $71.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4668891 | PA      | $5080527.07   | 10.15%            | 2032-01-31      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FACTSET RESEARCH SYSTEMS INC CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3808 | OU      | $181.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $242.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-2082.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | iTraxx Europe Senior Financials Series 43 Version     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |     4475000 | OU      | $-109698.37   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DISCO CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      -84000 | OU      | $-40.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1262000 | PA      | $656076.20    | 1.31%             | 2053-05-25      | None          | 0.75%                 | No            |                  2 | On Loan: No      |
| GS FUTURE COLL TRADE                             | GS FUTURE COLL TRADE                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     1145000 | NS      | $1145000.00   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | IPATH S&P 500 VIX S/T FU ETN-WEEKLY SEP 25 42C        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |          92 | NC      | $40480.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ANZ GROUP HOLDINGS LTD CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -245264 | OU      | $-1350.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-2727.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT PHP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PH        |           1 | NC      | $-2288.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL FUTURE Aug25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $1807.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FORTESCUE LTD CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      -15997 | OU      | $-887.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-2054.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $4627.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-1600.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDCAD(USD) 08/22/25 1.3565P                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      206000 | OU      | $113.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FLUIDRA SA CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       27006 | OU      | $-121.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $26971.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FISERV INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8765 | OU      | $845.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ISHARES MSCI 7-10 YEAR TRSURY BOND ETF JAN 26 92P     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         236 | NC      | $16756.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PANDORA A/S TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      163200 | OU      | $1511.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-526.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $-1.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | E.ON SE TRS 0.0000% 05-20-2033                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       20801 | OU      | $-515.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |           0 | PA      | $0.00         | 0.00%             | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EO-USDINR(USD) 11/11/25 86.22C                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |      413000 | OU      | $9373.12      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTERMEDIATE CAPITAL GROUP CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -2648 | OU      | $-423.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-1087.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BONESUPPORT HOLDING AB TRS 0.0000% 05-05-2028         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -102024 | OU      | $-473.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STOXX TRS 1DE     0.0000% 11-30-23                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -86770 | OU      | $1252.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SONOVA HOLDING AG-REG CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -1147 | OU      | $52.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-1024.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |           0 | PA      | $0.00         | 0.00%             | 2032-08-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMBU A/S TRS 0.0000% 05-05-2028                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |     -173106 | OU      | $554.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALIOR BANK SA CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |      474110 | OU      | $1077.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-4021.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $-2789.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CARREFOUR SA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -15425 | OU      | $-430.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | SPOTIFY TECHNOLOGY S SEP 25 610P                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $2520.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CD PROJEKT SA TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |      -32816 | OU      | $542.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -2260000 | PA      | $-2677915.98  | -5.35%            | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-472.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-1858.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADDIKO BANK AG CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |       11804 | OU      | $-209.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2056-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $281.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KELT EXPLORATION LTD CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      148558 | OU      | $-4442.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-818.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ANTERO RESOURCES CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      129797 | OU      | $4718.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES MSCI CANADA ETF TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1425661 | OU      | $3271.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMERICAN ELECTRIC POWER CO TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       18126 | OU      | $768.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SUNRUN INC MAR 26 12C                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          72 | NC      | $16920.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP ANDINA DE FOMENTO                           | Corp Andina de Fomento                                | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      765000 | PA      | $761981.16    | 1.52%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | BLOCK INC AUG 25 75P                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           4 | NC      | $1300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CARLYLE GROUP INC/THE CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -319307 | OU      | $-26819.27    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $444.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 10.44% 09/18/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     5251000 | OU      | $-4188.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $-501.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IPATH SERIES B S&P 500 VIX CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -388392 | OU      | $-881.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 10.425% 09/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     5247000 | OU      | $-4065.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF NEW YORK MELLON CORP CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -409086 | OU      | $-21873.92    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARCHER-DANIELS-MIDLAND CO CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       14783 | OU      | $8.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | ALPHABET INC /EUR/ REGD                               | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113238.65    | 0.23%             | 2054-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | GB        |           1 | NC      | $-152.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $66.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OBSIDIAN ENERGY LTD CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -54449 | OU      | $-5568.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SANTOS LTD CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -40643 | OU      | $-349.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     2113000 | PA      | $2290535.38   | 4.57%             | 2030-06-18      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-862.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VISTRA CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       12404 | OU      | $108.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BLUE OWL CAPITAL INC TRS 0.0000% 05-20-2033           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -284264 | OU      | $9513.33      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds           | Dominican Republic International Bonds                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Short            | DBT              | NUSS              | DO        |     -200000 | PA      | $-191425.00   | -0.38%            | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CCCY USD SOFR COMP USD CAD 1D CAD CORRA COMP CAD U    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2458.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ABN AMRO BANK NV TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      121368 | OU      | $6851.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NOBLE CORP PLC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -22066 | OU      | $215.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEW YORK TIMES CO/THE TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19138 | OU      | $872.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-7735.02     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TARGA RESOURCES CORP CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      109411 | OU      | $2083.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $12.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BLACKSTONE INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13835 | OU      | $-520.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $647.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ILS/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |           1 | NC      | $-5601.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STOREBRAND ASA CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |     1495390 | OU      | $-269.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1456.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES EXPANDED TECH-SOFTWA CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -63759 | OU      | $-1561.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-1758.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                              | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      404000 | PA      | $0.00         | 0.00%             | 2035-09-15      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| NYSE Arca / Pacific                              | SPDR S&P REG BNK ETF 10/17/25 66C OTC-E               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        8771 | NC      | $7906.55      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1479.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $0.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $429.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                          | Inversion Escrow Issuer LLC                           | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |      665000 | PA      | $657127.92    | 1.31%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4398.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TENCENT HOLDINGS LTD CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      123492 | OU      | $1510.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CREDO TECHNOLOGY GROUP HOLDI CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -13260 | OU      | $-2691.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SERCO GROUP PLC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |         703 | OU      | $4.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                         | Ontario Teachers' Finance Trust                       | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      286000 | PA      | $0.00         | 0.00%             | 2031-12-04      | None          | 2.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KT CORP TRS 0.0000% 05-20-2033                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |        7322 | OU      | $-214.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ON SEMICONDUCTOR CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15743 | OU      | $1089.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | AMAZON.COM INC AUG 25 220P                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           7 | NC      | $1834.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1911490 | PA      | $-1342100.46  | -2.68%            | 2051-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $-1344.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |           0 | PA      | $0.00         | 0.00%             | 2044-04-04      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADVANTEST CORP CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1664240 | OU      | $-1567.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CNY 1.595% 06/16/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |     1543000 | OU      | $72.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-347.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DASSAULT AVIATION SA CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |        8210 | OU      | $249.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2235.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXLSERVICE HOLDINGS INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -27524 | OU      | $-488.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMER SPORTS INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       -9049 | OU      | $151.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERIZON COMMUNICATIONS INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -238415 | OU      | $-1511.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SG        |           1 | NC      | $-814.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD IDR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $448.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDINR(USD) 08/21/25 86.39C                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       52000 | OU      | $765.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2895.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-GBPCHF(GBP) 08/05/25 1.0744C                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      183000 | OU      | $643.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.5625% 12/16/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      821000 | OU      | $1139.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-1387.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNILEVER PLC TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |         983 | OU      | $-24.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | STRAUMANN HOLDING AG TRS 0.0000% 05-05-2028           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -48956 | OU      | $3612.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIVE BELOW CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       93570 | OU      | $1857.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARES MANAGEMENT CORP                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       35599 | OU      | $1321.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LINEA DIRECTA ASEGURADORA SA CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       59691 | OU      | $-154.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1490.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2032-07-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERTEX INC - CLASS A CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2551 | OU      | $-129.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MICRON TECHNOLOGY INC TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16871 | OU      | $-609.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ WEEKLY (FACTOR 100) 08/29/25W 560P    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          13 | NC      | $10985.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 4.59375% 09/19/2034 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |    -2570000 | OU      | $1842.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $149.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR   Sep25                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          -7 | NC      | $-16279.62    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIVE BELOW CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       91142 | OU      | $3056.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1240.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2040-03-01      | None          | 3.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2443.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANCO SANTANDER SA CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       14952 | OU      | $882.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                           | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      775000 | PA      | $699720.16    | 1.40%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONGODB INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      103119 | OU      | $7261.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNITED THERAPEUTICS CORP CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       18467 | OU      | $-1160.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 13.27% 01/02/2029 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      805038 | OU      | $1304.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SIEMENS AG-REG CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      564330 | OU      | $-5333.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANQUE CANTONALE VAUDOIS-REG CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -62759 | OU      | $2322.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-3389.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond           | Bulgaria Government International Bond                | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Short            | DBT              | NUSS              | BG        |     -150000 | PA      | $-190577.88   | -0.38%            | 2036-05-13      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |           0 | PA      | $0.00         | 0.00%             | 2045-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |           0 | PA      | $0.00         | 0.00%             | 2029-11-21      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.573% 03/18/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -693536000 | OU      | $1067.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HITACHI LTD CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1349460 | OU      | $-456.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LANDBRIDGE CO LLC TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -40488 | OU      | $-1681.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-6.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPTION DEC 25 95.5P                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         123 | NC      | $1537.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1535.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      637330 | PA      | $658110.93    | 1.31%             | 2054-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GUIDEWIRE SOFTWARE INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2225 | OU      | $-37.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1485000 | PA      | $-1718428.00  | -3.43%            | 2030-07-01      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 8.1425% 09/17/2027 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |   843919000 | OU      | $248.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1641.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BONESUPPORT HOLDING AB CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      -49333 | OU      | $-121.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $365.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHENIERE ENERGY INC TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       31934 | OU      | $145.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LOWES COMPANIES CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -50809 | OU      | $-611.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $326.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.65625% 09/17/2027 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2299000 | OU      | $-456.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-4283.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SYNOPSYS INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      427034 | OU      | $30331.22     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPROUTS FARMERS MARKET INC TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29637 | OU      | $2359.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | THALES SA CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       50779 | OU      | $-2556.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt                  | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2045-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CACTUS INC - A CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       37723 | OU      | $-998.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONSTELLATION BRANDS INC-A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -70533 | OU      | $3216.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1926.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2473.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | SNOWFLAKE CL A ORD AUG 25 230C                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          19 | NC      | $8892.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EQT AB CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -60431 | OU      | $-35.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1455.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-3180.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                 | Japan Government Five Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   252800000 | PA      | $0.00         | 0.00%             | 2030-03-20      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF NEW YORK MELLON CORP CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -214652 | OU      | $-6204.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |           0 | PA      | $0.00         | 0.00%             | 2033-03-20      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $-364.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ESSILORLUXOTTICA CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -37570 | OU      | $-3931.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $6997.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT COP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $1049.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HALLIBURTON CO CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -31238 | OU      | $505.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | XINYI GLASS HOLDINGS LTD CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       96732 | OU      | $-994.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $514.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | TAIWAN SEMICONDUCTOR-SP ADR AUG 25 235P               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $372.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONCORDIA FINANCIAL GROUP LT CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -25392820 | OU      | $-4994.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ WEEKLY (FACTOR 100) 08/29/25W 550P    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          54 | NC      | $31428.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | APPLE COMPUTER SEP 25 200P                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          20 | NC      | $11100.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CVC CAPITAL PARTNERS PLC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |      -39927 | OU      | $2031.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-2486.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              | NUSS              | AU        |    -5696000 | PA      | $-3595196.46  | -7.18%            | 2028-11-21      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   259167025 | PA      | $1764235.16   | 3.52%             | 2033-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NORDEA BANK ABP CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -29865 | OU      | $-1377.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $29.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.22% 04/15/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1890000 | OU      | $35627.72     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | AVAGO TECHNOLOGIES LTD 08/29/25W 270P                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |          17 | NC      | $7310.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-0.47        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 96P                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |        -104 | NC      | $-6021.23     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | NVIDIA CORP OCT 25 125P                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -7 | NC      | $-609.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DAIWA SECURITIES GROUP INC TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -8335911 | OU      | $-2150.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDCHF(USD) 08/27/25 .8023P                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      209000 | OU      | $948.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 13.35% 01/02/2029 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      561641 | OU      | $523.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDCNH(USD) 08/21/25 7.154C                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       52000 | OU      | $362.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPDR S&P 500 ETF TRUST CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -102031 | OU      | $-1630.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $261.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $-4479.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ILS/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5640.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-37538.45    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADYEN NV CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       56232 | OU      | $-2396.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |           0 | PA      | $0.00         | 0.00%             | 2035-04-30      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FACTSET RESEARCH SYSTEMS INC CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2156 | OU      | $141.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SYNCHRONY FINANCIAL CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -903 | OU      | $-2.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1064.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MIZRAHI TEFAHOT BANK LTD TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |     -307314 | OU      | $3340.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $561.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              | NUSS              | ES        |    -4380000 | PA      | $-4683396.91  | -9.35%            | 2030-10-31      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | CRUDE OIL (NY) SEP 25                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $-9335.42     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1671.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.37% 09/17/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |      290000 | OU      | $1217.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SONY GROUP CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5835039 | OU      | $454.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -1874500 | PA      | $-2495082.43  | -4.98%            | 2032-06-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-254.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MEBUKI FINANCIAL GROUP INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    35097150 | OU      | $9297.25      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NVIDIA CORP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       83814 | OU      | $3520.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-1312.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                         | Ontario Teachers' Finance Trust                       | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Short            | DBT              | NUSS              | CA        |     -286000 | PA      | $0.00         | 0.00%             | 2031-12-04      | None          | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HIKMA PHARMACEUTICALS PLC TRS 0.0000% 05-05-2028      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       36312 | OU      | $-486.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BP PLC TRS 0.0000% 05-15-2033                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        -605 | OU      | $-5.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RALPH LAUREN CORP CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2888 | OU      | $-99.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BP PLC TRS 0.0000% 05-20-2033                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -35171 | OU      | $-417.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-2632.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-86.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CNY 1.5475% 12/17/2030 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |     1006000 | OU      | $192.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MICROSOFT CORP CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        5973 | OU      | $429.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KERRY GROUP PLC-A CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       -9503 | OU      | $1240.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DELEK US HOLDINGS INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10235 | OU      | $682.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | ARK INNOVATION ETF AUG 25 70P                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         147 | NC      | $11319.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IMPERIAL BRANDS PLC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      129374 | OU      | $1472.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                  | Nissan Motor Co Ltd                                   | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $209956.03    | 0.42%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $762.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BYD CO LTD-H CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      220781 | OU      | $-1794.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | VERINT SYSTEMS INC AUG 25 22.5C                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |          18 | NC      | $828.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AUTOMATIC DATA PROCESSING CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12638 | OU      | $-361.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-515.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VINCI SA CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -61533 | OU      | $2306.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Short            | DBT              | NUSS              | NL        |    -1798457 | PA      | $-2014806.72  | -4.02%            | 2034-07-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NORDNET AB PUBL CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -451461 | OU      | $2139.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 20 Fixed     2.5800% 03-15-55          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      250000 | NC      | $6198.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KOMERCNI BANKA AS CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CZ        |      583794 | OU      | $83.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FISERV INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23348 | OU      | $3618.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $9470.42      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CGI INC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -10506 | OU      | $381.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EO-EURUSD(EUR) 04/13/27 1.19C                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    -1405000 | OU      | $-54494.73    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRATON SE CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -38270 | OU      | $404.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SULZER AG-REG CFD (CHF)                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       68491 | OU      | $3326.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GALDERMA GROUP AG CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |        -606 | OU      | $-36.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD IDR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $788.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FAIR ISAAC CORP TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -52750 | OU      | $2465.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                  | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Short            | DBT              | CORP              | US        |     -250000 | PA      | $-254297.76   | -0.51%            | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $990.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COUPANG INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       63443 | OU      | $-3464.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ANALOG DEVICES CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -33370 | OU      | $2370.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE  Sep25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -1 | NC      | $846.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TOKYO SEIMITSU CO LTD CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -167292 | OU      | $-14.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PDD HOLDINGS INC-ADR CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |       -9472 | OU      | $-738.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOPIX (TSE) TPXSM (JPY) TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -15048826 | OU      | $-3685.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IPSOS CFD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        2908 | OU      | $-220.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $264.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SPDR S&P OIL & GAS EXP & PR CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -174597 | OU      | $-712.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-1471.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |           0 | PA      | $0.00         | 0.00%             | 2028-11-21      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JULIUS BAER GROUP LTD CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -44240 | OU      | $1556.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PUBLICIS GROUPE SA TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -1876 | OU      | $226.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMERICAN EXPRESS CO TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -39050 | OU      | $438.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LANDBRIDGE CO LLC TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -36346 | OU      | $-666.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2333.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IDACORP INC TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       18759 | OU      | $666.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GREAT PORTLAND ESTATES PLC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -6410 | OU      | $239.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 1.90625% 12/17/2026 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    11309000 | OU      | $1489.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPJPY(GBP) 08/07/25 198.79P                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      185000 | OU      | $1064.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $926.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-572.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CROWN CASTLE INTL CORP CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      127030 | OU      | $3912.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RAMBUS INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10518 | OU      | $-1532.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3120.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HEIDELBERG MATERIALS AG TRS 0.0000% 05-05-2028        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       16575 | OU      | $203.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | XIAOMI CORP-CLASS B CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       99965 | OU      | $-1051.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1507.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BNP Paribas SA                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | DBT              | CORP              | FR        |     -400000 | PA      | $-487114.09   | -0.97%            | 2033-05-24      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $-1266.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TECHNIP ENERGIES NV - CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      125934 | OU      | $3572.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-AUDJPY(AUD) 08/27/25 96.43P                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       55000 | OU      | $320.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS GBP PAY 1 Fixed     3.9700% 04-28-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -9925000 | NC      | $16010.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.5% 09/19/2034 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -772000 | OU      | $-31884.41    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 10.795% 09/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     2855000 | OU      | $-3819.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $-1180.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SEGRO PLC TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -13225 | OU      | $571.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC CFD         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      135247 | OU      | $-3163.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kansas City Board Of Trade                       | WHEAT FUTURE (KCB) SEP 25                             | CUSIP: 000000000<br>LEI: VDJLMWORI3ZMK2V6EV47 | N/A              | DCO              |  | US        |          -3 | NC      | $1987.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KKR & CO INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      293321 | OU      | $4675.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SONY CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     7042610 | OU      | $1182.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENERGY SELECT SECTOR SPDR  TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -62897 | OU      | $-766.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-88.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VAT GROUP AG CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -20393 | OU      | $3376.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $485.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ACCENTURE PLC                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |     -253075 | OU      | $13753.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DICKS SPORTING GOODS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19498 | OU      | $806.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LIVE NATION CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       62788 | OU      | $132.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-448.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.53% 08/15/2056 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1282000 | OU      | $59329.39     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-GBPUSD(GBP) 05/13/26 1.3225P                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      309000 | OU      | $9964.32      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALLEGRO MICROSYSTEMS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12509 | OU      | $1735.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |           1 | NC      | $-8386.83     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.2992% 09/17/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      170000 | OU      | $-3406.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-507.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MEDIATEK INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       60203 | OU      | $1952.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LAM RESEARCH CORP CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       53977 | OU      | $-1815.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AT&T INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      224783 | OU      | $-542.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEWRIVER RETAIL LTD CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       57826 | OU      | $-484.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARCHROCK INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      138353 | OU      | $-108.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.18% 09/17/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    58037000 | OU      | $294.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GLOBALFOUNDRIES INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |        -662 | OU      | $26.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $-79.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INSPERITY INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -301 | OU      | $3.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PEABODY ENERGY CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12559 | OU      | $-1043.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KLA CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       53452 | OU      | $-3347.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RYANAIR HOLDINGS PLC-SP ADR CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       36723 | OU      | $2507.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INVESCO QQQ TRUST SERIES 1 CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -72930 | OU      | $-1085.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VITESSE ENERGY INC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7664 | OU      | $-376.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca / Pacific                              | CONSUMER DISCRETIONARY AUG 25 230C                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          30 | NC      | $2550.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | WHEAT EUR CAZ5 12-25                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | FR        |          -9 | NC      | $4025.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | J.P. MORGAN SHORT-DATED RA TRS 0.0000% 09-29-2025     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      332874 | OU      | $-475.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-8258.04     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      968000 | PA      | $771666.53    | 1.54%             | 2048-08-15      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HERMES INTERNATIONAL CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -67541 | OU      | $6372.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF NOVA SCOTIA CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       32452 | OU      | $336.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BAIDU INC TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -21750 | OU      | $76.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-50195.21    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LIFCO AB-B SHS CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -200184 | OU      | $457.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |           0 | PA      | $0.00         | 0.00%             | 2031-10-31      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | W&T OFFSHORE INC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -18327 | OU      | $-656.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2452.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $-35859.79    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AUTO1 GROUP SE CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -28711 | OU      | $-2156.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEWRIVER REIT PLC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       12332 | OU      | $-215.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ AUG 25 545P                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           5 | NC      | $1185.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-7334.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CYBERARK SOFTWARE LTD TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |       16890 | OU      | $1214.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NAURA TECHNOLOGY GROUP CO  TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      -17099 | OU      | $-609.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-603.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CMS ENERGY CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13030 | OU      | $-549.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IMMOBILIARE GRANDE DISTRIBUZ CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       63042 | OU      | $3327.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-207.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HUBSPOT INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       18591 | OU      | $-922.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MARVELL TECHNOLOGY INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       50872 | OU      | $6271.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APA CORP TRS 0.0000% 05-15-2033                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18944 | OU      | $-268.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2902.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNIVERSAL MUSIC GROUP NV TRS 0.0000% 05-05-2028       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       -1863 | OU      | $127.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NORTHWESTERN CORP CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6184 | OU      | $-205.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RENAISSANCERE HOLDINGS LTD CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |     -110976 | OU      | $-3094.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EXPAND ENERGY CORP CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      289552 | OU      | $-10104.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.3125% 09/17/2026 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |      599000 | OU      | $-899.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PHILLIPS 66 CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18736 | OU      | $198.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-5016.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $10193.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMPHENOL CORP-CL A CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13690 | OU      | $-369.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PERMIAN RESOURCES CORP CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       69332 | OU      | $1963.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-435.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                           | Province of Manitoba Canada                           | CUSIP: 000000000<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      612000 | PA      | $390288.01    | 0.78%             | 2034-08-28      | None          | 4.85%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1296.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                         | Constellation Energy Generation LLC                   | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Short            | DBT              | CORP              | US        |     -125000 | PA      | $-135415.12   | -0.27%            | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $12920.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ JAN 27 480P                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           5 | NC      | $10907.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 2 Fixed     5.0000% 04-26-29           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1245000 | NC      | $2283.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co              | CUSIP: 431318BG8<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -300000 | PA      | $-292909.98   | -0.58%            | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BIRKENSTOCK HOLDING PLC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |      -47512 | OU      | $-674.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROYAL CARIBBEAN CRUISES LTD CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LR        |       -3811 | OU      | $314.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | SILVER (5000) SEP 25                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $2063.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      360000 | PA      | $332468.21    | 0.66%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NXP SEMICONDUCTORS NV CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -13924 | OU      | $884.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1014.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                           | Vmed O2 UK Financing I PLC                            | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Short            | DBT              | CORP              | GB        |     -200000 | PA      | $-208841.00   | -0.42%            | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ICADE CFD (ICAD FP)                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -32353 | OU      | $-453.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHIONOGI & CO LTD CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     2544675 | OU      | $870.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HSBC HOLDINGS PLC TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -65384 | OU      | $1865.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT TWD/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |           1 | NC      | $-4269.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $4773.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.9% 06/04/2035 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1466000 | OU      | $-8368.01     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-4140.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS GBP PAY 1 Fixed     3.7200% 04-28-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     9925000 | NC      | $-18030.63    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROOKFIELD CORP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -16679 | OU      | $-824.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ELIS SA CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        3430 | OU      | $-53.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $2357.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                 | CSC Holdings, LLC 2019 Term Loan B5                   | CUSIP: 000000000<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      575135 | PA      | $565789.10    | 1.13%             | 2027-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $2420.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | CHARTER COMMUNICATIONS AUG 25 455C                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -11 | NC      | $-66.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CIENA CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2003 | OU      | $-317.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $45.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MOODYS CORPORATION                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -51536 | OU      | $-1583.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1110.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MICROCHIP TECHNOLOGY INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11990 | OU      | $905.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $19163.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                            | Nabors Industries Inc                                 | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Short            | DBT              | CORP              | US        |     -228000 | PA      | $-226120.22   | -0.45%            | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANCA FARMAFACTORING SPA CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       73561 | OU      | $1765.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $-5735.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COREBRIDGE FINANCIAL INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       83981 | OU      | $2430.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MARATHON PETROLEUM CORP TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       96415 | OU      | $-2981.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SMITHS GROUP PLC TRS 0.0000% 05-05-2028               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       11163 | OU      | $671.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PALO ALTO NETWORKS INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8074 | OU      | $783.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $507.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APPLIED MATERIALS INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -65168 | OU      | $6288.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRACTOR SUPPLY COMPANY CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -75439 | OU      | $-816.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1510.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.408% 03/18/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |   -20568000 | OU      | $6063.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PERMIAN RESOURCES CORP CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      136941 | OU      | $9260.67      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MOODYS CORP TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -204752 | OU      | $-6181.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-5537.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT Sep25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          21 | NC      | $2837.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BAE SYSTEMS PLC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      144047 | OU      | $2161.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca / Pacific                              | SHOPIFY INC - A WEEKLY 08/01/25W 107P                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $3.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EURONET WORLDWIDE INC TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2596 | OU      | $69.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-1941.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-3.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1613078 | PA      | $1789938.99   | 3.57%             | 2035-07-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LUMENTUM HOLDINGS INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       29802 | OU      | $1790.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NORDNET AB PUBL CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -1198778 | OU      | $-840.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2006.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | YUBICO AB CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -158892 | OU      | $-274.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $839.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARM HOLDINGS PLC AUG 25 200C                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         -17 | NC      | $-136.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2461.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HOWMET AEROSPACE INC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3064 | OU      | $8.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COMMVAULT SYSTEMS INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2195 | OU      | $-274.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANCO BILBAO VIZCAYA ARGENTA CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -37881 | OU      | $-6563.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-1594.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $853.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQT AB CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -879060 | OU      | $2651.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ESSILORLUXOTTICA CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -1453 | OU      | $-118.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COTERRA ENERGY INC TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       56848 | OU      | $3200.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WILLIAMS COS INC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      165803 | OU      | $4874.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-903.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 4.127% 12/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |      395000 | OU      | $858.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 1 Fixed     3.0000% 01-27-28           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -22657000 | NC      | $-28001.69    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2177.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEXT PLC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -2328 | OU      | $-13.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTERMEDIATE CAPITAL GROUP CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      416412 | OU      | $5476.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDCAD(USD) 08/21/25 1.3703C                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       42000 | OU      | $407.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2897.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NUTANIX INC - A CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7699 | OU      | $182.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HUBSPOT INC - CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       64962 | OU      | $-4163.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $416.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2306.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMERICAN EXPRESS CO TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -639570 | OU      | $7726.26      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-11996.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-2445.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REDCARE PHARMACY NV - CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -15243 | OU      | $1501.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES RUSSELL 2000 AUG 25 230C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          44 | NC      | $3388.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APOLLO GLOBAL MANAGEMENT INC CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3420 | OU      | $77.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DATADOG INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       11767 | OU      | $-428.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1423.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $967.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PEYTO EXPLORATION & DEV CORP CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      280803 | OU      | $6867.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TEMENOS AG TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -1373 | OU      | $-457.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KINEPOLIS CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |       27454 | OU      | $-522.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | AMAZON.COM INC AUG 25 245C                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          25 | NC      | $11075.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2974.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca / Pacific                              | SPDR S&P 500 ETF AUG 25 630P                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          31 | NC      | $25110.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEW YORK TIMES CO/THE TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -77135 | OU      | $1998.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENGCON AB TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       -9947 | OU      | $168.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      540000 | PA      | $0.00         | 0.00%             | 2052-09-01      | None          | 2.15%                 | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES MSCI 7-10 YEAR TRSURY BOND ETF JAN 27 87P     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         480 | NC      | $33600.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMERICAN EXPRESS CO CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -22591 | OU      | $1639.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 13.555% 01/02/2029 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      765709 | OU      | $-136.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROKU INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13838 | OU      | $-756.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES BARCLAYS 20+ YR TREASURY JAN 27 70P           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         110 | NC      | $13090.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $-3388.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | WHEAT SEP 25                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           2 | NC      | $-1900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIDELITY NATL INFO SRVCS I TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       27122 | OU      | $115.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CONOCOPHILLIPS CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3003 | OU      | $-143.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SIEMENS AG-REG CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      162832 | OU      | $-2765.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.5625% 12/16/2029 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -7458000 | OU      | $1509.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 9.165% 06/13/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     2416000 | OU      | $-206.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.47% 11/25/2034 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -600000 | OU      | $705.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-410.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-11875.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $103.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.47% 12/04/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      297000 | OU      | $-318.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EO-USDCOP(USD) 08/13/25 4022C                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |      -52000 | OU      | $-1873.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2668.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAILPOINT INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7762 | OU      | $-794.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VARONIS SYSTEMS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       36700 | OU      | $2604.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IA FINANCIAL CORP INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      418672 | OU      | $-17743.43    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JAPAN TRS 1MJ+30     0.3000% 05-05-23                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -3168024 | OU      | $-793.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      387000 | PA      | $309178.93    | 0.62%             | 2043-02-04      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                | CDP Financial Inc                                     | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     3993000 | PA      | $4512698.69   | 9.01%             | 2032-02-13      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK LEUMI LE-ISRAEL CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |      454692 | OU      | $3378.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MARVELL TECHNOLOGY INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19623 | OU      | $2157.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DISC MEDICINE INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       12410 | OU      | $79.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MAXLINEAR INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -4411 | OU      | $-462.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $4123.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME LEAD FUTURE   Aug25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           5 | NC      | $-9493.75     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-743.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $48.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZEBRA TECHNOLOGIES CORP-CL A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2627 | OU      | $-85.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LYFT INC-A CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       36246 | OU      | $-1742.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $-1430.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STMICROELECTRONICS CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -9743 | OU      | $2403.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EO-GBPJPY(GBP) 08/14/25 198.13C                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |      188000 | OU      | $2226.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                               | CELESTICA INC-FE 08/29/25W 180P                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          14 | NC      | $7350.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1365.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2044-09-01      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RIO TINTO LTD CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      584161 | OU      | $-21437.41    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              | NUSS              | AU        |    -1992000 | PA      | $-1246248.48  | -2.49%            | 2034-05-21      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ORACLE CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       22406 | OU      | $941.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $14741.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HUNTINGTON BANCSHARES INC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -263261 | OU      | $5951.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INFINEON TECHNOLOGIES AG - CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -180875 | OU      | $19915.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD REC 30 Fixed     3.5000% 12-08-55          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | NC      | $-8302.81     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VONOVIA SE CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -74073 | OU      | $4343.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1788500 | PA      | $0.00         | 0.00%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.41% 12/04/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      585000 | OU      | $634.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DELL TECHNOLOGIES -C  SWP MS                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8296 | OU      | $-462.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAMPO OYJ TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      156781 | OU      | $1180.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3278.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTERACTIVE BROKERS GRO-CL A CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       48479 | OU      | $4821.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2872.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 10 FIXED     2.5200% 01-11-45          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     7347000 | NC      | $-192964.05   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WALT DISNEY CO/THE TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2658 | OU      | $38.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KR        |           1 | NC      | $-1659.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ATLAS COPCO AB-A SHS CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -98025 | OU      | $701.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUMITOMO MITSUI FINCL GRP  TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -20174873 | OU      | $-6626.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CELSIUS HOLDINGS INC SEP 25 42.5P                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          13 | NC      | $3185.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 8.7525% 12/17/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     -990000 | OU      | $1287.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $4601.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.874% 09/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     2612000 | OU      | $-3715.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDCHF(USD) 10/15/25 .7915C                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      -35000 | OU      | $-837.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CVC CAPITAL PARTNERS PLC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      -28341 | OU      | $1090.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.6875% 12/17/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      327000 | OU      | $-773.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHIBA KOGYO BANK LTD/THE CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5370794 | OU      | $-873.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF NAGOYA LTD/THE CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    10887500 | OU      | $1071.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LVMH MOET HENNESSY LOUIS VUI CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -4368 | OU      | $155.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $498.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIFTH THIRD BANCORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      312669 | OU      | $-8791.88     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 2.52% 03/03/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -4886000 | OU      | $-30795.66    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | L'OREAL SA TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -36392 | OU      | $-2297.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | MICROSOFT AUG 25 500P                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $100.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF AMERICA CORP TRS 0.0000% 05-20-2033           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      193054 | OU      | $-853.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHIBA BANK LTD/THE TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      984883 | OU      | $352.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SERCO GROUP PLC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       78864 | OU      | $-1727.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SUNRUN INC MAR 26 13C                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          69 | NC      | $14179.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 96.05P              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |        -394 | NC      | $-29328.75    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $393.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDCHF(USD) 08/27/25 .8023C                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      209000 | OU      | $2843.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-13946.34    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROADCOM INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       55671 | OU      | $2187.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VIPER ENERGY INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      203445 | OU      | $1086.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                             | Excelerate Energy LP                                  | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |       62000 | PA      | $64904.82     | 0.13%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 20 Fixed     2.5800% 03-15-55          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      250000 | NC      | $-7424.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MONCLER SPA TRS 0.0000% 05-05-2028                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |       -8803 | OU      | $948.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |      744345 | PA      | $853356.16    | 1.70%             | 2045-10-12      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOYA CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     4905810 | OU      | $1999.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GENIUS SPORTS LTD CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       23888 | OU      | $366.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.57994% 07/21/2029 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4457000 | OU      | $-2798.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ICADE TRS 0.0000% 05-05-2028                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -7747 | OU      | $361.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MUENCHENER RUECKVERSICHERU TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -85212 | OU      | $246.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LAM RESEARCH CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      191123 | OU      | $-11780.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $570.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-2064.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DRAFTKINGS INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       53898 | OU      | $690.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ERSTE GROUP BANK AG CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |      165240 | OU      | $15850.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SPOTIFY TECHNOLOGY SA TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |       33223 | OU      | $-3775.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $141.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                          | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      900000 | PA      | $783864.72    | 1.57%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQUINIX INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -56997 | OU      | $-1890.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |           1 | NC      | $-1167.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BIRKENSTOCK HOLDING PLC TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      -31188 | OU      | $-2422.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME LEAD FUTURE   Aug25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -5 | NC      | $8197.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | DUOLINGO AUG 25 280P                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -7 | NC      | $-3640.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       50000 | PA      | $0.00         | 0.00%             | 2054-08-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SO-ITRAXX-EUROPES43V1-5     1.0000% 06-20-30          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | XX        |     2385000 | NC      | $3993.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | NVIDIA CORP WEEKLY 08/01/25W 175C                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           2 | NC      | $714.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2046-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HENSOLDT AG CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       19176 | OU      | $-1242.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-2446.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHOALS TECHNOLOGIES GROUP -A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19132 | OU      | $-1738.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 4% 09/18/2025 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   258993000 | OU      | $2629.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2942.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CELESTICA INC-FE 08/01/25W 160P                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           2 | NC      | $6.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $848.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | DUOLINGO AUG 25 330P                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           7 | NC      | $14161.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIRRUS LOGIC INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9207 | OU      | $344.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2040-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ONE GAS INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       38719 | OU      | $-915.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $18149.41     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $212.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-108587.41   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $717.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TECNICAS REUNIDAS SA CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |        8575 | OU      | $207.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DNB BANK ASA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |     4931670 | OU      | $7150.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 9.277% 12/17/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |   229408000 | OU      | $11.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ATLASSIAN CORP-CL A CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       26358 | OU      | $-2960.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.39254% 07/21/2028 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -8649000 | OU      | $5487.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |           1 | NC      | $-16170.06    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GRENKE AG CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -6398 | OU      | $-224.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VISTRA CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2259 | OU      | $-243.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SNOWFLAKE INC-CLASS A CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13224 | OU      | $-261.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 10 Fixed     2.6300% 10-27-35          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1430000 | NC      | $3807.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.69% 10/15/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -3445000 | OU      | $-15249.27    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DOORDASH INC - A CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       37282 | OU      | $1506.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ASR NEDERLAND NV TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -109710 | OU      | $-2269.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.67% 03/18/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |    -3947000 | OU      | $8521.13      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WELLS FARGO & CO CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       50952 | OU      | $-639.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HIMS & HERS HEALTH INC TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -18516 | OU      | $-7227.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MPLX LP TRS 0.0000% 05-15-2033                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20842 | OU      | $735.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CISCO SYSTEMS INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       90290 | OU      | $1209.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 3.84375% 09/16/2029 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -634000 | OU      | $3997.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-744.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-3161.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ARISTA NETWORKS INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        3856 | OU      | $826.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JAPAN EXCHANGE GROUP INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -1479000 | OU      | $46.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 10.675% 09/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     2972000 | OU      | $-3433.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOKYO SEIMITSU CO LTD TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -967200 | OU      | $171.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $857.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DISCO CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |       42000 | OU      | $20.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1184.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-528.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NIBE INDUSTRIER AB-B SHS CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -182834 | OU      | $-1042.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1371.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-4424.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CINEMARK HOLDINGS INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -19280 | OU      | $1841.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CAPITAL ONE FINANCIAL CORP CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       76579 | OU      | $-39.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NISOURCE INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       43088 | OU      | $2884.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FUJITSU LIMITED CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1183529 | OU      | $-271.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2637250 | PA      | $3293409.18   | 6.58%             | 2043-10-22      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWEDBANK AB CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -5006487 | OU      | $-20155.40    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.1875% 09/16/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      810000 | OU      | $955.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TESLA INC TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10952 | OU      | $162.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |           0 | PA      | $0.00         | 0.00%             | 2035-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $877.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD COP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3902.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES MSCI 7-10 YEAR TRSURY BOND ETF JAN 27 96P     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -60 | NC      | $-21300.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                             | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $1309.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.109% 09/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -117000 | OU      | $1765.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $31.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $-874.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | POWERSHARES QQQ WEEKLY (FACTOR 100) 08/29/25W 580C    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          37 | NC      | $16132.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COGNIZANT TECH SOLUTIONS-A CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10559 | OU      | $512.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -1919342 | PA      | $-2038691.04  | -4.07%            | 2031-07-31      | None          | 0.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $166.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 2.49% 03/03/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4886000 | OU      | $28252.15     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-USDCHF(USD) 10/03/25 .783P                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       35000 | OU      | $142.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $28237.90     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXPAND ENERGY CORP TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       54597 | OU      | $2926.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WESTERN DIGITAL CORP CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1863 | OU      | $-340.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $189.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-2368.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SACYR SA CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |        2861 | OU      | $49.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MUENCHENER RUECKVER AG-REG CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -57780 | OU      | $400.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FASTIGHETS AB BALDER-B SHRS CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -421223 | OU      | $1889.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                  | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |     -435000 | PA      | $-425477.67   | -0.85%            | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-28908.44    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-2595.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 10 Fixed     2.6300% 10-27-35          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1426000 | NC      | $-6296.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -990000 | PA      | $-1327911.93  | -2.65%            | 2034-01-31      | None          | 4.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANCA GENERALI SPA CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -39497 | OU      | $-1829.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds               | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Short            | DBT              | NUSS              | CO        |     -200000 | PA      | $-204400.00   | -0.41%            | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CIENA CORP CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11896 | OU      | $-1473.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VALEO SE TRS 0.0000% 05-20-2033                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       -7398 | OU      | $408.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                          | Mirion Technologies Inc                               | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |      285000 | PA      | $335587.50    | 0.67%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARISTA NETWORKS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       13728 | OU      | $1428.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | WHEAT FUTURE(CBT) May26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           3 | NC      | $-2387.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COHERENT CORP                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3082 | OU      | $-684.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $510.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-1824.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 4.3526% 12/17/2027 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |  -775339000 | OU      | $-1618.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STOXX EUROPE 600 INSURANCE TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | EC        |     -344931 | OU      | $-8897.73     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-764.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-386.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | iTraxx Europe Crossover Series 43 Version 1 5% 06/    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |       50000 | OU      | $-5931.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SNOWFLAKE INC-CLASS A CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       32557 | OU      | $1638.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-475.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ENTEGRIS INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -13114 | OU      | $717.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |           0 | PA      | $0.00         | 0.00%             | 2054-08-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD TWD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3682.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | CHARTER COMMUNICATIONS AUG 25 410C                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          11 | NC      | $187.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-208.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $-4349.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME LEAD FUTURE Sep25                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           2 | NC      | $-3332.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ABB LTD-REG CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       33967 | OU      | $412.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MCKESSON CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2134 | OU      | $53.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BOOKING HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -68106 | OU      | $2057.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CATERPILLAR INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2064 | OU      | $-125.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.3725% 09/17/2030 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     3067000 | OU      | $-821.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $3121.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-1266.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                          | Sweden Government Bonds                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Short            | DBT              | NUSS              | SE        |   -45355000 | PA      | $-4507539.70  | -9.00%            | 2028-05-12      | None          | 0.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES J.P. MORGAN USD EM TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1290432 | OU      | $-19035.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $713.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIENA CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         -85 | OU      | $-7.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bonds                         | Finland Government Bonds                              | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Short            | DBT              | NUSS              | FI        |     -404000 | PA      | $0.00         | 0.00%             | 2035-09-15      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |           0 | PA      | $0.00         | 0.00%             | 2035-12-12      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1696.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1333.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1910.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AOZORA BANK LTD CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -3960550 | OU      | $-1545.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                  | PSP Capital Inc                                       | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      372000 | PA      | $426642.14    | 0.85%             | 2034-07-02      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOPIX BANKS INDEX                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -4296064 | OU      | $-1555.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $28.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                             | Kraft Heinz Foods Co                                  | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      375000 | PA      | $333674.35    | 0.67%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | SOFR 1YR MIDCURVE 09/12/25 94.5P                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          43 | NC      | $268.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $44.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEW JERSEY RESOURCES CORP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -36722 | OU      | $39.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JM AB CFD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -182007 | OU      | $166.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STOXX TRS 1DE     0.0000% 05-15-23                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -91694 | OU      | $4503.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CANON INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1107680 | OU      | $-612.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                          | Sweden Government Bonds                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |           0 | PA      | $0.00         | 0.00%             | 2028-05-12      | None          | 0.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1076000 | PA      | $-1134562.62  | -2.27%            | 2038-09-01      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AXA SA CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -432852 | OU      | $-6698.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 5 FIXED     2.6600% 01-10-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2514000 | NC      | $-30071.22    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-313.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.3% 06/15/2030 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -1800000 | OU      | $-14685.77    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VISA INC TRS 0.0000% 05-15-2033                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20844 | OU      | $461.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UBS GROUP AG-REG CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       29656 | OU      | $1439.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MICROSOFT CORP TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      453721 | OU      | $24828.96     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANTEST CORP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     6387235 | OU      | $-4811.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $943.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                         | State of North Rhine-Westphalia Germany               | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      517000 | PA      | $366893.83    | 0.73%             | 2057-10-26      | None          | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $324.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $-2253.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3161.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IBERDROLA SA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      166988 | OU      | $271.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | ARK INNOVATION ETF AUG 25 65 P                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        -147 | NC      | $-3234.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 30 Fixed     4.4000% 01-27-57          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1359000 | NC      | $-41211.70    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ORSTED A/S CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -222679 | OU      | $-913.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                 | DT Midstream Inc                                      | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       69000 | PA      | $65674.30     | 0.13%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OVINTIV INC TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       76021 | OU      | $1314.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ENGCON AB CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -70456 | OU      | $1190.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | COUPANG INC AUG 25 33C                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         117 | NC      | $2808.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $418.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $327.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.751% 09/20/2055 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     3252000 | OU      | $-17235.93    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $-2664.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | CHARTER COMMUNICATIONS AUG 25 420C                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           9 | NC      | $72.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AZIMUT HOLDING SPA CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      105202 | OU      | $1352.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTERCONTINENTAL EXCHANGE  TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      353287 | OU      | $9903.60      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $98.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF NOVA SCOTIA CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      245102 | OU      | $5050.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALIOR BANK SA TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |       62853 | OU      | $803.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-3848.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-2091.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERTIV HOLDINGS CO TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2650 | OU      | $-407.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $5391.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PEARSON PLC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -12674 | OU      | $-88.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.419% 09/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     3682000 | OU      | $-1379.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SALESFORCE INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -41986 | OU      | $-122.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PALANTIR TECHNOLOGIES INC TRS 0.0000% 05-20-2033      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2277 | OU      | $-98.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |      330000 | PA      | $377145.98    | 0.75%             | 2038-10-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1082000 | PA      | $-1279330.75  | -2.55%            | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NISOURCE INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9688 | OU      | $626.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BROADCOM INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       77817 | OU      | $1482.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NESTE OYJ CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -28604 | OU      | $832.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | CORN SEP 25                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -12 | NC      | $13024.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PRUDENTIAL CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      154083 | OU      | $8273.48      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | QUALCOMM INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -28138 | OU      | $2161.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $-1872.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAN-IN GODO BANK LTD/THE CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -14205133 | OU      | $507.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $312.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES RUSSELL 2000 AUG 25 233C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          72 | NC      | $3024.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS JPY 0.47% 09/19/2025 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        | 10411228000 | OU      | $922.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQT AB TRS 0.0000% 05-15-2033                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -178768 | OU      | $471.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | CHIPOTLE MEXICAN GRILL-CLA SEP 25 42.5P               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          91 | NC      | $13377.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KFW                                              | Kreditanstalt fuer Wiederaufbau                       | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      675000 | PA      | $443693.02    | 0.89%             | 2030-01-16      | None          | 4.45%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.5P               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |        -440 | NC      | $-3639.20     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.721% 09/20/2055 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -3192000 | OU      | $14632.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-1223.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DIAGEO PLC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -1802 | OU      | $80.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCLP(USD) 07/14/26 971.5P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     -402000 | OU      | $-19604.09    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 9.026% 03/17/2030 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |  1470198000 | OU      | $-2094.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EXLSERVICE HOLDINGS INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9646 | OU      | $-472.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNIBAIL-RODAMCO-WESTFIELD TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       30411 | OU      | $1951.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.66% 10/04/2038 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      321000 | OU      | $5282.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $-4839.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-EURAUD(EUR) 08/14/25 1.7816C                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       30000 | OU      | $155.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1216.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                              | Rocket Software Inc                                   | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      177000 | PA      | $172099.13    | 0.34%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $5228.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNIVERSAL DISPLAY CORP CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9319 | OU      | $654.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INVESCO SENIOR LOAN ETF CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     1619871 | OU      | $-6168.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1216000 | PA      | $1230090.84   | 2.46%             | 2053-10-22      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALLIANZ SE-REG CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -25521 | OU      | $274.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-5697.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WHITBREAD PLC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -1562 | OU      | $53.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZURICH INSURANCE GROUP AG CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -48737 | OU      | $385.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.33% 09/17/2026 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |   -18668000 | OU      | $3882.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $780.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $-2005.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JERONIMO MARTINS CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PT        |       87987 | OU      | $-2487.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VESTAS WIND SYSTEMS A/S CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -203480 | OU      | $555.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-5115.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      505000 | PA      | $505128.78    | 1.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERACTIVE BROKERS GROUP  TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       46996 | OU      | $2698.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHARTER COMMUNICATION-A CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       96937 | OU      | $-22862.87    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CACTUS INC - A CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      136802 | OU      | $-3314.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KERRY GROUP PLC-A CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       -1723 | OU      | $211.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | KR        |           1 | NC      | $-4828.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1517000 | PA      | $-1726733.16  | -3.45%            | 2054-10-01      | None          | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $27482.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $-2799.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |           0 | PA      | $0.00         | 0.00%             | 2034-07-04      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURE STORAGE-B  PIPE (CFD)                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6979 | OU      | $-640.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PLANISWARE SA CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -40670 | OU      | $3907.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CELSIUS HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       38290 | OU      | $1518.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAFESTORE HOLDINGS PLC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -23690 | OU      | $328.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $37757.40     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |           1 | NC      | $144.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE    May26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           4 | NC      | $-4250.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.65625% 06/16/2030 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      809000 | OU      | $2825.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1653.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-19281.55    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              | NUSS              | FR        |    -2007600 | PA      | $-2098920.69  | -4.19%            | 2045-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SS&C TECHNOLOGIES HOLDINGS CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7366 | OU      | $-326.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KERING CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -39140 | OU      | $-509.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $-4128.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1433.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-188.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                            | Trivium Packaging Finance BV                          | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $209999.20    | 0.42%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.197% 09/17/2026 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      615000 | OU      | $-3394.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |    -1779400 | PA      | $-1283626.81  | -2.56%            | 2041-07-04      | None          | 0.45%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-GBPJPY(GBP) 08/27/25 198.39P                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       26000 | OU      | $305.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONOLITHIC POWER SYSTEMS INC CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         718 | OU      | $-6.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FLOOR & DECOR HOLDINGS- CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2535 | OU      | $5.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WARTSILA OYJ ABP TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       16163 | OU      | $2623.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAP SE TRS 0.0000% 05-15-2033                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -7274 | OU      | $322.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SANTOS LTD CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      -12724 | OU      | $-89.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AIB GROUP PLC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |        2034 | OU      | $-15.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TENCENT HOLDINGS LTD TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      199238 | OU      | $1604.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -1654100 | PA      | $0.00         | 0.00%             | 2031-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $11901.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2087.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-884.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PIRAEUS FINANCIAL HOLDINGS S CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GR        |      -87748 | OU      | $589.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD KRW/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $353.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1418.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SCREEN HOLDINGS CO LTD TRS  0.0000% 05-20-2033        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1444800 | OU      | $150.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TJX COS INC/THE TRS 0.0000% 05-20-2033                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -99327 | OU      | $325.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $459.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BRITISH AMERICAN TOBACCO P TRS 0.0000% 05-05-2028     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       24300 | OU      | $4397.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ZINC FUTURE   Sep25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $-2047.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DASSAULT AVIATION SA CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |         901 | OU      | $-97.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SEMPRA TRS 0.0000% 05-20-2033                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       39599 | OU      | $1567.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $28.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                 | Japan Government Five Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              | NUSS              | JP        |  -252800000 | PA      | $-1675605.40  | -3.35%            | 2030-03-20      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |           1 | NC      | $-99.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-1446.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD KRW/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $36776.45     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NVIDIA CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      336419 | OU      | $12739.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASTERA LABS INC 08/01/25W 83P                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          28 | NC      | $140.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-2338.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LLOYDS TSB GROUP PLC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      505913 | OU      | $-13022.53    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |           0 | PA      | $0.00         | 0.00%             | 2048-08-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PRO MEDICUS LTD CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -18510 | OU      | $227.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2383.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-4059.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-1920.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LOUISIANA-PACIFIC CORP CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26115 | OU      | $-917.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | QUALCOMM INC 08/01/25W 165C                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          18 | NC      | $54.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISUPETASYS CO LTD CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       41963 | OU      | $3123.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SPIE SA - W/I CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       90928 | OU      | $9600.05      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $-77.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SITIME CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9132 | OU      | $4.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HAMILTON INSURANCE GROU-CL B CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       46643 | OU      | $1602.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $-931.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MERCADOLIBRE INC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       85037 | OU      | $-4324.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 1 Fixed     4.6200% 05-22-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -56942000 | NC      | $30869.36     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-949.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME TIN FUTURE    Aug25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $-488.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WALLENSTAM AB-B SHS CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -356681 | OU      | $1100.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | POP MART INTERNATIONAL GROUP CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -68432 | OU      | $606.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3217.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |       41000 | PA      | $0.00         | 0.00%             | 2031-12-04      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | XIAOMI CORP TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -19197 | OU      | $198.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2052-07-22      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RS GROUP PLC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       10176 | OU      | $-371.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3525.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OTTER TAIL CORP CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7725 | OU      | $161.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 20 Fixed     2.9900% 08-01-55          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      475000 | NC      | $-916.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INPOST SA TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |      -18347 | OU      | $599.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2024.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERISIGN CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3126 | OU      | $168.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $171.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD HKD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $19.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CG ONCOLOGY INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       12939 | OU      | $-101.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADVANTEST CORP CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      -23440 | OU      | $22.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.3255% 09/17/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |      332000 | OU      | $1703.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PUBLICIS GROUPE SA TRS 0.0000% 05-05-2028             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |        -631 | OU      | $82.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.28125% 12/17/2030 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |   -15188000 | OU      | $-12799.97    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2215.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -1007500 | PA      | $-1031431.58  | -2.06%            | 2052-07-22      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPDR S&P RETAIL ETF CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1327360 | OU      | $55052.15     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TEXAS PACIFIC LAND CORP TRS 0.0000% 05-20-2033        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -53348 | OU      | $100.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANCA GENERALI SPA CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       -4239 | OU      | $-187.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 3.03125% 12/17/2026 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |    -1731000 | OU      | $-1833.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MURPHY OIL CORP CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -38487 | OU      | $1644.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VANECK GOLD MINERS CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18687 | OU      | $251.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT TWD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $-3307.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FIFTH THIRD BANCORP CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15509 | OU      | $-501.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASTERA LABS INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2061 | OU      | $-1083.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KYOTO FINANCIAL GROUP INC TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    31955825 | OU      | $2029.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DYNATRACE INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       45992 | OU      | $-3272.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | LAM RESEARCH CORP AUG 25 113C                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -29 | NC      | $-145.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1262.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LANDBRIDGE CO LLC-A CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -63696 | OU      | $3501.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CLOUDFLARE INC - CLASS A CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10877 | OU      | $-545.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KLA-TENCOR CORPORATION CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -45890 | OU      | $2817.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY PAY 5 FIXED     1.4200% 01-11-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   487392000 | NC      | $14307.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ARCBEST CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2519 | OU      | $178.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CAIXABANK CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -22590 | OU      | $-2462.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHALLENGER LTD CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      255316 | OU      | $-342.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERCOS SPA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -18192 | OU      | $633.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRUECALLER AB TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -11876 | OU      | $304.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QT GROUP OYJ TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       -4277 | OU      | $201.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds            | Brazil Government International Bonds                 | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      425000 | PA      | $427125.00    | 0.85%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANTAGE ENERGY LTD CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      164973 | OU      | $1864.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ASTERA LABS INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6465 | OU      | $-3105.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | PE        |       45000 | OU      | $518.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AIRBNB INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       50672 | OU      | $-2077.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              | NUSS              | ES        |     -649000 | PA      | $-648388.33   | -1.29%            | 2031-10-31      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-5211.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DELTA AIR LINES INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2333 | OU      | $98.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALZCHEM GROUP AG CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |         592 | OU      | $3.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KKR & CO INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10388 | OU      | $-165.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNITED INTERNET AG-REG SHARE CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      105007 | OU      | $757.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MIZUHO FINANCIAL GROUP INC CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     9496800 | OU      | $8071.74      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 4.06812% 08/01/2055 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -265000 | OU      | $1373.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Canada, Inc.                         | CANOLA FUTR (WCE) Nov25                               | CUSIP: 000000000<br>LEI: 549300QVU6WVGZWEYS03 | N/A              | DCO              |  | CA        |          10 | NC      | $-154.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | CHARTER COMMUNICATIONS DEC 25 430C                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -14 | NC      | $-2044.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DICKS SPORTING GOODS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       59377 | OU      | $1537.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-EURNZD(EUR) 08/07/25 1.9577P                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       29000 | OU      | $343.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2282.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ANTOFAGASTA PLC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        6261 | OU      | $-353.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NIBE INDUSTRIER AB-B SHS CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -740950 | OU      | $-2027.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BLUE OWL CAPITAL INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -302403 | OU      | $3000.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DUOLINGO CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5296 | OU      | $444.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-6168.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-2174.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BLUE OWL CAPITAL INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -40983 | OU      | $2012.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                            | Central American Bank for Economic Integration        | CUSIP: 000000000<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | SD        |      861000 | PA      | $1142328.29   | 2.28%             | 2028-02-14      | None          | 4.63%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $3171.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |           0 | PA      | $0.00         | 0.00%             | 2034-05-21      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CRH PLC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      478646 | OU      | $17494.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 11/26/25 1.3857C                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      413000 | OU      | $3318.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2738.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-299.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARM HOLDINGS PLC-ADR CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -11327 | OU      | $441.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-504.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-545.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |           1 | NC      | $-1485.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT PEN/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | PE        |           1 | NC      | $1881.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-1510.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2034-01-31      | None          | 4.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $6535.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.504% 09/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   278187000 | OU      | $2525.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHOPIFY INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |        1027 | OU      | $-49.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              | NUSS              | JP        |  -144200000 | PA      | $0.00         | 0.00%             | 2031-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SUPER MICRO COMPUTER INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -10270 | OU      | $-2585.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | ICE 3MTH SONIA JUN 26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -194 | NC      | $-107819.94   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                             | Kraft Heinz Foods Co                                  | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       55000 | PA      | $49720.94     | 0.10%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IMPERIAL BRANDS PLC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        5429 | OU      | $131.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MEG ENERGY CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       27770 | OU      | $694.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KKR & CO INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      597082 | OU      | $30426.73     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LONDON STOCK EXCHANGE GROUP CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -1844 | OU      | $360.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDCNH(USD) 08/21/25 7.154P                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       52000 | OU      | $49.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ANTA SPORTS PRODUCTS LTD CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      109556 | OU      | $15.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2211.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $189.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VUSIONGROUP TRS 0.0000% 05-05-2028                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -1860 | OU      | $66.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TERADYNE INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12421 | OU      | $-1651.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                         | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | DBT              | CORP              | PA        |     -550000 | PA      | $-563062.50   | -1.12%            | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-15818.79    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO                            | Pagaya US Holdings Co LLC                             | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      480000 | PA      | $476866.33    | 0.95%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-2204.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DRAFTKINGS INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      154526 | OU      | $4374.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HIGHPEAK ENERGY INC TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3138 | OU      | $-381.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARM HOLDINGS PLC TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       19288 | OU      | $-2322.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SELL Fixed CDS COLOM 1 06-30     1.0000% 06-20-30     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | CO        |       30000 | OU      | $-1291.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SERVICENOW INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       49680 | OU      | $-4410.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | YUBICO AB TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       -8416 | OU      | $-19.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FERRARI NV TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        9231 | OU      | $-968.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TWILIO INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2641 | OU      | $-67.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ON SEMICONDUCTOR CORPORATION AUG 25 56P               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          47 | NC      | $12384.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                      | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |           0 | PA      | $0.00         | 0.00%             | 2030-04-18      | None          | 2.40%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                       | G4232K100 HALEON PLC /GBP                             | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |        1444 | NS      | $6866.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WIENERBERGER AG CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      -39864 | OU      | $786.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTL BUSINESS MACHINES CORP CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -78591 | OU      | $8214.90      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HUNTINGTON BANCSHARES INC/ TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -390127 | OU      | $5319.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SEGRO PLC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -3373 | OU      | $62.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SUMCO CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -537863 | OU      | $-299.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONSOLIDATED EDISON INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24917 | OU      | $337.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |           0 | PA      | $0.00         | 0.00%             | 2027-09-24      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INSPIRE MEDICAL SYSTEMS INC CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5256 | OU      | $25.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | E.ON SE CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        4701 | OU      | $-1.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.382% 09/17/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |   478691000 | OU      | $-6897.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.168% 09/17/2030 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |  -539998000 | OU      | $11290.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2054-10-01      | None          | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MITSUBISHI HC CAPITAL INC TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -11500479 | OU      | $-441.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |     3362392 | PA      | $3854632.12   | 7.70%             | 2045-10-12      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.3% 12/17/2030 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |    21689000 | OU      | $272.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SEA LTD-ADR CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -10603 | OU      | $107.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIENA CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2456 | OU      | $-235.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NIKON CORP CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -162212 | OU      | $-22.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                          | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      450000 | PA      | $466920.40    | 0.93%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2118.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-1356.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-2447.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-4731.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDCAD(USD) 08/07/25 1.362P                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      208000 | OU      | $19.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SPECTRIS CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       98377 | OU      | $471.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASSURANT INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       45036 | OU      | $290.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARM HOLDINGS PLC AUG 25 175C                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          17 | NC      | $629.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MASTERCARD INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      222415 | OU      | $4739.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPTION DEC 25 96.25P                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         123 | NC      | $106087.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SERVICENOW INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       33597 | OU      | $-587.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COHERENT CORP CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12201 | OU      | $-1464.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CISCO SYSTEMS INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1367 | OU      | $5.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2020.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | PE        |       10000 | OU      | $115.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF CYPRUS HOLDINGS PL TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       40841 | OU      | $398.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                 | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      410000 | PA      | $243431.47    | 0.49%             | 2050-11-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WISETECH GLOBAL LTD CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -14081 | OU      | $-409.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.59375% 09/17/2026 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -403000 | OU      | $-1461.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MAPLEBEAR INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       28131 | OU      | $-404.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -2359000 | PA      | $-2840594.47  | -5.67%            | 2029-12-15      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REPSOL YPF SA CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -32181 | OU      | $-596.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $3105.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-516.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.90625% 06/17/2027 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      641000 | OU      | $1418.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT PHP/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PH        |           1 | NC      | $-3760.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WESTPAC BANKING CORP TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -238835 | OU      | $865.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PROCORE TECHNOLOGIES INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |         644 | OU      | $0.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   821900000 | PA      | $0.00         | 0.00%             | 2029-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CORPORACION MAPFRE SA CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -71632 | OU      | $-2850.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1923.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IMI PLC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       44488 | OU      | $788.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GLENCORE PLC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |       32295 | OU      | $-953.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-188.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-4051.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOURMALINE OIL CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -180306 | OU      | $4077.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MANULIFE FINANCIAL CORP CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -43378 | OU      | $-841.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 30 Fixed     2.7500% 10-02-55          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1665000 | NC      | $5681.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KIMBELL ROYALTY PARTNERS L TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -25215 | OU      | $-1209.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VONOVIA SE TRS 0.0000% 05-05-2028                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -19216 | OU      | $1161.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADOBE INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -145234 | OU      | $3946.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SM ENERGY CO TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -61940 | OU      | $-3392.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MONGODB INC AUG 25 245C                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          12 | NC      | $7920.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $387.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIB GROUP PLC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       84224 | OU      | $953.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARC RESOURCES LTD CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      148200 | OU      | $-1227.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Liffe                              | WHITE SUGAR (ICE) Oct25                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -2 | NC      | $710.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.616% 12/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -877000 | OU      | $1518.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $60.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $14335.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1188.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ICADE CFD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -2204 | OU      | $-33.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INPOST SA CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |        -678 | OU      | $26.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | TOPIX BANK INDEX RUB1 08/12/25 383.8172P OTC-E        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | JP        |      139841 | NC      | $988.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EO-USDZAR(USD) 08/22/25 17.616P                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      -52000 | OU      | $-120.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CNY 1.456% 09/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |      218000 | OU      | $25.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-3881.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CISCO SYSTEMS INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7966 | OU      | $69.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $17.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS GBP PAY 1 Fixed     3.9700% 04-28-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -9957000 | NC      | $16573.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3505000 | PA      | $4161730.67   | 8.31%             | 2037-10-30      | None          | 4.05%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-3083.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WEC ENERGY GROUP INC TRS 0.0000% 05-05-2028           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       58172 | OU      | $2367.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 3.46875% 12/18/2035 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      991000 | OU      | $3297.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.2595% 09/17/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -409990000 | OU      | $-691.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                    | Stellantis NV                                         | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $210224.08    | 0.42%             | 2036-03-19      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.289% 12/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      376000 | OU      | $-6579.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JACK HENRY & ASSOCIATES IN TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1400 | OU      | $41.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUNRUN INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2505 | OU      | $-104.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ATLAS COPCO AB TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -378820 | OU      | $1079.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QUALCOMM INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -115593 | OU      | $9485.26      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                         | Province of British Columbia Canada                   | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1170000 | PA      | $767823.18    | 1.53%             | 2032-07-16      | None          | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-6187.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HOLCIM LTD CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       22878 | OU      | $1780.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CALIFORNIA RESOURCES CORP TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4244 | OU      | $-91.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | PE        |       50000 | OU      | $576.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $95.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTUITIVE SURGICAL INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8258 | OU      | $560.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2240.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BAKER HUGHES CO TRS 0.0000% 05-20-2033                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5220 | OU      | $-681.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1163.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $218.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ON SEMICONDUCTOR CORPORATION CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26460 | OU      | $1153.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BNP PARIBAS SA TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -86681 | OU      | $-1279.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ZINC 08/18/25                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -3 | NC      | $-7859.25     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IDACORP INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       44367 | OU      | $1504.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALFA LAVAL AB CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      221190 | OU      | $450.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $352.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 10.729% 09/18/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     1995000 | OU      | $-2468.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD KRW/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-205.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ SEP 25 595C                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          37 | NC      | $11285.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GENUIT GROUP PLC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       63402 | OU      | $-503.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | 30 DAY FED OCT 25                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -27 | NC      | $7668.46      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SIEMENS AG TRS 0.0000% 05-05-2028                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -22432 | OU      | $-408.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $967.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                              | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | XX        |           1 | NC      | $-1224.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GECINA SA CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -7995 | OU      | $498.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.4375% 06/17/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |      202000 | OU      | $-269.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Alberta                              | Province of Alberta Canada                            | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      686000 | PA      | $448784.81    | 0.90%             | 2034-05-15      | None          | 5.20%                 | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |     -643000 | PA      | $-672759.78   | -1.34%            | 2054-10-05      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MGE ENERGY INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -32315 | OU      | $887.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROKU INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12286 | OU      | $-330.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-2830.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROADCOM INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -73887 | OU      | $-3355.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1313000 | PA      | $1487803.52   | 2.97%             | 2054-06-15      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VANGUARD FTSE 250 UCITS ET TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -76456 | OU      | $-1039.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ON HOLDING AG TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -66611 | OU      | $6092.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CORECIVIC INC TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13430 | OU      | $-764.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec                               | Province of Quebec Canada                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      334000 | PA      | $343361.61    | 0.69%             | 2029-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-175.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MEBUKI FINANCIAL GROUP INC TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     9030421 | OU      | $3259.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIRBUS SE TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -8106 | OU      | $239.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTL BUS MACHINES CORP TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11673 | OU      | $1293.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ASSA ABLOY AB-B CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       26620 | OU      | $179.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $141299.64    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | TRADE DESK INC/THE -CLASS A AUG 25 89C                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           4 | NC      | $2200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-2488.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EO-USDZAR(USD) 03/12/26 18.965P                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -415000 | OU      | $-24828.29    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DINO POLSKA SA CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | PL        |      -16256 | OU      | $237.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NTG NORDIC TRANSPORT GROUP A CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      144024 | OU      | $-849.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $3281.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-122.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BLOCK INC TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      106111 | OU      | $-1114.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INPOST SA CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      -49729 | OU      | $1427.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                          | Aethon United BR LP / Aethon United Finance Corp      | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      168000 | PA      | $176020.48    | 0.35%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EDP RENOVAVEIS SA CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -65920 | OU      | $-294.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EO-USDZAR(USD) 08/14/25 17.9319P                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |      -52000 | OU      | $-267.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1007000 | PA      | $1178498.93   | 2.35%             | 2035-06-15      | None          | 3.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $25.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DAIWA SECURITIES GROUP INC CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -4771200 | OU      | $-1856.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPDR S&P OIL & GAS EXPLOR TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1021060 | OU      | $6496.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1076.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $517.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAP SE-SPONSORED ADR CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -58507 | OU      | $2886.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-23.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HANNOVER RUECK SE TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -36998 | OU      | $-559.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SUMCO CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -3204900 | OU      | $82.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1064.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHEVRON CORP CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       75174 | OU      | $-870.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $-716.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $3615.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | IPATH S&P 500 VIX S/T FU ETN-WEEKLY SEP 25 70C        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |         -46 | NC      | $-5244.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADDTECH AB-B SHARES CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -204455 | OU      | $864.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME TIN FUTURE    Sep25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           2 | NC      | $-9351.75     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.28% 09/17/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    11816000 | OU      | $63578.59     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KKR & CO INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       51728 | OU      | $3532.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.84% 05/11/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |   -24444000 | OU      | $26905.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GE VERNOVA INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       67909 | OU      | $11325.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APPLOVIN CORP-CLASS A CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8422 | OU      | $-564.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LONZA GROUP AG-REG CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -33901 | OU      | $426.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-405.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2915.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHEVRON CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       31796 | OU      | $351.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $-707.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | QUALCOMM INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -162016 | OU      | $12761.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MARRIOTT INTERNATIONAL INC TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -108860 | OU      | $4383.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ILS/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $-1836.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES MSCI 7-10 YEAR TRSURY BOND ETF JAN 26 95C     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -670 | NC      | $-134670.00   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 3.65625% 09/17/2027 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     2344000 | OU      | $-11129.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-523.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VITA COCO CO INC/THE CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       39313 | OU      | $-2254.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Short            | DBT              | CORP              | US        |      -63000 | PA      | $-63982.50    | -0.13%            | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2693.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     2005000 | PA      | $2345229.43   | 4.68%             | 2034-07-04      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2035-04-30      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MNTN INC-A CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       22155 | OU      | $1161.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NETFLIX INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       47716 | OU      | $-4818.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.385% 12/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -143119000 | OU      | $-634.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VANECK OIL SERVICES ETF CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -198862 | OU      | $-9274.44     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HON HAI PRECISION INDUSTRY CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -27568 | OU      | $-1784.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNITED PARCEL SERVICE-CL B CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -122350 | OU      | $14477.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AIB GROUP PLC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      136817 | OU      | $7905.19      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                         | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      545000 | PA      | $568046.30    | 1.13%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $271.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-NZDUSD(NZD) 08/14/25 .5997C                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       60000 | OU      | $62.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PRYSMIAN SPA TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      398784 | OU      | $39842.63     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.78% 09/17/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -220000 | OU      | $975.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                          | SPIE SA - W/I                                         | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |        1612 | NS      | $94795.32     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.185% 09/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -383000 | OU      | $-3.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | ZA        |           1 | NC      | $-5011.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SUBSEA 7 SA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      381288 | OU      | $21.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD THB/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1444.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $-1524.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXOSENS SAS CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -12480 | OU      | $-1321.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | LIVE CATTLE FUTR  Apr26                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           1 | NC      | $6510.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | Euro-BTP Future   Sep25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -23 | NC      | $-1167.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2060.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -231000 | PA      | $0.00         | 0.00%             | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BANK OF IRELAND GROUP PLC CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |        6685 | OU      | $-433.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 09/12/25W 95.7P               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         -53 | NC      | $-438.36      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 5 Fixed     2.6600% 01-10-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2371000 | NC      | $9690.21      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHIGA BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    18126160 | OU      | $1584.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.69% 05/31/2032 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -2610000 | OU      | $5095.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1020.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TEXAS INSTRUMENTS INC TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -59394 | OU      | $10145.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $-113.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNG BANK NV                                      | BNG Bank NV                                           | CUSIP: 05591F3A6<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     1522000 | PA      | $1535670.79   | 3.07%             | 2035-06-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GENERALI CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      264785 | OU      | $14897.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES RUSSELL 2000 JAN 27 260C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         178 | NC      | $204166.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KEYCORP CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      474384 | OU      | $-9342.36     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.888% 09/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      -80000 | OU      | $556.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TEXAS PACIFIC LAND CORP CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -8271 | OU      | $526.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $-1209.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $50662.22     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GENERALI CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       73979 | OU      | $2453.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1703000 | PA      | $-2028589.40  | -4.05%            | 2030-03-01      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MACOM TECHNOLOGY SOLUTIONS H CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7451 | OU      | $182.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   144200000 | PA      | $0.00         | 0.00%             | 2031-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1713.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ALUMINUM (LISTED) SEP 25                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $3282.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1807.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.06% 12/17/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   119374000 | OU      | $931.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-3057.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.72% 05/31/2032 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1295000 | OU      | $4834.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CNY 1.555% 12/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |     2322000 | OU      | $-371.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ZABKA GROUP SA CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |      -22316 | OU      | $91.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-3030.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1361.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CATERPILLAR INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      188919 | OU      | $9941.87      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HEADWATER EXPLORATION INC CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       40419 | OU      | $1384.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |           0 | PA      | $0.00         | 0.00%             | 2053-03-04      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KINETIK HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -4448 | OU      | $-63.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds               | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Short            | DBT              | NUSS              | CO        |     -200000 | PA      | $-195600.00   | -0.39%            | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-2136.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAVILLS PLC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       39193 | OU      | $511.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 1 Fixed     4.3000% 07-21-28           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -18128000 | NC      | $3329.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RYANAIR HOLDINGS PLC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |        9593 | OU      | $1053.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |           0 | PA      | $0.00         | 0.00%             | 2031-04-30      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   104555300 | PA      | $693472.16    | 1.38%             | 2035-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROTORK PLC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       34023 | OU      | $61.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $6278.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $406.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WH SMITH PLC. CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       33333 | OU      | $-1932.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VALMET CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -11426 | OU      | $-1308.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NATIONAL GRID PLC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -141585 | OU      | $-333.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARM HOLDINGS PLC TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       89866 | OU      | $-11402.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EMERSON ELECTRIC CO CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      193994 | OU      | $1862.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMET HOLDING AG TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -53644 | OU      | $18455.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $13265.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GECINA SA CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -25572 | OU      | $1051.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3781.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BELLRING BRANDS INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       41243 | OU      | $-1345.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | LEAN HOGS FUTURE  Apr26                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           2 | NC      | $-2240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VIPER ENERGY INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19111 | OU      | $-167.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 3.96875% 09/17/2035 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |    -2633000 | OU      | $698.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MERCADOLIBRE INC TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       14274 | OU      | $-31.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -1220000 | PA      | $-1501106.26  | -3.00%            | 2039-09-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UBS GROUP AG-REG CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       41762 | OU      | $-517.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CNY 1.6275% 12/17/2030 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |      820000 | OU      | $-278.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1188.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-368.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $-659.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | CCF USD 0.990000 07/21/27 BILATERAL                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DIR              |  | US        |    27294000 | NC      | $-14378.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIRSTENERGY CORP TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7803 | OU      | $-440.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDCAD(USD) 08/21/25 1.3703P                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       42000 | OU      | $83.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | MICROSOFT 08/01/25W 495P                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          14 | NC      | $126.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              | NUSS              | AU        |    -3707000 | PA      | $-2316273.17  | -4.63%            | 2029-11-21      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | COPPER (25000) SEP 25                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -2 | NC      | $43272.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CIRS MYR 3.507% 09/17/2030 BILATERAL                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | MY        |    -1127000 | OU      | $4734.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      605000 | PA      | $699454.83    | 1.40%             | 2031-11-15      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      270000 | PA      | $0.00         | 0.00%             | 2054-06-15      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                  | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      126000 | PA      | $125509.24    | 0.25%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-3045.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |           0 | PA      | $0.00         | 0.00%             | 2039-07-04      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | T-MOBILE US INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -125609 | OU      | $-1463.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SCHLUMBERGER NV TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CW        |     -134765 | OU      | $4229.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SWISS RE AG TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -9650 | OU      | $-483.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL FUTR May26                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           4 | NC      | $-860.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | US MOMENTUM TRS 0.0000% 05-29-2026                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24591 | OU      | $-1884.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PEPSICO INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -22105 | OU      | $589.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDINCELL SA                                     | MEDINCELL SA                                          | CUSIP: 000000000<br>LEI: 969500R79U6PXCL2FF46 | Long             | EC               | CORP              | FR        |         243 | NS      | $4728.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SELL Fixed CDS MALAY 1 06-30     1.0000% 06-20-30     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | MY        |      730000 | OU      | $19908.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALLIANT ENERGY CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -32210 | OU      | $-620.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IMPINJ INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -8557 | OU      | $-3191.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.405% 09/16/2026 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    56615000 | OU      | $11327.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANCED MICRO DEVICES INC TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12246 | OU      | $-1506.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SARTORIUS AG-VORZUG CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -22876 | OU      | $1866.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-EURAUD(EUR) 08/07/25 1.8063C                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       29000 | OU      | $10.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HSBC HOLDINGS CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -28793 | OU      | $776.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPOTIFY TECHNOLOGY SA CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |       38702 | OU      | $-4868.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -212000 | PA      | $-252375.83   | -0.50%            | 2034-07-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GOLDMAN SACHS CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      264643 | OU      | $3084.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-14548.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SEMTECH CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7752 | OU      | $-1547.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $-2317.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                 | MGM Resorts International                             | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Short            | DBT              | CORP              | US        |     -125000 | PA      | $-127122.21   | -0.25%            | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JENOPTIK AG CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       24429 | OU      | $-2004.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-1759.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CCC SA CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |     -141775 | OU      | $2661.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD REC 1 Fixed     3.0000% 01-27-28           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -22657000 | NC      | $30608.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $720.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 1 Fixed     3.2000% 07-21-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9117000 | NC      | $4656.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PARAMOUNT RESOURCES LTD -A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -55495 | OU      | $141.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDCAD(USD) 08/14/25 1.3671C                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       52000 | OU      | $581.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IMPERIAL BRANDS PLC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        -176 | OU      | $-2.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDCAD(USD) 08/26/25 1.3753C                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       36000 | OU      | $269.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1469.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $111.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                          | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      125000 | PA      | $98071.18     | 0.20%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2584.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-586.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NOMURA HOLDINGS INC TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    46211305 | OU      | $19331.11     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $-8136.15     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PROSUS NV CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        -928 | OU      | $-26.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1171.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $157.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1741.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KT CORP TRS 0.0000% 05-15-2033                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |        9086 | OU      | $-505.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-1026.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDMXN(USD) 03/11/26 21.3105C                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      415000 | OU      | $3942.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-2551.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD MXN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $296.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $-2482.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 4% 09/18/2025 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   106013000 | OU      | $1076.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FORTINET INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10052 | OU      | $661.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-722.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMER SPORTS INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       63033 | OU      | $-3006.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HIGHPEAK ENERGY INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -5197 | OU      | $-117.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1039.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NET POWER INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2220 | OU      | $-45.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERISK ANALYTICS INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7203 | OU      | $514.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HON HAI PRECISION INDUSTRY CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      -20920 | OU      | $-1078.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                       | Nasdaq Inc                                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        4200 | NS      | $404124.00    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $34.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CONOCOPHILLIPS CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      167656 | OU      | $5481.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.59375% 06/16/2030 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1508000 | OU      | $-4730.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-584.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-464.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | SUPER MICRO COMPUTER INC 08/01/25W 43P                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          55 | NC      | $55.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-2069.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                          | COCOA SEP 25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           3 | NC      | $-222.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-633.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SELL Fixed CDS COLOM 1 06-30     1.0000% 06-20-30     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | CO        |      125000 | OU      | $-5383.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | Euro-OAT Future   Sep25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -27 | NC      | $21326.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMBU A/S-B CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -398573 | OU      | $784.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $-505.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $31344.29     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -4280000 | PA      | $-4375469.43  | -8.74%            | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NVIDIA CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       87028 | OU      | $9021.62      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |           0 | PA      | $0.00         | 0.00%             | 2035-03-20      | None          | 1.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PERMANENT TSB GROUP HOLDINGS CFD                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       33622 | OU      | $1054.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | O REILLY AUTOMOTIVE INC CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1390 | OU      | $-84.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS MAY 26                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           8 | NC      | $1240.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | EO-EURNZD(EUR) 08/07/25 1.9577C                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       29000 | OU      | $32.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $10663.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD IDR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $513.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-3115.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMPASS GROUP PLC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -2322 | OU      | $-164.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond           | Bulgaria Government International Bond                | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Short            | DBT              | NUSS              | BG        |     -200000 | PA      | $-230745.95   | -0.46%            | 2044-09-05      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOCIETE GENERALE-A CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      134733 | OU      | $17407.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2296000 | PA      | $2982904.58   | 5.96%             | 2034-07-31      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GILEAD SCIENCES INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3032 | OU      | $-112.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QIAGEN N.V. CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        1972 | OU      | $125.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $4759.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $1405.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KINDER MORGAN INC TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14166 | OU      | $-60.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.632% 09/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  1302285000 | OU      | $1026.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KONGSBERG GRUPPEN ASA CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NO        |     -185254 | OU      | $2981.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FLUIDRA SA CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       65230 | OU      | $-1122.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $643.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UTILITIES SELECT SECTOR SPDR (BARC SWAP)              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -65953 | OU      | $-2925.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BEIJER REF AB CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -183280 | OU      | $-660.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQUINOR ASA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |     1092278 | OU      | $1936.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUN LIFE FINANCIAL INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -101581 | OU      | $1906.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TECNICAS REUNIDAS SA CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       52702 | OU      | $1214.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe              | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -2086000 | PA      | $-2276801.89  | -4.55%            | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DOMINION ENERGY INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        5019 | OU      | $66.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IONOS Group SE                                   | IONOS SE                                              | CUSIP: 000000000<br>LEI: 54930038KPLOYRDHV375 | Long             | EC               | CORP              | DE        |         181 | NS      | $8617.35      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TENCENT HOLDINGS LTD CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -68272 | OU      | $-835.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-20286.84    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASTERA LABS INC WEEKLY 08/08/25W 83P                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         -25 | NC      | $-800.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTUIT CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -10187 | OU      | $-19.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $27944.40     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3270.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |    -1015000 | PA      | $-1187258.86  | -2.37%            | 2034-07-04      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.977% 09/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -118000 | OU      | $-297.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CBOE GLOBAL MARKETS INC TRS 0.0000% 05-20-2033        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11104 | OU      | $-224.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZABKA GROUP SA CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |     -130712 | OU      | $435.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SARTORIUS AG-VORZUG CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -29918 | OU      | $4808.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-3426.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CIRS MYR 3.424% 09/17/2027 BILATERAL                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | MY        |     1600000 | OU      | $-2809.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SKYWORKS SOLUTIONS INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9600 | OU      | $963.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WOODSIDE ENERGY GROUP LTD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -168072 | OU      | $-10777.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-960.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GAMMA COMMUNICATIONS PLC TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -20192 | OU      | $300.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BAWAG GROUP AG CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      151854 | OU      | $-270.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | CONTURA ENERGY INC JAN 26 20P                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -57 | NC      | $-2850.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PEPSICO INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3092 | OU      | $-79.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DOLLARAMA INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |       -3031 | OU      | $0.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $557.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2469.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ORSTED A/S CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      -46602 | OU      | $77.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CLOUDFLARE INC - CLASS A CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7666 | OU      | $-849.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES MSCI BRAZIL ETF CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      664582 | OU      | $-9381.44     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $67.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NATWEST GROUP PLC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -133449 | OU      | $-7738.08     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA            | Banque Federative du Credit Mutuel SA                 | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Short            | DBT              | CORP              | FR        |     -200000 | PA      | $-235879.56   | -0.47%            | 2034-01-11      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NATWEST GROUP PLC -SPON ADR CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -101902 | OU      | $854.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | TESLA MOTORS AUG 25 250P                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -9 | NC      | $-639.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EO-EURUSD(EUR) 08/21/25 1.1405C                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |       32000 | OU      | $368.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EO-USDCLP(USD) 08/13/25 954.35C                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |       52000 | OU      | $1420.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.97% 04/18/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -6043000 | OU      | $-47217.35    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMFORT SYSTEMS USA INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -545 | OU      | $-158.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond | Republic of Poland Government International Bond      | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |      -60000 | PA      | $-70233.25    | -0.14%            | 2034-01-11      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AXON ENTERPRISE INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1503 | OU      | $-7.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLAREDGE TECHNOLOGIES INC SEP 25 35C                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         -41 | NC      | $-6703.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 9.1175% 09/12/2035 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     4723500 | OU      | $213.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CELESTICA INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       46061 | OU      | $11299.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $76.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SULZER AG-REG CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |        7657 | OU      | $184.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-448.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TAIWAN SEMI MFG CO LTD TRS 0.0000% 05-05-2028         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |        4125 | OU      | $224.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CLP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2229.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 8.93% 09/17/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    -8278000 | OU      | $19497.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FREEPORT-MCMORAN INC TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12501 | OU      | $335.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-2182.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.533% 12/15/2027 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -9247000 | OU      | $-2194.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-USDCHF(USD) 10/03/25 .783C                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       35000 | OU      | $1121.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                         | Bulgaria Government International Bond                | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      824000 | PA      | $954940.97    | 1.91%             | 2038-05-07      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $-21.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UBER TECHNOLOGIES INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3674 | OU      | $339.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PAYPAL HOLDINGS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       13024 | OU      | $-922.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VISA INC-CLASS A SHRS CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -536587 | OU      | $8363.63      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $891.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMRIZE LTD CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      404278 | OU      | $13153.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-1082.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | ARK INNOVATION ETF AUG 25 65 P                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          31 | NC      | $682.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-1046.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR FUT SEP 25                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -3 | NC      | $862.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CELESTICA INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        8572 | OU      | $1221.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PEARSON PLC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -31609 | OU      | $-659.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZSCALER INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2884 | OU      | $28.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $13896.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTUITIVE SURGICAL INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       38709 | OU      | $-2627.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VOSSLOH AG CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        3515 | OU      | $-81.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              | NUSS              | ES        |     -930000 | PA      | $-1099932.84  | -2.20%            | 2039-07-30      | None          | 3.90%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $-118.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                              | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      124000 | PA      | $127510.24    | 0.25%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ISHARES BARCLAYS 20+ YR TREASURY JAN 27 90P           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -34 | NC      | $-26265.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $21.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DIVERSIFIED ENERGY CO PLC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -22384 | OU      | $-1723.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GIVAUDAN-REG CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -53718 | OU      | $7494.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | MX        |           1 | NC      | $-44.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.04% 09/17/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -146000 | OU      | $1220.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS JAN 26                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $3530.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-5117.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HIMS & HERS HEALTH INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6972 | OU      | $-2557.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.28125% 12/17/2030 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -3335000 | OU      | $-23527.76    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NORTHERN OIL & GAS INC TRS 0.0000% 05-15-2033         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -67579 | OU      | $-483.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 4.1875% 12/17/2035 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |       52000 | OU      | $75.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MICRON TECHNOLOGY INC TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11531 | OU      | $-1053.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PPL CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       10281 | OU      | $-144.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CANADIAN NATURAL RESOURCES CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       98580 | OU      | $1635.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 11/26/25 1.3857P                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      413000 | OU      | $6631.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.14% 06/15/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1800000 | OU      | $25259.28     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1021.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QatarEnergy                                      | QatarEnergy                                           | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      525000 | PA      | $356343.75    | 0.71%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $7155.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FORMFACTOR INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10330 | OU      | $2090.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SIKA AG TRS 0.0000% 05-15-2033                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -39040 | OU      | $3146.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.9P               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |          51 | NC      | $1687.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $-573.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX WEEK 09/30/25W 5700P                    | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           1 | NC      | $2980.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $5264.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PARTNERS GROUP-REG CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -85728 | OU      | $3151.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT KRW/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |           1 | NC      | $-1033.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHIFT4 PAYMENTS INC TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9411 | OU      | $243.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $93.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD HUF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $7112.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | Spain Government Bonds                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      898000 | PA      | $1001688.69   | 2.00%             | 2041-01-31      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $7259.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MIPS AB CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -405005 | OU      | $2436.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DELIVERY HERO SE TRS 0.0000% 05-05-2028               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -42401 | OU      | $-2005.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $-2924.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CENOVUS ENERGY INC TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       17142 | OU      | $231.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HF SINCLAIR CORP TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -56568 | OU      | $412.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NAGARRO SE CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        -700 | OU      | $37.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |           1 | NC      | $-2431.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $7299.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LIBERTY MEDIA CORP-LIBERTY TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      139156 | OU      | $-3382.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BERKELEY GROUP HOLDINGS/THE CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -18833 | OU      | $118.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $3903.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                               | CP Atlas Buyer Inc                                    | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      313000 | PA      | $315810.74    | 0.63%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $348.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BRENNTAG SE TRS 0.0000% 05-05-2028                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       67558 | OU      | $-1404.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IMPERIAL OIL LTD CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -12510 | OU      | $-227.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EO-EURUSD(EUR) 04/13/27 1.19P                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    -1405000 | OU      | $-64302.64    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | S&P 500 INDEX 09/19/25 5811.25P OTC-E                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       43813 | NC      | $63.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $8150.87      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $448.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                               | DOORDASH CL A ORD SEP25 230P                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $1550.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | EO-EURJPY(EUR) 08/21/25 171.95C                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       30000 | OU      | $270.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | ARK INNOVATION ETF AUG 25 72P                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |           4 | NC      | $476.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $-5511.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UBER TECHNOLOGIES INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19456 | OU      | $941.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROOKFIELD ASSET MGMT-A CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -12224 | OU      | $-860.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                                | MARA Holdings Inc                                     | CUSIP: 565788AJ5<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |      170000 | PA      | $160263.96    | 0.32%             | 2032-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WALT DISNEY CO CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9114 | OU      | $299.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NVIDIA CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      152069 | OU      | $18864.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1333.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WORKDAY INC TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -237917 | OU      | $4407.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $254.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOMINION ENERGY INC TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       80510 | OU      | $735.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | DBT              | CORP              | US        |     -650000 | PA      | $-715814.45   | -1.43%            | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |           0 | PA      | $0.00         | 0.00%             | 2031-06-21      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $938.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds         | Indonesia Government International Bonds              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |     -400000 | PA      | $-391600.00   | -0.78%            | 2047-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PINNACLE WEST CAPITAL CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -43814 | OU      | $-46.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds             | Qatar Government International Bonds                  | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Short            | DBT              | NUSS              | QA        |     -200000 | PA      | $-184603.00   | -0.37%            | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 6.96% 09/16/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     9236000 | OU      | $-735.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHIFT4 PAYMENTS INC-CLASS A CFD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5318 | OU      | $-38.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FABEGE AB CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -1446648 | OU      | $4084.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3303.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2032-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2580.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PALO ALTO NETWORKS INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3021 | OU      | $417.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-35.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.031% 09/15/2030 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |  -259152000 | OU      | $211.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $8256.26      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ZA        |           1 | NC      | $-493.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                          | SUGAR (112000) MAY 26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           4 | NC      | $-224.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOAST INC-CLASS A CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       21006 | OU      | $679.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |           0 | PA      | $0.00         | 0.00%             | 2031-12-04      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SINGAPORE TELECOMMUNICATIONS CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |       -3474 | OU      | $104.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $628.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SK HYNIX INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |        1374 | OU      | $-14.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REDDIT INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       55883 | OU      | $5462.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PKO BANK POLSKI SA CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |     -524985 | OU      | $-6307.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                   | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3535000 | PA      | $3386419.56   | 6.76%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.22% 09/16/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     1395000 | OU      | $590.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRANSUNION CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      256086 | OU      | $8161.44      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | NVIDIA CORP AUG 25 187.5C                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          51 | NC      | $8160.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PORTLAND GENERAL ELECTRIC CO - CFD                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -36797 | OU      | $-416.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1480000 | PA      | $1712642.05   | 3.42%             | 2030-07-01      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ANTERO RESOURCES CORP CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      271622 | OU      | $19484.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BROADCOM INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        6580 | OU      | $468.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $231.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CAPITAL ONE FINANCIAL CORP CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -308849 | OU      | $6344.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RYANAIR HOLDINGS PLC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |        3104 | OU      | $202.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FORTINET INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -13545 | OU      | $857.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $-921.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $502.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                         | Province of British Columbia Canada                   | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1807000 | PA      | $1816166.08   | 3.63%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SE        |           1 | NC      | $-1765.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHARTER COMMUNICATIONS INC TRS 0.0000% 05-05-2028     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       29807 | OU      | $-10144.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1497.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EO-USDCLP(USD) 08/13/25 954.35P                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |       52000 | OU      | $117.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WELLS FARGO & CO TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      729601 | OU      | $-4898.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NOVATEK MICROELECTRONICS COR CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -12029 | OU      | $821.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN ELECTRIC POWER CO TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24802 | OU      | $1446.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $632.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2039-09-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $2245.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SES IMAGOTAG CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -28402 | OU      | $2340.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES SEMICONDUCTOR ETF CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -25365 | OU      | $641.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1064.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3446.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ATHABASCA OIL CORP CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       47037 | OU      | $1836.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HALEON PLC TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        2982 | OU      | $-89.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2305.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2039.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NASDAQ INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      133146 | OU      | $10414.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KESKO OYJ TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |      -13706 | OU      | $1425.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                           | Cogent Communications Group LLC / Cogent Finance Inc  | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $146997.43    | 0.29%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOLAREDGE TECHNOLOGIES INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       46688 | OU      | $-8454.23     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $783.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-26514.68    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-92.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TC ENERGY CORP TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -152639 | OU      | $-2195.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | European Union                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |           0 | PA      | $0.00         | 0.00%             | 2041-07-04      | None          | 0.45%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $-22127.24    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIRST SOLAR INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14786 | OU      | $240.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KERRY GROUP PLC-A CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      -48402 | OU      | $5454.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARK INNOVATION ETF CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -37311 | OU      | $-1441.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VAR ENERGI ASA CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NO        |     1122639 | OU      | $7361.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FERRARI NV CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |         434 | OU      | $-61.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DIAMONDBACK ENERGY INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       22374 | OU      | $1411.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT DKK/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | DK        |           1 | NC      | $-2141.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DANONE CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        4276 | OU      | $280.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $-2033.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Japan Government Ten Year Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              | NUSS              | JP        |   -72100000 | PA      | $-452311.43   | -0.90%            | 2031-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-1974.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TARGET CORP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -68481 | OU      | $1145.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AOZORA BANK LTD TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -7208262 | OU      | $-727.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $81.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS GBP PAY 1 Fixed     3.7720% 07-17-27           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     9555000 | NC      | $-4128.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OTTER TAIL CORP CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -18154 | OU      | $93.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERIZON COMMUNICATIONS INC TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -41343 | OU      | $-1503.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DIASORIN SPA CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |       11008 | OU      | $-563.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EURONET SERVICES INC. CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -18790 | OU      | $714.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RINGKJOEBING LANDBOBANK A/S CFD                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -668780 | OU      | $-2774.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VANECK OIL SERVICES CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -275065 | OU      | $-825.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-27.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MUENCHENER RUECKVER AG-REG CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |     -328976 | OU      | $-4714.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.396% 09/17/2035 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |   299143000 | OU      | $-4650.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DIAMONDBACK ENERGY INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      300181 | OU      | $19437.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-13927.72    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HYATT HOTELS CORP - CL A CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -728 | OU      | $22.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SELL Fixed CDS PANAM 1 06-30     1.0000% 06-20-30     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | PA        |      400000 | OU      | $-12584.90    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES 20+ YEAR TSY BOND  TRS 0.0000% 05-15-2033     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -471616 | OU      | $-10181.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ FUT   Sep25                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -17 | NC      | $7416.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $860.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-714.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | STELLANTIS NV CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      -20453 | OU      | $1874.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-20841.17    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ABB LTD-REG CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      654289 | OU      | $8415.79      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -947750 | PA      | $-1240810.03  | -2.48%            | 2038-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ERSTE GROUP BANK AG CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |        5872 | OU      | $703.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | AMAZON.COM INC WEEKLY 08/01/25W 217.5P                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          31 | NC      | $3658.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.021% 12/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -968000 | OU      | $-1640.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT THB/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $-1209.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD GBP/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2538.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MEDIATEK INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |        7562 | OU      | $-464.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INFINEON TECHNOLOGIES AG - CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -8587 | OU      | $1049.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.501% 09/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     5294000 | OU      | $-3407.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-1576.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 3.8325% 12/17/2026 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |    -1572000 | OU      | $-659.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MARVELL TECHNOLOGY INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       26594 | OU      | $2660.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALPHA SERVICES AND HOLDING TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GR        |       19692 | OU      | $33.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDCAD(USD) 08/26/25 1.3753P                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       36000 | OU      | $127.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQUITABLE RESOURCES INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      161344 | OU      | $-11596.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | HSCEI Futures     Aug25                               | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |         -16 | NC      | $24293.01     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | PLATINUM OCT 25                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $25104.53     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2442.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PEPSICO INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -36129 | OU      | $-1109.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 4.05518% 08/01/2055 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -360000 | OU      | $1056.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WIX.COM LTD TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |       16936 | OU      | $-1972.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2032-03-01      | None          | 1.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IPSOS CFD                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |        6622 | OU      | $-644.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $-1729.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |           1 | NC      | $-5492.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.34375% 09/17/2026 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     1377000 | OU      | $3021.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1204.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SX86P STXE 600 REALESTATE EUR GSCO CFD                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -220150 | OU      | $280.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-612.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KEIYO BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    12577600 | OU      | $1050.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                   | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1090000 | PA      | $-1090304.72  | -2.18%            | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHIGA BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1795904 | OU      | $204.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SINGAPORE TECH ENGINEERING CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |       -3307 | OU      | $-128.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT HUF/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |           1 | NC      | $182.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-3144.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CVR ENERGY INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12380 | OU      | $543.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BEAZLEY PLC/UK CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      180543 | OU      | $-6707.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | GAS OIL SEP 25                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           1 | NC      | $2000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UCB SA CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |       -2048 | OU      | $1978.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 5 Fixed     2.6600% 01-10-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2515000 | NC      | $7625.48      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PARTNERS GROUP HOLDING AG TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -169680 | OU      | $-6664.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $293.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UCB SA CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |       80931 | OU      | $8397.59      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | POWERSHARES QQQ JAN 27 580P                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -62 | NC      | $-318711.00   | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONSTER BEVERAGE CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       84697 | OU      | $-273.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ANHEUSER-BUSCH INBEV SA/NV CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |       -1585 | OU      | $252.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MARVELL TECHNOLOGY INC TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -64074 | OU      | $-6410.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNICREDIT SPA TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      340760 | OU      | $24866.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              | NUSS              | AU        |     -710000 | PA      | $-444001.25   | -0.89%            | 2028-05-21      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SIKA AG-BR CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -36137 | OU      | $2628.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | PE        |       45000 | OU      | $518.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KBC GROUP NV CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |        1064 | OU      | $36.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CYBERARK SOFTWARE LTD/ISRAEL CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |        5997 | OU      | $586.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 4.75% 09/18/2035 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     -345000 | OU      | $467.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 5.7% 09/16/2027 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   177190000 | OU      | $1972.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $8566.81      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASE TECHNOLOGY HOLDING CO LT CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       17592 | OU      | $87.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | T-MOBILE US INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       37684 | OU      | $937.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -6109000 | PA      | $-7057376.01  | -14.09%           | 2028-06-15      | None          | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DERWENT LONDON PLC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -1524 | OU      | $29.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca / Pacific                              | TAIWAN SEMICONDUCTOR ADR 08/29/25W 230P               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          17 | NC      | $7310.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $570.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FIDELITY NATL INFO SRVCS I TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       20229 | OU      | $-217.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOFI TECHNOLOGIES INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9693 | OU      | $-377.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2038.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHORD ENERGY CORP TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      200442 | OU      | $8523.49      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 15.2307% 01/04/2027 CMD                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     1744076 | OU      | $-5754.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MGE ENERGY INC TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18190 | OU      | $97.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-18.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Low Su Gasoil G   May26                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           1 | NC      | $1050.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.03125% 06/16/2030 LCH                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      843000 | OU      | $13306.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | COHERENT INC SEP 25 270P                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -7 | NC      | $-9842.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DISCO CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     2990460 | OU      | $792.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALLIANZ SE-REG CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -717884 | OU      | $-6753.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ZAR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $920.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $11577.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              | NUSS              | FR        |     -719000 | PA      | $-670585.10   | -1.34%            | 2054-05-25      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD CNH/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $367.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                            | Japanese Government CPI Linked Bond                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   750922920 | PA      | $0.00         | 0.00%             | 2029-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EBAY INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2134 | OU      | $-343.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WALLENSTAM AB TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -15025 | OU      | $22.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                             | IHO Verwaltungs GmbH                                  | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Short            | DBT              | CORP              | DE        |     -255000 | PA      | $-262163.21   | -0.52%            | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $163.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                           | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | DBT              | CORP              | US        |     -735000 | PA      | $-739137.43   | -1.48%            | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EURONET WORLDWIDE INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1696 | OU      | $141.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DTE ENERGY COMPANY CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -37429 | OU      | $-1740.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-480.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NVENT ELECTRIC PLC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -16370 | OU      | $-647.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EQT AB CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -740597 | OU      | $-118.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | PLATINUM FUTURE OCT 25 1400P                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           8 | NC      | $50520.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FASTIGHETS AB BALDER TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -73969 | OU      | $263.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-GBPCHF(GBP) 08/05/25 1.0744P                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      183000 | OU      | $679.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $5882.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-37505.79    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD BRL/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $4.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL FUTURE Sep25                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           3 | NC      | $-5640.06     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2029-12-15      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                          | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Short            | DBT              | NUSS              | NL        |    -1613078 | PA      | $0.00         | 0.00%             | 2035-07-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Options Price Reporting Authority                | REDDIT INC CL A SEP 25 140P                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           3 | NC      | $2400.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.78% 09/17/2030 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     5182000 | OU      | $-15663.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HISCOX LTD CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       28082 | OU      | $1426.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-6046.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BEIERSDORF AG CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       11375 | OU      | $51.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | POWERSHARES QQQ JAN 27 480P                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          93 | NC      | $202879.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASML HOLDING NV-NY REG SHS CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       29048 | OU      | $-3344.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ACCENTURE PLC-CL A CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -70122 | OU      | $2278.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-1165.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4911.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ASTERA LABS INC WEEKLY 08/08/25W 100P                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          38 | NC      | $3268.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $13379.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CAPITAL ONE FINANCIAL CORP CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1527 | OU      | $21.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PHILLIPS 66 CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -24706 | OU      | $484.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-3980.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                              | AST SpaceMobile Inc                                   | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |      418000 | PA      | $437228.00    | 0.87%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CZK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $893.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 5 Fixed     2.6600% 01-10-35           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2371000 | NC      | $-25612.34    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -162082 | OU      | $-1417.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds       | Philippines Government International Bonds            | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Short            | DBT              | NUSS              | PH        |     -200000 | PA      | $-139000.00   | -0.28%            | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LG ENERGY SOLUTION CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      -11924 | OU      | $-2346.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |           0 | PA      | $0.00         | 0.00%             | 2028-05-21      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-2299.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VENTURE GLOBAL INC-CL A CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -5306 | OU      | $-59.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMAZON.COM CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      398537 | OU      | $12560.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | PLATINUM FUTURE JAN 26 1500P                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $-23250.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERCONTINENTAL EXCHANGE  TRS 0.0000% 05-20-2033     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      258954 | OU      | $2580.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.286% 09/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      144000 | OU      | $-2752.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PEARSON PLC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -9108 | OU      | $-286.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $3086.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB FUT May26                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $1528.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-1059.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROKO AB CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -500135 | OU      | $3817.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GOLDMAN SACHS USD RATES VO TRS 0.0000% 11-28-2025     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       93625 | OU      | $227.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -927000 | PA      | $-1126027.99  | -2.25%            | 2028-01-31      | None          | 0.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $717.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALSTOM CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -19551 | OU      | $469.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds           | Romania Government International Bonds                | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Short            | DBT              | NUSS              | RO        |      -56000 | PA      | $-51738.40    | -0.10%            | 2044-01-22      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LG ENERGY SOLUTION CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |       -8107 | OU      | $-1223.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 4.125% 09/17/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -309000 | OU      | $1714.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $-812.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $12176.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2038-09-01      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARGENX SE CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -1449 | OU      | $-348.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMERICAN WATER WORKS CO INC CFD                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -34789 | OU      | $9.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 30 Fixed     2.7500% 10-02-55          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1665000 | NC      | $-31152.58    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VITAL ENERGY INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10869 | OU      | $-1353.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 10 Fixed     2.6300% 10-27-35          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1426000 | NC      | $3594.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-713.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SNAP INC - A CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10522 | OU      | $479.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2028-01-31      | None          | 0.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HACHIJUNI BANK LTD/THE CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     7307381 | OU      | $2523.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1225.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MIZRAHI TEFAHOT BANK LTD CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |      -32797 | OU      | $317.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UBI SOFT ENTERTAINMENT CFD (EUR)                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       20599 | OU      | $-223.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUNRUN INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15348 | OU      | $-1035.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-542.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 3.855% 03/18/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |     9140000 | OU      | $1406.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MARKETAXESS HOLDINGS INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -44876 | OU      | $488.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MURPHY OIL CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13851 | OU      | $-42.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURUSD(EUR) 08/07/25 1.1715P                       | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      178000 | OU      | $4750.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2194.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT ZAR/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | ZA        |           1 | NC      | $-5336.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DAYFORCE INC                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9329 | OU      | $589.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT Sep25                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -3 | NC      | $-8312.50     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $-3384.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-3262.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $206.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NOK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $874.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT NZD/SOLD USD                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $-15328.81    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                          | COTTON NO.2 FUTR  May26                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $-560.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BARCLAYS PLC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       77687 | OU      | $-1087.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $-40.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT BRL/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $-2153.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CLP/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |           1 | NC      | $-31.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CNH/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $-162.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-1560.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $329.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1247.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRINET GROUP INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1909 | OU      | $-10.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD AUD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $135.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-3757.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NORTHWEST NATURAL HOLDING CO CFD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24769 | OU      | $617.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                  | PSP Capital Inc                                       | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |     2111000 | PA      | $1385542.62   | 2.77%             | 2029-02-06      | None          | 4.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQUITABLE HOLDINGS INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7318 | OU      | $-128.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALSTOM SA TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -13962 | OU      | $166.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERMILION ENERGY INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -96333 | OU      | $-1837.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-1574.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MASTERCARD INC-CLASS A CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      274630 | OU      | $8038.89      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STANDARD CHARTERED PLC TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      498922 | OU      | $6729.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GIVAUDAN-REG CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -3776 | OU      | $459.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TEXAS INSTRUMENTS INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -11778 | OU      | $1819.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | SEMI CONDUCTOR HLD TRUST 08/22/25W 275P               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          34 | NC      | $12682.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-1868.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BRUNELLO CUCINELLI SPA CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -22090 | OU      | $1492.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-1385.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.378% 09/17/2030 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -123230000 | OU      | $-529.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | MX        |           1 | NC      | $-85.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | BRENT CRUDE FUTR  May26                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           3 | NC      | $1710.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                         | Kimmeridge Texas Gas LLC                              | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61647.71     | 0.12%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD INR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1720.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $117.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CNY 1.4755% 12/17/2027 LCH                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |     1172000 | OU      | $66.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-789.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TEXAS INSTRUMENTS INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -30944 | OU      | $4690.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AXA SA CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -230792 | OU      | $-7320.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT MXN/SOLD USD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MX        |           1 | NC      | $-524.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $230.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | Australia Government Bonds                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              | NUSS              | AU        |    -1303000 | PA      | $-708334.10   | -1.41%            | 2032-05-21      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $189.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | TESLA MOTORS AUG 25 290P                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          28 | NC      | $12600.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-2660.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-1663.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.7825% 09/11/2030 CMD                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -3868000 | OU      | $-2436.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LEONARDO SPA CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       -1768 | OU      | $25.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CROWN CASTLE INC TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       73772 | OU      | $-4096.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EU DEFENSE STOCKS TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | XX        |      419834 | OU      | $3346.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MERCEDES-BENZ GROUP AG TRS 0.0000% 05-15-2033         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -60373 | OU      | $3905.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LAM RESEARCH CORP TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -21874 | OU      | $1483.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ISHARES SEMICONDUCTOR ETF CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -32350 | OU      | $906.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DENALI THERAPEUTICS INC CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2066 | OU      | $143.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4639.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $-1069.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-597.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD REC 30 Fixed     3.5000% 12-08-55          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1004000 | NC      | $-9571.84     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPTION DEC 25 95.75P                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -123 | NC      | $-14606.25    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.78% 09/17/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -545000 | OU      | $2416.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

**Name of Applicant:** Wellington Global Multi-Strategy Fund

**Signature:** Neslly Lynch

**Name of Signer:** Neslly Lynch

**Title:** Manager, Fund Reporting and Audit, US Funds