# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0000035402-26-000556
**Filing Date:** 2026-1
**Character Count:** 307628
**Document Hash:** 8b69e0d78c2e88f9a67ea74fcd0388ce
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000556.hdr.sgml**: 20260126

**ACCESSION NUMBER**: 0000035402-26-000556

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260126

**DATE AS OF CHANGE**: 20260126

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Rutland Square Trust II
- **CENTRAL INDEX KEY:** 0001364924

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 26559554

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Strategic Advisers Alternatives Fund (Series ID: S000076543)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000236518 | Strategic Advisers Alternatives Fund | FSLTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Rutland Square Trust II

- **b. Investment Company Act file number:** 811-21991

- **c. CIK number of Registrant:** 0001364924

- **d. LEI of Registrant:** 1KZ3JN58GDRI3EZKKG06

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

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

- **b. EDGAR series identifier (if any):** S000076543

- **c. LEI of Series:** 549300L8V38YP5EMDB42

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**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:** $2573389986.44

**Total Liabilities:** $52904497.41

**Net Assets:** $2520485489.03

**Amount of Assets Invested in Other Investment Companies:** $23489489.61

**Delayed Delivery Securities:** $38906261.74

**Cash Not Reported:** $1344494.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 392.53213135 | **1-Year:** 893.56140886 | **5-Year:** 415.05647802 | **10-Year:** 58.01256274 | **30-Year:** 11.31226776

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236518 | 1.59%                | 0.49%                | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-430152.87              | $31796657.35                               |
| Month 2  | $-69067.42               | $8809498.04                                |
| Month 3  | $1427658.46              | $13080722.47                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                              | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Beacon Global Evoluti                                    | American Beacon AHL Mgd Futs Strat Inv                                       | CUSIP: 024525651<br>LEI: N/A                  | Long             | EC               | RF                | US        |      3888533 | NS      | $38418707.23  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK FDS                                                     | BlackRock Global Equity Mkt Netrl A                                          | CUSIP: 091936542<br>LEI: OA6RHYR6LGM5LRCG2L62 | Long             | EC               | RF                | US        |     18596203 | NS      | $265739737.83 | 10.54%            |  |  |  | No            |                  1 | On Loan: No      |
| EATON VANCE MUT FDS TR                                            | Eaton Vance Glbl Macro Abs Ret Advtg A                                       | CUSIP: 277923280<br>LEI: 549300FGUNKHMTW51F25 | Long             | EC               | RF                | US        |     23068236 | NS      | $276818835.28 | 10.98%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Colchester Street Trust                                  | FIMM MM Government Portfolio - Instl Cl                                      | CUSIP: 31607A703<br>LEI: 549300SHPEJB1OPRCV46 | Long             | EC               | RF                | US        |     55754955 | NS      | $55754954.78  | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                      | Fidelity Cash Central Fund                                                   | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |      1741781 | NS      | $1742129.53   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FQF TR                                                            | AGF U.S. Market Neutral Anti-Beta                                            | CUSIP: 00110G408<br>LEI: 549300V3L1GUXZTDO670 | Long             | EC               | RF                | US        |      1944444 | NS      | $28933326.72  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedar Ridge Unconstrained Cred                                    | First Trust Merger Arbitrage Cl I                                            | CUSIP: 46141T869<br>LEI: 549300BGHA8LNTCXW526 | Long             | EC               | RF                | US        |      4710826 | NS      | $52525706.06  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: PEN/USD settle 2025-12-05                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $24530.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: PEN/USD settle 2025-12-05                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $48917.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERGER FUND                                                       | The Merger Fund A                                                            | CUSIP: 589509108<br>LEI: 549300TXJCENVSEMYP88 | Long             | EC               | RF                | US        |      8140501 | NS      | $150436456.84 | 5.97%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: PEN/USD settle 2026-05-26                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $98303.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: PHP/USD settle 2025-12-15                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-27828.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: PHP/USD settle 2025-12-15                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-22315.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/THB settle 2025-12-08                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-509.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/THB settle 2025-12-08                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-0.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/CLP settle 2026-03-18                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-80407.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/MYR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3077.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/MYR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-3177.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/MYR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5606.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: MXN/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $108920.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/MYR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-4473.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: MYR/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $30669.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: CLP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $7449.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: CNY/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $123.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/PHP settle 2025-12-15                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $54434.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: AUD/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-17697.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: CLP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $17895.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: NOK/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-10029.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: MXN/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: SEK/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-9436.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: NZD/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-97482.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/MXN settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-9887.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: CZK/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6715.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/HUF settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17285.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: CLP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $15040.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: CLP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $2497.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: CLP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $27691.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: THB/USD settle 2025-12-08                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17539.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: HUF/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $17727.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: CZK/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4412.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: PLN/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-12245.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/BRL settle 2026-04-02                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-255.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/BRL settle 2025-12-17                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-2148.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/INR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $6615.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/IDR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $2670.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: NOK/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-12388.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | FX Forward: AUD/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-6634.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: EUR/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-22171.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: HUF/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $3429.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | FX Forward: CNY/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-1682.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: GBP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-67133.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: JPY/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-359572.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: KRW/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-124678.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: HUF/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $8221.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: SGD/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-32037.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: KRW/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-21093.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: CHF/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-37284.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/BRL settle 2026-04-02                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-230.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: CZK/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: BRL/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $45942.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: HUF/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $242.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/HUF settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-380.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/IDR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4157.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/IDR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-4560.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/NZD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $19088.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/KRW settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $9818.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/KRW settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $15207.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/JPY settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $124165.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/CAD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $12551.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/GBP settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $24552.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/IDR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1710.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/KRW settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $77726.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/NZD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $9415.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: USD/SGD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $8193.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/MXN settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1198.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/PHP settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $5656.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/PHP settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $374.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: COP/USD settle 2025-12-09                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $15074.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/MYR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-6487.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/IDR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-54.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/IDR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $279.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: PLN/USD settle 2026-01-16                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $6898.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/JPY settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $34022.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/EUR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $4730.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/THB settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-7785.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/CNY settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5888.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: PLN/USD settle 2026-01-16                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $12586.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/PLN settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-2360.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/PLN settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-3003.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/CHF settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $5434.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/SEK settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-9092.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/CAD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $589.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/JPY settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $46760.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/EUR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-113.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: PLN/USD settle 2026-01-16                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $27433.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/PLN settle 2026-01-23                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-14614.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/KRW settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $15382.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/AUD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17173.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/NZD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-5942.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: MXN/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $12367.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/NOK settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-12980.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/HUF settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-12312.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/HUF settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-64254.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/BRL settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-79788.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/PEN settle 2026-07-16                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-23492.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/HUF settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-105.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/PLN settle 2026-01-23                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-4371.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: ILS/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $4497.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: COP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $18249.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | FX Forward: ZAR/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |            1 | NC      | $5051.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/SGD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1375.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/PLN settle 2026-01-23                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1179.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: THB/USD settle 2026-01-21                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $25392.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: THB/USD settle 2026-01-21                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $10.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: INR/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-8789.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: INR/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-6946.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: MXN/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $6268.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: MXN/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $3006.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/PLN settle 2026-01-23                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $5271.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/COP settle 2026-01-22                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-57602.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: TRY/USD settle 2026-01-16                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $342.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/TRY settle 2026-01-16                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-361.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: ZAR/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: COP/USD settle 2026-01-26                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $132269.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: PLN/USD settle 2026-01-16                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $7.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: GBP/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/MXN settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4313.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: CLP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $265.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: CLP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $10525.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: GBP/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-143.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: GBP/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4355.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: CLP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $8.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: CLP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $111.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: CLP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $350.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: CLP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $10714.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/GBP settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $16563.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/MXN settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-34550.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: MXN/USD settle 2026-01-29                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $34208.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/SGD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: SEK/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8700.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: MXN/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $187.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/MXN settle 2026-01-30                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-185.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/JPY settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/CAD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $17490.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: USD/ZAR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-454.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/PHP settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2174.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/THB settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-2751.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/GBP settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-6465.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: NOK/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-7971.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/AUD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-92.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/JPY settle 2025-12-02                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $108.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/NZD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3207.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/EUR settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-108.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/INR settle 2026-01-30                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $1984.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/AUD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: CHF/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/CAD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/TRY settle 2026-01-29                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-298.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/JPY settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $25031.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: COP/USD settle 2026-03-05                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $10612.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/COP settle 2025-12-09                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-10343.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: TRY/USD settle 2026-02-04                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $73.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/INR settle 2026-01-30                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1369.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/CZK settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5341.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: MYR/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $11925.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/INR settle 2026-01-30                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $2340.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/CNY settle 2025-12-19                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-539.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: JPY/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/GBP settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-22523.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: COP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $70.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/INR settle 2026-01-30                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $875.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/CHF settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-15190.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/EUR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-9852.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/INR settle 2026-01-30                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $2970.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/TRY settle 2026-02-02                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-86.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/CNY settle 2025-12-19                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-584.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: COP/USD settle 2026-02-09                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $10952.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/COP settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-10982.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/GBP settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-23089.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/NZD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-14733.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/CAD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3792.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/SGD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-4919.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/MXN settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-61330.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/PLN settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-15418.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/INR settle 2026-01-30                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $3578.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: TRY/USD settle 2026-02-09                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $102.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/NOK settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-9751.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/GBP settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-9436.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/SEK settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-3687.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/SEK settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-14926.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/INR settle 2026-01-30                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $3017.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/CNY settle 2025-12-19                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-603.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: ILS/USD settle 2026-01-15                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $2191.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: ILS/USD settle 2026-01-15                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-7245.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/INR settle 2026-01-30                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $2311.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: BRL/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $553.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/JPY settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/JPY settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $154448.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/SGD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $5374.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/SGD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: JPY/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1402.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: JPY/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: CZK/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1960.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: CZK/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/AUD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1810.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/AUD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: ZAR/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: ZAR/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $6232.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: CHF/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: CHF/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1200.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/CAD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/CAD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-14.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: MXN/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: MXN/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1128.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: GBP/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: GBP/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2438.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/INR settle 2026-01-30                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $4069.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: ZAR/USD settle 2025-12-04                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $2310.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/KRW settle 2026-01-08                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $393.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: TWD/USD settle 2025-12-19                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-309.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/TRY settle 2026-02-09                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-56.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/COP settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $708.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: IDR/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $2148.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: BRL/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1478.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/TWD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $6209.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/TWD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $20223.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/CZK settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-1068.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/ZAR settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-130.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/KRW settle 2026-01-08                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $4686.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: ZAR/USD settle 2025-12-04                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8547.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: CZK/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $8.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: COP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-2817.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/COP settle 2026-02-18                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $2723.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: CLP/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1554.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: ZAR/USD settle 2025-12-04                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $2.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/CAD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-287.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: AUD/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $379.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: CLP/USD settle 2026-03-18                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $10561.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/CLP settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-9708.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: CLP/USD settle 2026-03-18                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $7813.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/CLP settle 2025-12-17                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-6920.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/CNY settle 2025-12-19                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1324.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: HUF/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $7547.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: HUF/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $4082.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: PLN/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-3368.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/GBP settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-829.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: CZK/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-154.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: MXN/USD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $5538.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/SEK settle 2025-12-02                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-278.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/TRY settle 2026-02-04                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-45.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: SEK/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $289.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/TRY settle 2026-02-09                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-23.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: USD/ZAR settle 2025-12-04                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $-6020.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                  | FX Forward: ZAR/USD settle 2026-01-26                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |            1 | NC      | $5837.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/AUD settle 2025-12-17                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-19681.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: GBP/USD settle 2026-01-14                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $2972.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: GBP/USD settle 2026-01-14                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $5978.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/GBP settle 2025-12-02                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-2976.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/GBP settle 2025-12-02                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-5985.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/BRL settle 2025-12-02                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-52656.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: BRL/USD settle 2026-03-03                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $53463.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/SGD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-566.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: USD/ZAR settle 2025-12-04                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-5068.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                            | FX Forward: ZAR/USD settle 2026-01-26                                        | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |            1 | NC      | $4954.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/ZAR settle 2025-12-04                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-1948.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: ZAR/USD settle 2026-01-26                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $1892.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/TRY settle 2026-02-26                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-204.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/CAD settle 2026-01-14                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-31640.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: CAD/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $31212.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: CHF/USD settle 2026-01-14                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $1669.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/CHF settle 2025-12-02                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1506.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/BRL settle 2026-03-03                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-168.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: BRL/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $162.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: PEN/USD settle 2026-11-30                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $9452.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/PEN settle 2025-12-05                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3370.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: AUD/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $6150.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/NZD settle 2026-01-14                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-20372.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: NZD/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $20119.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/AUD settle 2026-01-14                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-6163.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: SEK/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $314.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: USD/ZAR settle 2025-12-04                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-743.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | FX Forward: ZAR/USD settle 2026-01-26                                        | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |            1 | NC      | $708.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: NOK/USD settle 2026-01-14                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $13744.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/NOK settle 2025-12-02                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-13753.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $217.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: SGD/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $2934.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/EUR settle 2026-01-14                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-221.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | FX Forward: USD/SGD settle 2026-01-14                                        | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3202.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: USD/TRY settle 2025-12-01                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-0.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STR INVT TR                                                 | State Street Instl US Govt MMkt Premier                                      | CUSIP: 857492706<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        |    172924245 | NS      | $172924244.73 | 6.86%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: USD/GBP settle 2025-12-02                                        | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: USD/EUR settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-98.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $21.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/GBP settle 2025-12-02                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-1129.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: GBP/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $444.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: GBP/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $229.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $82.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $34.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | FX Forward: GBP/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |            1 | NC      | $193.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $38.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                               | FX Forward: GBP/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $180.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $-48.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: GBP/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $127.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/EUR settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $15.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: USD/EUR settle 2025-12-02                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-41.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $37.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $56.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: GBP/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $124.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $114.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: GBP/USD settle 2026-01-14                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $194.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: GBP/USD settle 2026-01-14                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $390.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/GBP settle 2025-12-02                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-194.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/GBP settle 2025-12-02                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-390.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $30.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                | FX Forward: GBP/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |            1 | NC      | $273.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | FX Forward: GBP/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |            1 | NC      | $132.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $126.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: USD/GBP settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $-219.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: GBP/USD settle 2026-01-14                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $219.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | FX Forward: EUR/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |            1 | NC      | $71.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | FX Forward: GBP/USD settle 2025-12-02                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |            1 | NC      | $91.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: USD/EUR settle 2025-12-02                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-53.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | FX Forward: EUR/USD settle 2026-01-14                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |            1 | NC      | $54.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC 4.375% 01/12/2026                                               | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $200006.46    | 0.01%             | 2026-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC 5.25% 06/15/2026                                                     | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       200000 | PA      | $200153.60    | 0.01%             | 2026-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                          | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                       | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198720.57    | 0.01%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                            | COX COMMUNICATIONS INC 3.35% 09/15/2026 144A                                 | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |       500000 | PA      | $496725.09    | 0.02%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN. | BlackRock Systematic Multi-Strat Inv A                                       | CUSIP: 09260C109<br>LEI: 2549005VKCXTBZYHYR39 | Long             | EC               | RF                | US        |     16259586 | NS      | $170075268.19 | 6.75%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR JAN26 NGF26                                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         -197 | NC      | $-393018.09   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR MAY26 NGK26                                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           -3 | NC      | $2034.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR APR26 NGJ26                                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |          -10 | NC      | $1400.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR MAR26 NGH26                                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |            5 | NC      | $-5002.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR MAR26 NGH26                                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |          -11 | NC      | $3448.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NATURAL GAS FUTR FEB26 NGG26                                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |          -18 | NC      | $-16265.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR FEB26 COG6                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |          115 | NC      | $-107699.95   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME PRI ALUM FUTR JAN26 LAF26                                                | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           23 | NC      | $48268.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME PRI ALUM FUTR JAN26 LAF26                                                | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |          -12 | NC      | $-27238.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME PRI ALUM FUTR DEC25 LAZ25                                                | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           -3 | NC      | $-6121.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME PRI ALUM FUTR DEC25 LAZ25                                                | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |            3 | NC      | $8572.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR MAR26 COH6                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           52 | NC      | $-64258.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR APR26 COJ6                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |            3 | NC      | $-3073.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | BRENT CRUDE FUTR APR26 COJ6                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           -6 | NC      | $12202.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE JAN26 ENF6                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           16 | NC      | $-17088.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE MAR26 ENH6                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           10 | NC      | $-9101.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE APR26 ENJ6                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |            2 | NC      | $-2682.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | WTI CRUDE FUTURE FEB26 ENG6                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           11 | NC      | $-1922.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JOHN HANCOCK GLOBAL REAL ESTATE FUND47803N                        | JHancock Diversified Macro A                                                 | CUSIP: 47803N539<br>LEI: N/A                  | Long             | EC               | RF                | US        |          567 | NS      | $4767.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONE RIDGE TR                                                    | Stone Ridge Diversified Alternatives I                                       | CUSIP: 861728624<br>LEI: 549300OSYMMPL5LGIM86 | Long             | EC               | RF                | US        |     21228382 | NS      | $227568259.15 | 9.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                       | PACIFIC GAS and ELECTRIC CO 3.15% 01/01/2026                                 | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       500000 | PA      | $499332.82    | 0.02%             | 2026-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME ZINC FUTURE DEC25 LXZ5                                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           14 | NC      | $41987.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME ZINC FUTURE DEC25 LXZ5                                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |          -14 | NC      | $-2977.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                     | BAT INTL FINANCE PLC 1.668% 03/25/2026                                       | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $297613.57    | 0.01%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME ZINC FUTURE JAN26 LXF6                                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           15 | NC      | $9189.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME ZINC FUTURE JAN26 LXF6                                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           -4 | NC      | $-3091.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME NICKEL FUTURE JAN26 LNF6                                                 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |            5 | NC      | $-11619.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME NICKEL FUTURE JAN26 LNF6                                                 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           -2 | NC      | $3841.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                         | BOEING CO 2.75% 02/01/2026                                                   | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199420.37    | 0.01%             | 2026-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME ZINC FUTURE FEB26 LXG6                                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |            3 | NC      | $1809.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME ZINC FUTURE MAR26 LXH6                                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |            1 | NC      | $-78.39       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | JPN YEN CURR FUT DEC25 JYZ5                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          924 | NC      | $-1309844.75  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | CHF CURRENCY FUT DEC25 SFZ5                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -237 | NC      | $596882.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | AUDUSD CRNCY FUT DEC25 ADZ5                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -650 | NC      | $336059.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | C$ CURRENCY FUT DEC25 CDZ5                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -473 | NC      | $422065.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.75% 01/30/2026   | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       500000 | PA      | $497992.12    | 0.02%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GLOBAL PAYMENTS INC 1.2% 03/01/2026                                          | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       800000 | PA      | $793726.03    | 0.03%             | 2026-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                  | NTT FINANCE CORP 1.162% 04/03/2026 144A                                      | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $197972.20    | 0.01%             | 2026-04-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                     | GOLDMAN SACHS GROUP INC (THE) 1.431%/VAR 03/09/2027                          | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       800000 | PA      | $793953.86    | 0.03%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT MAR27 ERH7                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -54 | NC      | $-12644.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT JUN27 ERM7                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -20 | NC      | $1818.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A                             | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       300000 | PA      | $300697.39    | 0.01%             | 2026-08-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN. | Federated Hermes MDT Market Neutral A                                        | CUSIP: 31423A440<br>LEI: 2549005VKCXTBZYHYR39 | Long             | EC               | RF                | US        |      9338753 | NS      | $196767523.41 | 7.81%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 2021-FL7 A                                                    | MF1 2021-FL7 A TSFR1M+119.448 10/16/2036 144A                                | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       151758 | PA      | $151760.42    | 0.01%             | 2036-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT SEP27 ERU7                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -14 | NC      | $2393.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN. | Absolute Convertible Arbitrage Inv                                           | CUSIP: 90470L352<br>LEI: 2549005VKCXTBZYHYR39 | Long             | EC               | RF                | US        |     14542932 | NS      | $173788035.13 | 6.90%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL INC                                                  | BERRY GLOBAL INC 1.57% 01/15/2026                                            | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |       500000 | PA      | $498305.13    | 0.02%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | BP CURRENCY FUT DEC25 BPZ5                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          943 | NC      | $-1144104.31  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT JAN26 XBF6                                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           20 | NC      | $-44750.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT SEP27 SFRU7                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -249 | NC      | $-59615.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT MAR26 SFRH6                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         -293 | NC      | $20539.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT MAR27 SFRH7                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -287 | NC      | $-87063.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT JUN26 SFRM6                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -329 | NC      | $-29741.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT DEC27 SFRZ7                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -231 | NC      | $60999.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT SEP26 SFRU6                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         -297 | NC      | $-64678.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT JUN27 SFRM7                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -270 | NC      | $-88586.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT DEC26 SFRZ6                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |           12 | NC      | $-311.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | 3 MONTH SOFR FUT DEC26 SFRZ6                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -432 | NC      | $-89228.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT MAR26 SFIH6                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -47 | NC      | $-7732.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT JUN26 SFIM6                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -50 | NC      | $-14347.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT DEC26 SFIZ6                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -56 | NC      | $-23995.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT DEC26 SFIZ6                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |           49 | NC      | $12646.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | ICE 3MTH SONIA FU FUT SEP26 SFIU6                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          -53 | NC      | $-18727.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT DEC27 ERZ7                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -10 | NC      | $989.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME LEAD FUTURE JAN26 LLF6                                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |          -26 | NC      | $5077.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME LEAD FUTURE JAN26 LLF6                                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |           14 | NC      | $-34701.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                                             | LME LEAD FUTURE MAR26 LLH6                                                   | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |          -10 | NC      | $-34.90       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-3 LLC                                  | ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A                       | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       121057 | PA      | $121088.81    | 0.00%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                       | SWEDBANK AB 5.337% 09/20/2027 REGS                                           | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |       600000 | PA      | $613179.66    | 0.02%             | 2027-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT FEB26 XBG6                                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |            6 | NC      | $1135.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT MAR26 HOH6                                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           16 | NC      | $-66121.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT APR26 XBJ6                                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |            1 | NC      | $-405.07      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT FEB26 HOG6                                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |            4 | NC      | $-9604.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | GASOLINE RBOB FUT MAR26 XBH6                                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           10 | NC      | $-24124.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                      | ILLUMINA INC 5.8% 12/12/2025                                                 | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |       622000 | PA      | $622157.38    | 0.02%             | 2025-12-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | ECX EMISSION FUT DEC25 MOZ25                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |           -5 | NC      | $-34141.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | ECX EMISSION FUT DEC25 MOZ25                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |           20 | NC      | $134653.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT FEB26 TZTG6                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |            5 | NC      | $-15783.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT MAR26 TZTH6                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |          -30 | NC      | $77978.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT MAR26 TZTH6                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |            5 | NC      | $-9844.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY DERIVATIVES EXCHANGE NV                           | TTF NAT GAS F FUT JAN26 TZTF6                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | NL        |           20 | NC      | $-44973.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | UK NATURAL GAS FUTJAN26 FNF6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |            5 | NC      | $-9006.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | UK NATURAL GAS FUTJAN26 FNF6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |          -30 | NC      | $89649.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | FTSE TAIWAN INDEX FUT DEC25 TWTZ5                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |           52 | NC      | $139311.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | SGX IRON ORE 62% FUT JAN26 SCOF6                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | SG        |           41 | NC      | $4801.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | FCOJ-A FUTURE JAN26 JOF6                                                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |            3 | NC      | $-15877.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MUFG BANK LTD SYDNEY BRANCH                                       | BANK OF TOKYO-MITSUBISHI UFJ LTD SYDNEY BRH CD 3AUS+87 02/17/2026            | CUSIP: N/A<br>LEI: C3GTMMZIHMY46P4OIX74       | Long             | DBT              | CORP              | AU        |       500000 | PA      | $327964.81    | 0.01%             | 2026-02-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN LTS FD TR IV                                             | Fulcrum Diversified Abslt Ret Spr Instl                                      | CUSIP: 66537J101<br>LEI: N/A                  | Long             | EC               | RF                | US        |      5439078 | NS      | $57327882.37  | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | Fidelity SAI Convertible Arbitrage Fund                                      | CUSIP: 31624J778<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |     41005617 | NS      | $473614881.44 | 18.79%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN ENERGY EXCHANGE AG                                       | PHELIX DE BASE Q FUT JAN26 JXTF6                                             | CUSIP: N/A<br>LEI: 529900J0JGLSFDWNFC20       | N/A              | DCO              | CORP              | DE        |           -1 | NC      | $-3702.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | FCOJ-A FUTURE MAR26 JOH6                                                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |            1 | NC      | $327.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COTTON NO.2 FUTR MAR26 CTH6                                                  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |          -17 | NC      | $4843.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COTTON NO.2 FUTR MAR26 CTH6                                                  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |           33 | NC      | $-14873.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | WHITE SUGAR (ICE) FUT MAR26 QWH6                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |          -53 | NC      | $-27742.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                                 | EVERSOURCE ENERGY 4.75% 05/15/2026                                           | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       400000 | PA      | $401145.70    | 0.02%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | SUGAR #11 (WORLD) FUT MAY26 SBK6                                             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |          -28 | NC      | $43497.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COTTON NO.2 FUTR MAY26 CTK6                                                  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |            2 | NC      | $-2030.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | INF SWAP US IT 2.525 06/07/23 10Y LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       900000 | NC      | $-4699.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP INC FRN SOFR+130 07/13/2026                         | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $503229.55    | 0.02%             | 2026-07-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | INF SWAP US IT 2.595 07/12/23 10Y LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      2900000 | NC      | $-21427.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PLATINUM FUTURE JAN26 PLF6                                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |          -89 | NC      | $-851780.33   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PLATINUM FUTURE JAN26 PLF6                                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |            9 | NC      | $108309.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PALLADIUM FUTURE MAR26 PAH6                                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |            6 | NC      | $50230.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PALLADIUM FUTURE MAR26 PAH6                                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |          -13 | NC      | $-111024.31   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | PLATINUM FUTURE APR26 PLJ6                                                   | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           -2 | NC      | $-13198.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI ALTERNATIVE RISK PREMIA STRATEGY FUND                           | CUSIP: 31624J752<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |          563 | NS      | $5491.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Greenwood Street Trust                                   | FIDELITY SAI ALTERNATIVE RISK PREMIA COMMODITY STRATEGY FUND                 | CUSIP: 31624J760<br>LEI: 549300467DYGTZIRI308 | Long             | EC               | MUN               | US        |      5220558 | NS      | $49490888.24  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | WHITE SUGAR (ICE) FUT MAY26 QWK6                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           -5 | NC      | $-986.24      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT FEB26 IJG6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |           -4 | NC      | $-852.83      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COTTON NO.2 FUTR JUL26 CTN6                                                  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |            1 | NC      | $-402.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | SUGAR #11 (WORLD) FUT JUL26 SBN6                                             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |           -4 | NC      | $1882.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS             | GOVERNMENT NAT MTG ASSN HECM TSFR1M+ 02/20/2067                              | CUSIP: 38376RU61<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       636362 | PA      | $637467.51    | 0.03%             | 2067-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | WHITE SUGAR (ICE) FUT AUG26 QWQ6                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           -1 | NC      | $-721.24      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | INF SWAP US IT 2.5 03/29/23 10Y LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -3800000 | NC      | $-2151.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT MAY26 IJK6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |          -30 | NC      | $1364.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STR INVT TR                                                 | State Street Instl US Govt MMkt Inv                                          | CUSIP: 857492649<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        |       220657 | NS      | $220656.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | NIKKEI 225 (OSE) FUT DEC25 NKZ5                                              | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |           -9 | NC      | $-345165.71   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | NIKKEI 225 MINI FUT DEC25 NOZ5                                               | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |          -82 | NC      | $-349663.33   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                                        | HSCEI FUTURES DEC25 HCZ5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |           40 | NC      | $-11014.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                                        | HSCEI FUTURES DEC25 HCZ5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |           -3 | NC      | $232.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | NIKKEI 225 (SGX) FUT DEC25 NIZ5                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |           -5 | NC      | $-111669.94   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | NIKKEI 225 (SGX) FUT DEC25 NIZ5                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |            5 | NC      | $92618.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                                        | HANG SENG IDX FUT DEC25 HIZ5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |           23 | NC      | $-10956.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | KOSPI2 INX FUT DEC25 KMZ5                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |           93 | NC      | $1532066.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT MAR26 QSH6                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |            1 | NC      | $-2751.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS-MONEP                                              | CAC40 10 EURO FUT DEC25 CFZ5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |          -66 | NC      | $-93705.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS-MONEP                                              | CAC40 10 EURO FUT DEC25 CFZ5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |            1 | NC      | $1463.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT SEP26 CAU6                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |          -23 | NC      | $11839.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT MAR26 ERH6                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -51 | NC      | $16479.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT JUN26 ERM6                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -43 | NC      | $684.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                                    | FTSE/JSE TOP 40 FUT DEC25 AIZ5                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ZA        |           22 | NC      | $47833.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                                    | FTSE/JSE TOP 40 FUT DEC25 AIZ5                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ZA        |          -57 | NC      | $-153515.16   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT MAY26 CAK6                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |          -59 | NC      | $37555.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | DAX INDEX FUTURE DEC25 GXZ5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |           49 | NC      | $350852.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | SWISS MKT IX FUTR DEC25 SMZ5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |           69 | NC      | $651203.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT MAR26 CAH6                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |         -328 | NC      | $164573.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT SEP26 ERU6                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -37 | NC      | $6465.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCKHOLM STOCK EXCHANGE                                          | OMXS30 IND FUTURE DEC25 QCZ5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |           45 | NC      | $42763.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT JAN26 QSF6                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           16 | NC      | $-28543.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT DEC25 QSZ5                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |            7 | NC      | $34667.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                               | LOW SU GASOIL G FUT FEB26 QSG6                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           15 | NC      | $-47975.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VAR EXCH (MADRID)                                      | IBEX 35 INDX FUTR DEC25 IBZ5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |          -21 | NC      | $-110206.91   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VAR EXCH (MADRID)                                      | IBEX 35 INDX FUTR DEC25 IBZ5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |            7 | NC      | $29366.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO STOXX 50 FUT DEC25 VGZ5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |          -86 | NC      | $-197387.45   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR AUG26 BOQ6                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -1 | NC      | $-770.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR MAY26 SMK6                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -8 | NC      | $-16539.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR MAR26 SMH6                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -28 | NC      | $-13928.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR MAR26 SMH6                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           36 | NC      | $6478.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE MAY26 C K6                                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -28 | NC      | $4918.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | 3MO EURO EURIBOR FUT DEC26 ERZ6                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |          -51 | NC      | $-7535.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE JAN26 CLF6                                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |          171 | NC      | $-180849.77   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) JUL26 W N6                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -8 | NC      | $2330.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO FX CURR FUT DEC25 ECZ5                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -255 | NC      | $502296.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR MAR26 BOH6                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -30 | NC      | $-25096.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE SEP26 C U6                                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -5 | NC      | $-1612.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE FEB26 CLG6                                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           40 | NC      | $-27484.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COFFEE 'C' FUTURE MAR26 KCH6                                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |           10 | NC      | $10278.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE MAR26 S H6                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           33 | NC      | $39176.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE MAR26 S H6                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -25 | NC      | $-70274.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | S and P500 EMINI FUT DEC25 ESZ5                                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          119 | NC      | $1188958.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE JUL26 C N6                                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -29 | NC      | $-1346.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | SUGAR #11 (WORLD) FUT MAR26 SBH6                                             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         -166 | NC      | $270532.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | KC HRW WHEAT FUT MAR26 KWH6                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |         -148 | NC      | $92099.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | KC HRW WHEAT FUT MAY26 KWK6                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -51 | NC      | $19899.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE MAR26 CLH6                                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |          -13 | NC      | $24442.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | WTI CRUDE FUTURE MAR26 CLH6                                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           18 | NC      | $-17623.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | COPPER FUTURE MAR26 HGH6                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |           31 | NC      | $155090.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE MAY26 S K6                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -12 | NC      | $-25717.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | NASDAQ 100 E-MINI FUT DEC25 NQZ5                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |           33 | NC      | $619451.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR JAN26 SMF6                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -31 | NC      | $-49586.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE JAN26 S F6                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -82 | NC      | $-270176.69   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR JAN26 BOF6                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -34 | NC      | $-11873.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE MAR26 C H6                                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |         -275 | NC      | $-117150.90   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) MAY26 W K6                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -22 | NC      | $6408.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR JUL26 BON6                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -6 | NC      | $-5126.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR AUG26 SMQ6                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -2 | NC      | $-3264.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | S and P/TSX 60 IX FUT DEC25 PTZ5                                             | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |           57 | NC      | $717727.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | KC HRW WHEAT FUT JUL26 KWN6                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -36 | NC      | $6173.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | COPPER FUTURE MAY26 HGK6                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |            1 | NC      | $1923.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN FUTURE JUL26 S N6                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -12 | NC      | $-32379.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) MAR26 W H6                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -63 | NC      | $33059.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | MSCI EMGMKT FUT DEC25 MESZ5                                                  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |           51 | NC      | $87457.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                                      | NY HARB ULSD FUT JAN26 HOF6                                                  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |           13 | NC      | $-18907.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | CORN FUTURE DEC26 C Z6                                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -23 | NC      | $-6094.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN OIL FUTR MAY26 BOK6                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -12 | NC      | $-9707.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | MILL WHEAT EURO FUT DEC26 CAZ6                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |          -18 | NC      | $4141.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | SOYBEAN MEAL FUTR JUL26 SMN6                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |          -12 | NC      | $-12199.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | FORD MOTOR CREDIT CO LLC 5.8% 03/05/2027                                     | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       300000 | PA      | $303602.92    | 0.01%             | 2027-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                                 | BRAZIL LETRAS DO TESOURO NACIONAL 0% 04/01/2026                              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       200000 | PA      | $35787.66     | 0.00%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                          | NEW YORK LIFE GLOBAL FDG FRN SOFRINDX+58 01/16/2026 144A                     | CUSIP: 64953BBK3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1000528.08   | 0.04%             | 2026-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD             | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+100 08/15/2048                        | CUSIP: 3137HBGQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        56791 | PA      | $56890.48     | 0.00%             | 2048-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT JUN26 IRM6                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |           43 | NC      | $-25051.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES JUN26 CORM6                                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |          -14 | NC      | $-4856.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES SEP26 CORU6                                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |          -14 | NC      | $-4457.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES MAR26 CORH6                                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |          -12 | NC      | $-3906.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT AUG26 IJQ6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |           -3 | NC      | $489.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT MAR26 IRH6                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |           52 | NC      | $-23551.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT DEC26 IRZ6                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |           22 | NC      | $-20463.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT SEP26 IRU6                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |           25 | NC      | $-17566.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | 90-DAY BANK BILL FUT MAR27 IRH7                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |           10 | NC      | $-9113.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                    | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+90 12/25/2050                         | CUSIP: 3136BQ6A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        58429 | PA      | $58754.16     | 0.00%             | 2050-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | CANOLA FUTR (WCE) MAR26 RSH6                                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |          -19 | NC      | $-247.12      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | CANOLA FUTR (WCE) JAN26 RSF6                                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |          -22 | NC      | $-251.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COCOA FUTURE - IC MAR26 QCH6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |          -11 | NC      | $81617.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | CANOLA FUTR (WCE) MAY26 RSK6                                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |           -1 | NC      | $-174.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES DEC26 CORZ6                                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |          -12 | NC      | $-3205.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | GOLD 100 OZ FUTR FEB26 GCG6                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |           88 | NC      | $825984.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMULUS STATIC CLO 2024 1 DESIGNATED ACTIVITY CO                  | CUMULUS STATIC CLO 2024 1 DESIGNATED ACTIVITY CO A 3MEUR+120 11/15/2033 144A | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       220908 | PA      | $256549.98    | 0.01%             | 2033-11-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                                    | COCOA FUTURE MAR26 CCH6                                                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |          -10 | NC      | $100936.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD                                        | SOUND POINT CLO XXVIII LTD A1R TSFR3M+128 01/25/2032 144A                    | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       707951 | PA      | $708701.82    | 0.03%             | 2032-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | SILVER FUTURE MAR26 SIH6                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |            4 | NC      | $116147.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                                            | SILVER FUTURE MAR26 SIH6                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         -100 | NC      | $-2964877.00  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                              | RAPESEED EURO FUT NOV26 IJX6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |           -1 | NC      | $126.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | MEXICAN PESO FUT DEC25 PEZ5                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          519 | NC      | $348524.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COCOA FUTURE - IC MAY26 QCK6                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           -1 | NC      | $7254.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COFF ROBUSTA 10TN FUT JAN26 DFF6                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           15 | NC      | $56846.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                    | COCOA FUTURE MAY26 CCK6                                                      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |           -2 | NC      | $3884.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS             | GOVERNMENT NATIONAL MORTGAGE 2023-H20 FL SOFR30A+110 05/20/2073              | CUSIP: 38383KDY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       159186 | PA      | $160519.66    | 0.01%             | 2073-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE DEC25 LHZ5                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |           -4 | NC      | $14630.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | 3M CORRA FUTURES MAR27 CORH7                                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |           -8 | NC      | $-963.81      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | SPI 200 FUTURES DEC25 XPZ5                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |           -9 | NC      | $10230.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR DEC25 LCZ5                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |           17 | NC      | $-43641.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCM 31 LTD                                                        | LCM 31 LTD AR TSFR3M+128 07/20/2034 144A                                     | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $300109.20    | 0.01%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | WHEAT FUTURE(CBT) SEP26 W U6                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |           -1 | NC      | $-452.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | SA RAND CURR(CME) FUT DEC25 RAZ5                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          105 | NC      | $86916.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/CZK X-RATE FUT DEC25 EXZ5                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |           11 | NC      | $25615.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EUR/SWED KRNA X-RAT FUT DEC25 EWZ5                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |           -2 | NC      | $1509.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/HUF X-RATE FUT DEC25 ELZ5                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |           40 | NC      | $141622.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EURO/PLZ X-RATE FUT DEC25 EIZ5                                               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |           33 | NC      | $44777.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | ISRAELI SHEKEL FUT DEC25 ISZ5                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          -21 | NC      | $-93867.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2024-1                                | SCCU AUTO RECEIVABLES TRUST 2024-1 A2 5.45% 12/15/2027 144A                  | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        70963 | PA      | $71032.26     | 0.00%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRALEE CLO VI LTD                                                 | TRALEE CLO VI LTD A1RR TSFR3M+122 10/25/2032 144A                            | CUSIP: 89289EBL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       194653 | PA      | $194712.39    | 0.01%             | 2032-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COFF ROBUSTA 10TN FUT MAR26 DFH6                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |           12 | NC      | $3385.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS             | GOVERNMENT NATIONAL MORTGAGE 2024-H12 FC SOFR30A+90 07/20/2074               | CUSIP: 38383KZF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       387506 | PA      | $389688.19    | 0.02%             | 2074-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD             | FEDERAL HOME LN MTG MLT CTF GT 5442 FB SOFR30A+97 08/25/2054                 | CUSIP: 3137HF4U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       282361 | PA      | $283409.39    | 0.01%             | 2054-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                    | FANNIE MAE REMICS SOFR30A+97 08/25/2054                                      | CUSIP: 3136BSSC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       219333 | PA      | $220004.37    | 0.01%             | 2054-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A                           | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       700000 | PA      | $702029.78    | 0.03%             | 2026-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE FEB26 LHG6                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |          -37 | NC      | $45723.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                   | RABOBANK NEDERLAND NY BRH FRN SOFRINDX+62 08/28/2026                         | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |       700000 | PA      | $701818.50    | 0.03%             | 2026-08-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR FEB26 LCG6                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |           24 | NC      | $-47820.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO 4.4% 09/06/2026                                | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       500000 | PA      | $500688.74    | 0.02%             | 2026-09-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | NEW ZEALAND $ FUT DEC25 NVZ5                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         -158 | NC      | $327034.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | TOPIX INDX FUTR DEC25 TPZ5                                                   | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |           65 | NC      | $1005412.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | S and P MID 400 EMINI FUT DEC25 FAZ5                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          -12 | NC      | $16119.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | E-MINI RUSS 2000 FUT DEC25 RTYZ5                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         -147 | NC      | $-558612.55   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION               | COFF ROBUSTA 10TN FUT MAY26 DFK6                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |            1 | NC      | $-941.24      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE APR26 LHJ6                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |           -8 | NC      | $19190.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR APR26 LCJ6                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |           15 | NC      | $13383.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OFSI BSL XI LTD                                                   | OFSI BSL XI LTD AR TSFR3M+127 04/20/2034 144A                                | CUSIP: 67115PAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500410.50    | 0.02%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD             | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 12/25/2054                        | CUSIP: 3137HHUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       210211 | PA      | $210860.18    | 0.01%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LEAN HOGS FUTURE JUN26 LHM6                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |           -2 | NC      | $2455.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | DJIA MINI E-CBOT FUT DEC25 DMZ5                                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |           -5 | NC      | $-17688.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 12/26/2025                                                      | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       300000 | PA      | $299189.08    | 0.01%             | 2025-12-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WARSAW STOCK EXCHANGE/FINANCIAL DERIVATIVES                       | WIG20 INDEX FUT DEC25 KRSZ5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | PL        |           47 | NC      | $19375.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                                        | FTSE/MIB IDX FUT DEC25 STZ5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |           30 | NC      | $146981.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | FTSE 100 IDX FUT DEC25 Z Z5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |         -114 | NC      | $-560219.25   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | FTSE 100 IDX FUT DEC25 Z Z5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |            6 | NC      | $32810.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | MSCI SING IX ETS FUT DEC25 QZZ5                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |          150 | NC      | $33855.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                        | FNMA GTD MTG PASS THRU CTF 2024-100 FA SOFR30A+110 05/25/2054                | CUSIP: 3136BUFY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       214509 | PA      | $215030.45    | 0.01%             | 2054-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD                       | FTSE CHINA A50 FUT DEC25 XUZ5                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |         1116 | NC      | $132238.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | LIVE CATTLE FUTR JUN26 LCM6                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |            8 | NC      | $13800.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NSE IFSC                                                          | IFSC NIFTY 50 FUT DEC25 JGSZ5                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IN        |           69 | NC      | $11335.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKISH DERIVATIVES EXCHANGE                                      | BIST 30 FUTURES DEC25 A5Z5                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TR        |         -284 | NC      | $13733.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                      | JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |       150000 | PA      | $151165.25    | 0.01%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                    | PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+50 07/22/2026 144A                   | CUSIP: 743672AG2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |       200000 | PA      | $200221.88    | 0.01%             | 2026-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                 | KUNTARAHOITUS OYJ FRN SOFRINDX+100 02/02/2029 144A                           | CUSIP: 62628PAH9<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | CORP              | FI        |       800000 | PA      | $814232.22    | 0.03%             | 2029-02-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | CATTLE FEEDER FUT JAN26 FCF6                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |           15 | NC      | $25263.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD             | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+90 11/25/2054                         | CUSIP: 3137HJCB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       226285 | PA      | $226592.37    | 0.01%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                      | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 VAR 05/20/2027                  | CUSIP: 36271VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       627219 | PA      | $628596.87    | 0.02%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA FRN SOFRINDX+46 08/03/2026                              | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $701076.10    | 0.03%             | 2026-08-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                   | TOYOTA LEASE OWNER TRUST 2025-A 4.58% 07/20/2027 144A                        | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       258366 | PA      | $259088.50    | 0.01%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLIX LTD                                     | MADISON PARK FUNDING XLIX LTD AR TSFR3M+105 10/19/2034 144A                  | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $299920.20    | 0.01%             | 2034-10-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP SYDNEY BRANCH                        | SUMITOMO MIT BKNG CORP SYDNEY BRH CD 3AUS+85 02/20/2026                      | CUSIP: N/A<br>LEI: 5U0XI89JRFVHWIBS4F54       | Long             | DBT              | CORP              | AU        |       400000 | PA      | $262366.61    | 0.01%             | 2026-02-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BUXL 30Y BND FUT DEC25 UBZ5                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -66 | NC      | $-59766.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BOBL FUTURE DEC25 OEZ5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          121 | NC      | $-24603.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BTP FUTURE DEC25 IKZ5                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          404 | NC      | $1144235.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-OAT FUTURE DEC25 OATZ5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |           60 | NC      | $169158.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-BUND FUTURE DEC25 RXZ5                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          158 | NC      | $178277.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO-SCHATZ FUT DEC25 DUZ5                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -328 | NC      | $37849.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | SHORT EURO-BTP FU FUT DEC25 BTSZ5                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          153 | NC      | $22629.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                          | JPN 10Y BOND(OSE) FUT DEC25 JBZ5                                             | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |          -33 | NC      | $366716.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO 14 LTD                                                    | AGL CLO 14 LTD AR TSFR3M+113 12/02/2034 144A                                 | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $299999.40    | 0.01%             | 2034-12-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CDX EM43 ICE                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |       700000 | NC      | $22450.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | CAN 5YR BOND FUT MAR26 XQH6                                                  | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |            2 | NC      | $118.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | CAN 2YR BOND FUT MAR26 CVH6                                                  | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |          -26 | NC      | $-846.81      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | CATTLE FEEDER FUT MAR26 FCH6                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |            6 | NC      | $4485.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE DEC25 UXZ5                                                   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |          155 | NC      | $-251785.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                           | CAN 10YR BOND FUT MAR26 CNH6                                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |           64 | NC      | $15125.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | EUR/NOR KRONE X-RAT FUT DEC25 ENZ5                                           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |           19 | NC      | $-12769.57    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | EURO STOXX BANK FUT DEC25 CAZ5                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |           63 | NC      | $26146.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CLP 4.65000 06/18/25 5Y CME                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  10603100000 | NC      | $-13608.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS PLN 3.95200 07-29-25-5Y CME                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      5845000 | NC      | $11323.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | CATTLE FEEDER FUT APR26 FCJ6                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |            2 | NC      | $-654.84      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE JAN26 UXF6                                                   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |           80 | NC      | $-87536.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | INF SWAP US IT 2.5975 04/10/24 10Y LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -1800000 | NC      | $2045.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                                       | CATTLE FEEDER FUT MAY26 FCK6                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |            1 | NC      | $5322.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS ILS SHIRON-.901-3.92 4/21/25 5Y LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      9000000 | NC      | $32923.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE                                             | CBOE VIX FUTURE FEB26 UXG6                                                   | CUSIP: N/A<br>LEI: 254900O9GJPIWCP8RH13       | N/A              | DE               | CORP              | US        |           22 | NC      | $-17147.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS COP IBR-8.22500 06/18/25-5Y CME                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        | -14488900000 | NC      | $167810.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS HUF 6.11500 05-19-25-5Y CME                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -1028500000 | NC      | $-71920.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CLP 5.15000 06/18/25 5Y CME                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -2673800000 | NC      | $2494.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 12/11/2025                                                      | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $99891.25     | 0.00%             | 2025-12-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US LONG BOND(CBT) FUT MAR26 USH6                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          -89 | NC      | $-28645.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 10YR NOTE FUT (CBT)MAR26 TYH6                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -176 | NC      | $-20635.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 10YR ULTRA FUT MAR26 UXYH6                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |           13 | NC      | $12669.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 10YR ULTRA FUT MAR26 UXYH6                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          -54 | NC      | $-17232.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US ULTRA BOND CBT FUT MAR26 WNH6                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          100 | NC      | $33746.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | AUST 3YR BOND FUT DEC25 YMZ5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |           97 | NC      | $-79313.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | AUST 3YR BOND FUT DEC25 YMZ5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |          -46 | NC      | $15839.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                       | AUST 10Y BOND FUT DEC25 XMZ5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         -195 | NC      | $217473.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | KOREA 10YR BND FU FUT DEC25 KAAZ5                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |          -87 | NC      | $291683.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | KOREA 3YR BND FUT DEC25 KEZ5                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |          -36 | NC      | $32400.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA FUTURES EXCHANGE                                            | US DOLLAR FUT DEC25 KUZ5                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | KR        |          211 | NC      | $4604.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | ZCS BRL 13.29 06/23/25 01/02/31 CME                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2400000 | NC      | $4113.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 5YR NOTE (CBT) FUT MAR26 FVH6                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -413 | NC      | $-35404.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 2YR NOTE (CBT) FUT MAR26 TUH6                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |            8 | NC      | $1615.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | US 2YR NOTE (CBT) FUT MAR26 TUH6                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -713 | NC      | $39116.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 01/02/2026                                                      | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       900000 | PA      | $896956.00    | 0.04%             | 2026-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                     | LONG GILT FUTURE MAR26 G H6                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           81 | NC      | $86079.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                         | GNII II 6% 12/01/2055 #TBA                                                   | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18800000 | PA      | $19156906.72  | 0.76%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                         | GNII II 6% 12/01/2055 #TBA                                                   | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -16700000 | PA      | $-17017039.48 | -0.68%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 15YR 5% 12/01/2040 #TBA                                                 | CUSIP: 01F0504C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5700000 | PA      | $5765906.25   | 0.23%             | 2040-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 15YR 5% 12/01/2040 #TBA                                                 | CUSIP: 01F0504C7<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -3800000 | PA      | $-3843937.50  | -0.15%            | 2040-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 30YR 6% 12/01/2055 #TBA                                                 | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9400000 | PA      | $9625453.36   | 0.38%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 30YR 6% 12/01/2055 #TBA                                                 | CUSIP: 01F0606C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -9400000 | PA      | $-9625453.36  | -0.38%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 30YR 6.5% 12/01/2055 #TBA                                               | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1400000 | PA      | $1450203.16   | 0.06%             | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 30YR 6.5% 12/01/2055 #TBA                                               | CUSIP: 01F0626C0<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -1400000 | PA      | $-1450203.16  | -0.06%            | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS MXN TIIE1-8.13500 04-29-25-10Y* CME                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     36100000 | NC      | $-7814.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 01/08/2026                                                      | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       500000 | PA      | $497993.92    | 0.02%             | 2026-01-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                      | BANQUE FED CRED MUTUEL PARIS FRN SOFR+99 10/16/2028 144A                     | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $200853.80    | 0.01%             | 2028-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXII LTD                              | BENEFIT STREET PARTNERS CLO XXII LTD AR2 TSFR3M+115 04/20/2035 144A          | CUSIP: 08186UAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250254.75    | 0.01%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXII LTD                                         | MARBLE POINT CLO XXII LTD AR TSFR3M+ 07/25/2034 144A                         | CUSIP: 56606GAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250174.50    | 0.01%             | 2034-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                    | MORGAN STANLEY PRIVATE BANK NA FRN SOFR+77 07/06/2028                        | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |       250000 | PA      | $250491.95    | 0.01%             | 2028-07-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | ZCS BRL 13.57 07/17/25 01/02/31 CME                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      8000000 | NC      | $25268.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIX LTD                                             | SYMPHONY CLO XXIX LTD 2025-29A AR TSFR3M+115 10/15/2035 144A                 | CUSIP: 87168GAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250025.00    | 0.01%             | 2035-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-32A A1                                                  | SYMP 2022-32A A1 AR TSFR3M+ 10/23/2035 144A                                  | CUSIP: 87168NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       250000 | PA      | $250021.50    | 0.01%             | 2035-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 01/29/2026                                                      | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $99375.67     | 0.00%             | 2026-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CLP 4.67500 09/17/25 5Y CME                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     -8300000 | NC      | $-24.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FACT S A                                                          | FACT SA/LU 1MEUR+ 09/22/2031 REGS                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | LU        |       345086 | PA      | $401093.77    | 0.02%             | 2031-09-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD             | FEDERAL HOME LN MTG MLT CTF GT 25-5567 FB SOFR30A+100 08/25/2055             | CUSIP: 3137HMEX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       279494 | PA      | $280518.12    | 0.01%             | 2055-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 02/05/2026                                                      | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       200000 | PA      | $198626.83    | 0.01%             | 2026-02-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 15YR 5% 01/01/2041 #TBA                                                 | CUSIP: 01F050411<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -700000 | PA      | $-708121.12   | -0.03%            | 2041-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 15YR 5% 01/01/2041 #TBA                                                 | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       700000 | PA      | $708121.12    | 0.03%             | 2041-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 30YR 6% 01/01/2056 #TBA                                                 | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       800000 | PA      | $819031.28    | 0.03%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                              | UMBS 30YR 6.5% 01/01/2056 #TBA                                               | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1400000 | PA      | $1450914.08   | 0.06%             | 2056-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-2 LTD                                          | WELLFLEET CLO 2021-2 LTD A1R TSFR3M+115 07/15/2034 144A                      | CUSIP: 95023AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $249975.00    | 0.01%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 02/12/2026                                                      | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $99250.66     | 0.00%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 12/23/2025                                                      | CUSIP: 912797RY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       400000 | PA      | $399046.99    | 0.02%             | 2025-12-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS EUR 2.75000 03/18/26 10Y LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      6900000 | NC      | $-61935.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS EUR 3.00000 03/18/26 30Y LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -4200000 | NC      | $130165.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | ZCS BRL 13.47 80-22-25 01/02/31 CME                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2400000 | NC      | $5802.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | ZCS BRL 13.385 01/02/2031 CME                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      -200000 | NC      | $-595.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 01/06/2026                                                      | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       100000 | PA      | $99620.40     | 0.00%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS CAD CAONREPO-3.2500 03/18/26 30Y LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -5800000 | NC      | $4868.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR USD SOFR-4 03/18/26 10Y LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      8100000 | NC      | $-14243.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR GBP SONIO 4.75 03/18/26 30Y LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -2900000 | NC      | $-97988.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CLP 4.7000 09/17/25 5Y CME                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -1587300000 | NC      | $-7518.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS THB THORON 1.00 03/18/26 5Y LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    155600000 | NC      | $-58892.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS TWD 1.75000 03/18/26 5Y LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -85600000 | NC      | $2393.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS SGD SIBSORA-1.50000 03-18-26-5Y LCH                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      8800000 | NC      | $-105846.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS INR MIBOR-5.75000 03/18/26 5Y LCH                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    478300000 | NC      | $9737.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS HKD 3.0 03/18/26 5Y LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     17500000 | NC      | $6189.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS KRW 2.50000 03-18-26-5Y LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -5795600000 | NC      | $65414.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS CAD CAONREPO-2.75000 03-18-26-5Y LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      -200000 | NC      | $-376.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | KOSPI2 FUTURE TRS EQUITY *BULLET* MYI                                        | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DIR              | CORP              | GB        |      1500000 | NC      | $123184.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS CAD CAONREPO-3.0000 03/18/26 10Y LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     10400000 | NC      | $-6338.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR GBP SONIO-3.5000 03/18/26 2Y LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -1800000 | NC      | $-8268.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR GBP SONIO-4.25 03/18/26 10Y LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      5500000 | NC      | $23465.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR USD SOFR-3.50000 03/18/26 5Y LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       900000 | NC      | $-4402.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR USD SOFR 3.50000 03/18/26 2Y LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -6800000 | NC      | $19415.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS CAD CAONREPO 2.50000 03/18/26 2Y LCH                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      5400000 | NC      | $4884.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR USD SOFR-4.000 03/18/26 30Y LCH                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -2900000 | NC      | $6575.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS CNY 1.50000 03/18/26 5Y LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -34700000 | NC      | $-16879.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS EUR 2.00000 03-18-26-2Y LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      1800000 | NC      | $-275.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 6290 12/19/2025                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |           50 | NC      | $43250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 4300 09/18/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |           88 | NC      | $337480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS AUD 4.25000 03/18/26 10Y LCH                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      3300000 | NC      | $-64617.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR JPY MUTK-1.5000 03/18/26 10Y LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -609700000 | NC      | $40858.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS AUD 3.25 03/18/26 2Y LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -14600000 | NC      | $99302.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | RFR JPY MUTK 2.50000 3/18/26 30Y LCH                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -451800000 | NC      | $35425.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS COP IBR 8.79000 09/17/25 5Y CME                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -1906700000 | NC      | $24485.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS HUF 6.12500 9/23/25 5Y CME                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    360000000 | NC      | $-12817.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS HUF 6.13000 9/24/25 5Y CME                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    655410000 | NC      | $-8065.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CDX ITRAXX XOV44 5Y ICE                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      1750000 | NC      | $22568.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | BOA CDX EM44 ICE 12/20/2030                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      7100000 | NC      | $56787.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CDX ITRAXX MAIN44 5Y ICE                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     15150000 | NC      | $35438.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | ICE CDX ITXEB544 12/20/2030                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     33000000 | NC      | $95505.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CFM CDX NA IG S45 5YR 12/20/30                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     63000000 | NC      | $84502.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CFM ITRAXX XOVER S44 5YR 12/20/30                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     12000000 | NC      | $144727.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CFM CDX EM CDSI S44 5YR 12/20/2030                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      3000000 | NC      | $21347.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | SET50 FUTURE TRS EQUITY *BULLET* MYI                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DIR              | CORP              | GB        |        17400 | NC      | $4902.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 02/03/2026                                                      | CUSIP: 912797SJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        46000 | PA      | $45694.36     | 0.00%             | 2026-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                         | CFM ICE CDXHY S45 5Y T0 CDX 12/20/30                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      5000000 | NC      | $32576.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                          | KOSPI2 FUTURE TRS EQUITY BULLET MYI 12/11/2025                               | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DIR              | CORP              | GB        |       500000 | NC      | $22929.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS ZAR 7.56000 09-22-25-5Y CME                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     91700000 | NC      | $79455.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 02/10/2026                                                      | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       107000 | PA      | $106219.54    | 0.00%             | 2026-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 4200 10/16/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |           87 | NC      | $344520.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 6250 01/16/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |           45 | NC      | $120600.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                             | CDX ITRAXX XOV44 5Y 35-100% SP BOA                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              | CORP              | US        |       200000 | NC      | $48310.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CZK 4.13000 10-01-25-10Y CME                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -21400000 | NC      | $9257.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | BOVESPA INDEX FUT TRS EQUITY GST PRECOM                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |            7 | NC      | $19756.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 02/17/2026                                                      | CUSIP: 912797SR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       400000 | PA      | $396802.58    | 0.02%             | 2026-02-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | BOVESPA INDEX FUT TRS EQUITY GST                                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |           12 | NC      | $33764.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS MXN TIIE1-8.38000 04/11/25 10Y* CME                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      5300000 | NC      | $-3567.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES                                   | SET50 FUTURE TRS EQUITY *BULLET* MYI                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         5400 | NC      | $-868.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVERGREEN CR CARD TR                                              | EVERGREEN CR CARD 25-1A A SOFR+59 10/15/2029 144A                            | CUSIP: 30023JCZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |       500000 | PA      | $499801.10    | 0.02%             | 2029-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | IRS MYR 3.00000 03/18/26 5Y LCH                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     13400000 | NC      | $-22723.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS ZAR 6.86000 10/15/25 5Y CME                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      8800000 | NC      | $3050.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS PLN 4.19500 09/29/25 5Y CME                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      9900000 | NC      | $26596.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 02/24/2026                                                      | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       180000 | PA      | $178433.18    | 0.01%             | 2026-02-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                             | OIS ILS SHIRON-3.80000 07-04-25-5Y LCH                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      7700000 | NC      | $-5614.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORTGAGE HOUSE RMBS OSMIUM SERIES 2024-2                          | MORTGAGE HOUSE RMBS OSMIUM SERIES 2024-2 A1L BBSW1M+130 03/15/2056           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | AU        |       263963 | PA      | $173637.40    | 0.01%             | 2056-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORDE SERIES 2025-1 TRUST                                          | ORDE SERIES 2025-1 TRUST BBSW1M+115 06/11/2056                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | AU        |       861182 | PA      | $565918.39    | 0.02%             | 2056-06-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CZK 3.70500 8/25/25 5Y CME                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -82000000 | NC      | $18652.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 03/03/2026                                                      | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        72000 | PA      | $71319.84     | 0.00%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS COP IBR-9.11500 10/31/25 5Y*CME                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -6890900000 | NC      | $53535.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 03/10/2026                                                      | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       234000 | PA      | $231616.67    | 0.01%             | 2026-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | BOVESPA INDEX FUT TRS EQUITY GST                                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |           15 | NC      | $17057.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | OIS MXN TIIE1 7.30000 12/17/25-5Y* CME                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     56600000 | NC      | $3904.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO TRUST                                                     | KKR CLO TRUST 33A AR TSFR3M+108 07/20/2034 144A                              | CUSIP: 48254QAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250108.50    | 0.01%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | BOVESPA INDEX FUT TRS EQUITY GST                                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |            9 | NC      | $666.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 4200 11/20/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |           78 | NC      | $351000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                                    | S and P 500 INDX PUT 6400 02/20/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |           44 | NC      | $320100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS HUF 6.41800 11/19/25 5Y CME                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -1558040000 | NC      | $-4270.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS HUF 6.50000 11-25-25-5Y CME                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -142660000 | NC      | $-1599.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 16 LTD                                                    | KKR CLO 16 LTD 2016 A1R3 TSFR3M+114 10/20/2034 144A                          | CUSIP: 48251BBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250000.00    | 0.01%             | 2034-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                            | US TREASURY RP 4.0% 12/1/25                                                  | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |     19800000 | PA      | $19800000.00  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                      | IRS CLP 4.75000 11/17/25 5Y CME                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -1329200000 | NC      | $1660.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | BOVESPA INDEX FUT TRS EQUITY GST                                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |            4 | NC      | $884.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer