# EDGAR Filing Document

**Accession Number:** 0002026275
**File Stem:** 0001410368-26-062264
**Filing Date:** 2026-6
**Character Count:** 1658745
**Document Hash:** c5d7363b28e05294a03b2f25118a549a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-062264.hdr.sgml**: 20260617

**ACCESSION NUMBER**: 0001410368-26-062264

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260617

**DATE AS OF CHANGE**: 20260617

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23973
- **FILM NUMBER:** 261097140

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-951-5000

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $906316146.48

**Total Liabilities:** $854431581.19

**Net Assets:** $51884565.29

**Delayed Delivery Securities:** $333485533.07

**Cash Not Reported:** $8958809.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -72.50000000 | **1-Year:** -3622.72000000 | **5-Year:** -20349.77000000 | **10-Year:** -21677.71000000 | **30-Year:** -5884.57000000

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

- **3-Month:** 108.50000000 | **1-Year:** -445.25000000 | **5-Year:** -1979.65000000 | **10-Year:** 362.97000000 | **30-Year:** 378.00000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -2.93%               | 1.68%                | 2.41%                |
| Class ID N/A | -2.87%               | 1.74%                | 2.47%                |
| Class ID N/A | -2.87%               | 1.74%                | 2.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-46731.36               | $100483.39                                 |
| Month 2  | $-166210.77              | $213934.31                                 |
| Month 3  | $487743.15               | $-5841057.38                               |

### Schedule of Portfolio Investments

| Name                                              | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Goldman Sachs & Co. LLC                           | GENERAL ELECTRIC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -23681 | OU      | $1066.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PDF SOLUTIONS INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -26951 | OU      | $427.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 5.95% 09/16/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    15434000 | OU      | $-318.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DOMINION RESOURCES INC/VA CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       33661 | OU      | $1233.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMPHENOL CORP-CL A CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -127392 | OU      | $3.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $742.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $5.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NORTHERN OIL & GAS INC TRS 0.0000% 05-20-2033           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -159395 | OU      | $-15733.12    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $1123.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AT&T INC CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9032 | OU      | $17.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | STOXX EUROPE 600 INDUSTRIA TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -168136 | OU      | $-735.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -540250 | PA      | $-541710.08   | -1.04%            | 2052-07-22      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $793.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS JPY 1.8125% 06/21/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11398000 | OU      | $742.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development     | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Short            | DBT              | NUSS              | XX        |    -1027000 | PA      | $0.00         | 0.00%             | 2032-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CHROMA ATE INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -36824 | OU      | $-2486.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 5.286% 06/17/2036 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  -158772000 | OU      | $-413.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.375% 06/16/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      293000 | OU      | $1713.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ABBOTT LABORATORIES CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       31555 | OU      | $-1140.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CISCO SYSTEMS INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -11180 | OU      | $-1538.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds                | Hellenic Republic Government Bonds                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |      685000 | PA      | $759784.77    | 1.46%             | 2054-06-15      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |           1 | NC      | $-56.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GS YUASA CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -627585 | OU      | $-207.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | JABIL INC CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13418 | OU      | $-1431.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | GASOLINE RBOB FUT Jun26                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $24028.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FERRARI NV CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -39306 | OU      | $2393.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CAMECO CORP CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       19772 | OU      | $652.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-342.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | RESONA HOLDINGS INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -6716210 | OU      | $-624.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2748165 | PA      | $3229792.95   | 6.22%             | 2046-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NOK 4.5% 09/16/2027 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20702000 | OU      | $11054.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BILFINGER SE CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       43577 | OU      | $-4808.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SGD 1.887% 09/16/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -201000 | OU      | $-790.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2164.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GRANITE RIDGE RESOURCES INC CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -48722 | OU      | $-6192.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DISCO CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -3501600 | OU      | $-706.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BRUNELLO CUCINELLI SPA CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |      -18989 | OU      | $-1011.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $1388.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INTELLIA THERAPEUTICS INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3620 | OU      | $411.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $827.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SARTORIUS AG-VORZUG CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -3930 | OU      | $266.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BASF SE CFD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -127172 | OU      | $-5373.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CONOCOPHILLIPS TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      134454 | OU      | $8054.74      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                     | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      380000 | PA      | $379053.96    | 0.73%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TOCALO CO LTD CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -204862 | OU      | $-221.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FLAT GLASS GROUP CO LTD-H CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     -723239 | OU      | $2719.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ORUKA THERAPEUTICS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15984 | OU      | $181.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TAIWAN SEMICON CFD (USD)                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      279962 | OU      | $47805.03     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | APPLOVIN CORP-CLASS A CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -117566 | OU      | $5085.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CROWDSTRIKE HOLDINGS INC TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6930 | OU      | $-201.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DIEBOLD NIXDORF INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -10917 | OU      | $163.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $75.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                    | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Short            | DBT              | CORP              | US        |     -375000 | PA      | $-367757.56   | -0.71%            | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |      678000 | PA      | $771887.22    | 1.49%             | 2036-02-01      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SO-ITRAXX-EUROPES45V1-5     1.0000% 06-20-31            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |    -2150000 | NC      | $-317.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ILS 3.5% 06/17/2031 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      662000 | OU      | $1133.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SUMITOMO ELECTRIC INDUSTRIES CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    15143568 | OU      | $4321.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ACCOR SA TRS 0.0000% 05-05-2028                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -3090 | OU      | $-28.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WAYFAIR INC TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       84304 | OU      | $-14237.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |           0 | PA      | $0.00         | 0.00%             | 2028-11-21      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ROTORK PLC CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       43349 | OU      | $-2019.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ARCUTIS BIOTHERAPEUTICS INC CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13986 | OU      | $773.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SVENSKA HANDELSBANKEN-A SHS CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -291743 | OU      | $361.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT PHP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PH        |           1 | NC      | $-1559.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME NICKEL (USD) 06/17/26                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -2 | NC      | $-21019.20    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-52.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |           1 | NC      | $2173.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT HUF/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $12012.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HOST HOTELS & RESORTS INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       96508 | OU      | $-725.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KINDER MORGAN INC TRS 0.0000% 05-20-2033                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -274766 | OU      | $-8803.26     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | T-MOBILE US INC MAY 26 205C                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          24 | NC      | $6312.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP PAY 1 Fixed     4.0000% 03-10-28             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19060000 | NC      | $59959.88     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CONSTELLATION BRANDS INC-A CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      105049 | OU      | $-923.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ISRAEL DISCOUNT BANK-A CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |     -154596 | OU      | $2730.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | VULCAN MATERIALS CO CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1165 | OU      | $-41.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |           1 | NC      | $-2714.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | QBE INSURANCE GROUP LTD CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      158032 | OU      | $-2061.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EO-USDCAD(USD) 05/21/26 1.3643C                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |       66000 | OU      | $173.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD BRL/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-265.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VERIZON COMMUNICATIONS INC TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -23452 | OU      | $-802.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 7.405% 09/16/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1094000 | OU      | $905.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ALLOGENE THERAPEUTICS INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10929 | OU      | $1309.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-922.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CRACKER BARREL OLD COUNTRY CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -38948 | OU      | $111.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $4939.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $222.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HOME DEPOT INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -162366 | OU      | $7500.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ACCTON TECHNOLOGY CORP CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       58926 | OU      | $10572.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | STERIS PLC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       44150 | OU      | $-1858.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD KRW/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $982.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                | Banco Santander SA                                      | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Short            | DBT              | CORP              | ES        |     -200000 | PA      | $-240563.40   | -0.46%            | 2034-04-22      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ASPEED TECHNOLOGY INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |        5265 | OU      | $1108.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $2296.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CAPGEMINI SE CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       96812 | OU      | $-6000.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UROGEN PHARMA LTD CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |       -5636 | OU      | $-607.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD COP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $491.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SEK 2.71875% 06/17/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2377000 | OU      | $-1545.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PRECISION DRILLING CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -20796 | OU      | $-545.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NATIONAL BANK OF GREECE CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GR        |        2062 | OU      | $-183.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                       | MICRO SILVER JUl 26                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $6567.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2034-01-31      | None          | 4.63%                 | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |     5784500 | PA      | $6529181.17   | 12.58%            | 2039-10-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROKO AB CFD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       -5052 | OU      | $-13.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | WALT DISNEY CO/THE CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       26517 | OU      | $1287.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $24.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CHF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2870.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CAPGEMINI SE CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       34653 | OU      | $368.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | KR        |           1 | NC      | $-42.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BKV CORPORATION CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12820 | OU      | $-1809.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2037-10-30      | None          | 4.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | UNITEDHEALTH GROUP INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3542 | OU      | $162.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS BRL 12.99% 01/02/2031 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      618425 | OU      | $2650.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | METSO CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |       33850 | OU      | $-3440.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-413.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VINCI SA TRS 0.0000% 05-15-2033                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -2410 | OU      | $104.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | WTI CRUDE FUTURE  Jun26                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $24300.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2568.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-143.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $-90.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DTE ENERGY CO TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15115 | OU      | $-508.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | REALTEK SEMICONDUCTOR CORP CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      -46309 | OU      | $-71.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SIEMENS ENERGY AG CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |         337 | OU      | $30.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | WHEAT FUTURE OPTN 07/01/26 6.75C                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           7 | NC      | $6868.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TALANX AG CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      181744 | OU      | $-12966.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5249.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CMS ENERGY CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      103542 | OU      | $-403.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |     1892000 | PA      | $2235552.26   | 4.31%             | 2034-10-31      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KLA CORP CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        1540 | OU      | $210.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BALOISE HOLDING AG - REG CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -16236 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                    | JPN 10Y BOND(OSE) Jun26                                 | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -1 | NC      | $5998.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -4085472 | PA      | $-4475175.34  | -8.63%            | 2031-07-31      | None          | 0.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EXXON MOBIL CORP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -183482 | OU      | $-7269.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS AUD 4.59375% 06/17/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -234000 | OU      | $-6948.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                           | COCOA FUTURE      Jul26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -5 | NC      | $-10200.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4773.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2054.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CHEESECAKE FACTORY INC/THE CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -98661 | OU      | $-6457.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | INTEL CORP JUN 26 105C                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          16 | NC      | $10720.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | IBIDEN CO LTD CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -2754346 | OU      | $-8307.72     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1901.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-984.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | THE CIGNA GROUP CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8328 | OU      | $-680.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-895.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MONTANA AEROSPACE AG CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -15140 | OU      | $3128.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TENCENT HOLDINGS LTD CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       10450 | OU      | $-122.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD NZD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $67.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANQUE CANTONALE VAUDOISE TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -40851 | OU      | $2742.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FUJI ELECTRIC CO LTD CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -1450145 | OU      | $-2325.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CYTOKINETICS INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       23347 | OU      | $-766.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BROADCOM INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      103941 | OU      | $5426.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $4285.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | RANGE RESOURCES CORP CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -76270 | OU      | $-2551.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SKANDINAVISKA ENSKILDA BAN-A CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -5071721 | OU      | $2302.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-29.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | KR        |           1 | NC      | $-22.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-41.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2032-07-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | LUMO KODIT OYJ CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |      -10361 | OU      | $151.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                 | Portugal Obrigacoes do Tesouro OT                       | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              |  | PT        |     1187040 | PA      | $1357146.11   | 2.62%             | 2035-06-15      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                   | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $146550.00    | 0.28%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KOREA ELECTRIC POWER CORP CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |     -126456 | OU      | $344.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | COMPASS GROUP PLC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -2584 | OU      | $-7.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                             | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | XX        |           1 | NC      | $33.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SHOPIFY INC - CLASS A CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       26756 | OU      | $-1318.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FREEPORT-MCMORAN INC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5755 | OU      | $1016.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD COP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $2714.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DOW INC CFD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -76849 | OU      | $-7774.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GEELY AUTOMOBILE HOLDINGS LT CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -20578 | OU      | $101.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS INR 6.425% 09/16/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -10137000 | OU      | $-1353.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                 | DISH Network Corp                                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      385000 | PA      | $397435.50    | 0.77%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | INNOLUX CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -19113 | OU      | $-257.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GILEAD SCIENCES INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -29217 | OU      | $170.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 4.8335% 09/16/2028 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   189721000 | OU      | $503.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HOLCIM LTD CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -2635 | OU      | $25.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $672.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -727168 | PA      | $-878945.31   | -1.69%            | 2056-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ALPHABET INC-CL A CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       73798 | OU      | $20863.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                          | European Investment Bank                                | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              |  | LU        |     4895000 | PA      | $5610965.56   | 10.81%            | 2036-01-14      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $5997.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |           1 | NC      | $955.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TARGA RESOURCES CORP CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      480365 | OU      | $42915.96     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BROOKFIELD CORP CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      -18491 | OU      | $-1108.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $524.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | E-Mini Russ 2000  Jun26                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               |  | US        |          -2 | NC      | $-6980.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GIVAUDAN-REG CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -65551 | OU      | $-1714.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SGD 1.504% 06/17/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -752000 | OU      | $-264.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | LEAN HOGS FUTURE  Feb27                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           4 | NC      | $-1465.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | COSTCO WHOLESALE CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      403271 | OU      | $3555.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS JPY REC 5 FIXED     1.4500% 02-07-35             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   197241000 | NC      | $-16663.05    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 3.13% 06/17/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -650000 | OU      | $2747.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TECHNIPFMC PLC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       13412 | OU      | $1021.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $2739.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SS SPDR S&P OG EXP & PROD CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      142406 | OU      | $9607.08      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1122.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GENERAL ELECTRIC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         912 | OU      | $-41.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | AIRBNB INC 05/08/26W 155C                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          35 | NC      | $3885.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HOSIDEN CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -526055 | OU      | $-148.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-398.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PERMIAN RESOURCES CORP CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      383102 | OU      | $39482.92     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SANDISK CORP 05/01/26W 920P                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |           5 | NC      | $2005.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GODADDY INC - CLASS A CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4857 | OU      | $-263.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WALMART INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -209405 | OU      | $-6597.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DARDEN RESTAURANTS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -225466 | OU      | $1440.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | OBSIDIAN ENERGY LTD CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -108472 | OU      | $-38729.35    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | EO-USDBRL(USD) 05/07/26 5.128P                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       27000 | OU      | $772.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansas City Board Of Trade                        | KC HRW WHEAT FUT  Jul26                                 | CUSIP: 000000000<br>LEI: VDJLMWORI3ZMK2V6EV47 | N/A              | DCO              |  | US        |          -1 | NC      | $-3850.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | AVAGO TECHNOLOGIES LTD 05/08/26W 450C                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |         -12 | NC      | $-1896.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | RIGAKU HOLDINGS CORP CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |      750715 | OU      | $268.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $10686.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.8405% 09/17/2036 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   180215000 | OU      | $166.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $109.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FUJIFILM HOLDINGS CORP CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -3751852 | OU      | $1783.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $25.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GENERAC HOLDINGS INC TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -20205 | OU      | $-3903.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |     1013000 | PA      | $1184146.98   | 2.28%             | 2034-04-30      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CACTUS INC - A CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      156774 | OU      | $7210.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                             | GENMAB A/S/GENMAB FINANCE LLC                           | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      200000 | PA      | $208533.50    | 0.40%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SAAB AB-B CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -906651 | OU      | $4903.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD COP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $392.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NOVARTIS AG-REG CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -38813 | OU      | $1762.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |      555000 | PA      | $628433.53    | 1.21%             | 2040-10-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WALMART INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19156 | OU      | $-23.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ARGENX SE CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        -710 | OU      | $48.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     1659500 | PA      | $1600124.31   | 3.08%             | 2037-09-07      | None          | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HILTON WORLDWIDE HOLDINGS  TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      158987 | OU      | $-1813.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MARRIOTT INTERNATIONAL-CL A CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4923 | OU      | $221.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ARK INNOVATION ETF CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -78629 | OU      | $1120.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -2862210 | PA      | $-3458610.10  | -6.67%            | 2029-10-22      | None          | 0.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |      588000 | PA      | $664608.02    | 1.28%             | 2046-04-30      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NORTHWEST NATURAL HOLDING CO CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -907 | OU      | $5.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NGK INSULATORS LTD CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -642720 | OU      | $-853.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MAZE THERAPEUTICS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -18573 | OU      | $179.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $261.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $42009.53     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.591% 01/29/2029 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    38784000 | OU      | $84693.81     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MSXXAI TRS 0.0000% 05-15-2033                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -91010 | OU      | $-7082.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ZURICH INSURANCE GROUP AG CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -40300 | OU      | $770.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EMMI AG-REG CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -36212 | OU      | $289.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $6503.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HANNOVER RUECK SE TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -88096 | OU      | $6167.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-4138.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2039-01-31      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 3.03% 12/12/2035 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1483000 | OU      | $-3187.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AGILENT TECHNOLOGIES INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -44271 | OU      | $1980.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PLANET FITNESS INC - CL A CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -85683 | OU      | $7412.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GERMANY DAX INDEX TRS 0.0000% 05-20-2033                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -670374 | OU      | $-10852.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $131.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VEOLIA ENVIRONNEMENT CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -7768 | OU      | $-171.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $17.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UBS GROUP AG TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      347850 | OU      | $-2605.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD PHP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-370.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KERING CFD                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -26061 | OU      | $1861.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $332.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WUXI LEAD INTELLIGENT EQUI-H CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      244601 | OU      | $554.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GLOBALWAFERS CO LTD CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       -7718 | OU      | $-509.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ANALOG DEVICES INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      100216 | OU      | $5578.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2037-02-01      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EQUITABLE HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1791 | OU      | $-24.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MADISON SQUARE GARDEN ENTERT CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3396 | OU      | $-217.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME NICKEL FUTURE May26                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $-11375.82    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium Government Bonds               | Kingdom of Belgium Government Bonds                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              |  | BE        |      491509 | PA      | $0.00         | 0.00%             | 2034-06-22      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $419.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD HKD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $33.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SO-ITRAXX-EUROPES45V1-5     1.0000% 06-20-31            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    -2150000 | NC      | $-317.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $16435.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VERISK ANALYTICS INC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -28760 | OU      | $-758.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MUNTERS GROUP AB CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -334695 | OU      | $-4885.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BRINKER INTERNATIONAL INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      104599 | OU      | $1359.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 4.853% 06/17/2031 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   217721000 | OU      | $2550.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KING YUAN ELECTRONICS CO LTD CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -20785 | OU      | $-1267.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LARGAN PRECISION CO LTD CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -26215 | OU      | $2602.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-534.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Laopu Gold Co. Ltd.                               | LAOPU GOLD CO L-H                                       | CUSIP: 000000000<br>LEI: 2549003X1NWK88OCWI97 | Long             | EC               | CORP              | CN        |          95 | NS      | $6761.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | Euro-BTP Future   Jun26                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -45 | NC      | $10205.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT CHF/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $13563.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -358500 | PA      | $-366280.69   | -0.71%            | 2060-01-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS BRL 13.28% 01/02/2031 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      343465 | OU      | $652.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HURON CONSULTING GROUP INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7115 | OU      | $59.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Liffe                               | ICE 3MTH SONIA MAR 26                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -28 | NC      | $-475.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VITA COCO CO INC/THE CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15883 | OU      | $5167.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TOKYO ELECTRON LTD CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -5179950 | OU      | $-5430.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                     | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -3950000 | PA      | $-3725960.96  | -7.18%            | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $11.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BEAM THERAPEUTICS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -28352 | OU      | $781.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MITSUBISHI UFJ FINL-SPON ADR CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -164865 | OU      | $-3469.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GE VERNOVA INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        1006 | OU      | $77.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ECHOSTAR CORP-A CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       10944 | OU      | $-969.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                            | Velocity Vehicle Group LLC                              | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $34441.48     | 0.07%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 3.19% 06/17/2056 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      290000 | OU      | $-1853.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | JX ADVANCED METALS CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     2086109 | OU      | $33.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FUCHS SE-PREF CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       55758 | OU      | $2578.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -5509000 | PA      | $-5596041.59  | -10.79%           | 2036-09-01      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.91% 03/18/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      535000 | OU      | $7729.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |     2857000 | PA      | $3266291.50   | 6.30%             | 2034-08-15      | None          | 2.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-459.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     1070000 | PA      | $1268361.05   | 2.44%             | 2055-10-01      | None          | 4.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NEXT PLC CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       59287 | OU      | $-3280.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $4136.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | Euro-OAT Future   Jun26                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           8 | NC      | $-1955.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -2700000 | PA      | $-3184007.98  | -6.14%            | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BIO-TECHNE CORP CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14389 | OU      | $779.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-44508.06    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | RED ROCK RESORTS INC-CLASS A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -255628 | OU      | $11837.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GALDERMA GROUP AG CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -1706 | OU      | $-128.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |    -1983000 | PA      | $-2275489.05  | -4.39%            | 2036-12-12      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | JX ADVANCED METALS CORP CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     1654478 | OU      | $3068.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CANADIAN NATURAL RESOURCES TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      160576 | OU      | $11346.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | YUM! BRANDS INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      160806 | OU      | $-2273.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD ILS/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-568.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NOKIA OYJ CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |       19670 | OU      | $1254.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SE        |           1 | NC      | $61.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 7.2085% 09/16/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8500000 | OU      | $1628.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BROADRIDGE FINANCIAL SOLUTIO CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12675 | OU      | $510.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $76.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-451.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $181.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | INNOVEX INTERNATIONAL INC CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       15228 | OU      | $990.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                         | S&P 500 INDEX MAY 15 7025P                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           1 | NC      | $2635.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2035-03-07      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | OTP BANK PLC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | HU        |    98576940 | OU      | $-16175.95    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WILLIAMS COS INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       42810 | OU      | $3357.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-380.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | 99D11SV3 - CDX-NAHYS45V1-5Y      5.0000% 12-20-30       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      -16850 | OU      | $1311.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WISTRON CORP CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -18032 | OU      | $-786.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INDUTRADE AB TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -27921 | OU      | $396.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SCHINDLER HOLDING-PART CERT CHF CFD                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |        2746 | OU      | $-12.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -2255000 | PA      | $-2692622.54  | -5.19%            | 2043-09-01      | None          | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WIX.COM LTD CFD (USD)                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |        3021 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-387.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS EUR REC 1 Fixed     1.9000% 03-15-28             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -35808000 | NC      | $4519.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CORPAY INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2361 | OU      | $216.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SAMSUNG ELECTRO-MECHANICS CO CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       40404 | OU      | $14985.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EXPRO GROUP HOLDINGS NV CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       22817 | OU      | $1275.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ZIJIN MINING GROUP CO LTD-H CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     1248441 | OU      | $-7575.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-343.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CCCY USD SOFR COMP USD NZD 1D NZD BKBM NZD USD 3M       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $29.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -1248750 | PA      | $-1124050.77  | -2.17%            | 2068-07-22      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WEATHERFORD INTERNATIONAL PL CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       29939 | OU      | $3055.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NAURA TECHNOLOGY GROUP CO-A CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |       37994 | OU      | $1466.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AIRTAC INTERNATIONAL GROUP CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |        3222 | OU      | $760.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BUNZL PLC TRS 0.0000% 05-05-2028                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       91076 | OU      | $9286.90      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROTORK PLC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       22375 | OU      | $-1671.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bonds                          | Finland Government Bonds                                | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              |  | FI        |      442000 | PA      | $509109.75    | 0.98%             | 2034-09-15      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | APR CORP/KOREA CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       81252 | OU      | $2403.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SCHAEFFLER AG CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -1409 | OU      | $70.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CHURCHILL DOWNS INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       61951 | OU      | $4601.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | EO-GBPCHF(GBP) 06/03/26 1.0621P                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       33000 | OU      | $345.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                     | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3060000 | PA      | $0.00         | 0.00%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BRENNTAG AG CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       52385 | OU      | $2454.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | APPLE INC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       91199 | OU      | $-567.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2047-07-22      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     1538500 | PA      | $1900464.63   | 3.66%             | 2043-10-22      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TRELLEBORG AB-B SHS CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      508171 | OU      | $-2188.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | POWERSHARES QQQ MAY 26 650P                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           3 | NC      | $1344.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | STOXX EUROPE 600 INSURANCE TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | EC        |       -8191 | OU      | $173.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT THB/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $1100.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $1643.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EQT AB TRS 0.0000% 05-15-2033                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -112523 | OU      | $810.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD PHP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $891.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                          | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147748.99    | 0.28%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NEXTRACKER INC-CL A CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       45259 | OU      | $3703.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DOW INC CFD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -686 | OU      | $-83.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds             | Panama Government International Bonds                   | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -200000 | PA      | $-221500.00   | -0.43%            | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | RECRUIT HOLDINGS CO LTD CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -4170875 | OU      | $865.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS JPY PAY 5 Fixed     1.7700% 09-09-35             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   229035000 | NC      | $39940.91     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NZD 3.59375% 06/16/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |    -2008000 | OU      | $-5361.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | META PLATFORMS INC WEEEKLY 05/01/26W 765C               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -5 | NC      | $-10.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                  | Abu Dhabi Crude Oil Pipeline LLC                        | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |      300000 | PA      | $265312.50    | 0.51%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD IDR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4193.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | POST HOLDINGS INC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       67092 | OU      | $157.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FLEX LTD CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |       73959 | OU      | $12372.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BJ S RESTAURANTS INC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -91147 | OU      | $1905.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VERISK ANALYTICS INC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -395460 | OU      | $-14292.23    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LONZA GROUP AG-REG CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -41554 | OU      | $4633.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds           | Bulgaria Government International Bonds                 | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              |  | BG        |      825000 | PA      | $953635.61    | 1.84%             | 2038-05-07      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AOZORA BANK LTD CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -8371020 | OU      | $2573.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | STRUCTURE THERAPEUTICS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       27505 | OU      | $-6489.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ABBOTT LABORATORIES CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2112 | OU      | $114.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |    -1217000 | PA      | $-1382047.09  | -2.66%            | 2032-10-31      | None          | 2.55%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1249.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GLOBALFOUNDRIES INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |         321 | OU      | $2.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MERLIN PROPERTIES SOCIMI SA CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      209454 | OU      | $-4659.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KIOXIA HOLDINGS CORP CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     6285137 | OU      | $23554.70     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SAUDI AWWAL BANK TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SA        |      -15262 | OU      | $1244.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FLEX LNG LTD CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |      -13987 | OU      | $-509.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD CZK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1240.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | CHIPOTLE MEXICAN GRILL-CLA MAY 26 30P                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          73 | NC      | $73.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                       | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-228.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SEADRILL LIMITED CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |       88324 | OU      | $6981.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2060-01-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD CHF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-751.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds               | Kingdom of Belgium Government Bonds                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Short            | DBT              |  | BE        |     -491509 | PA      | $0.00         | 0.00%             | 2034-06-22      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) Jun26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -1 | NC      | $-187.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GILEAD SCIENCES INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23901 | OU      | $1527.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |           1 | NC      | $-313.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SNOWFLAKE INC-CLASS A CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       96179 | OU      | $-9248.06     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT CLP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $74.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS GBP 3.86% 03/10/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -5225000 | OU      | $-35154.87    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CATERPILLAR INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6932 | OU      | $-1079.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $4905.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ILS 3.25% 06/16/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4532000 | OU      | $3103.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NORSK HYDRO ASA CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      120904 | OU      | $-638.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TERADYNE INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       23342 | OU      | $2074.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ACCENTURE PLC-CL A CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -119753 | OU      | $-1412.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | YAMAICHI ELECTRONICS CO LTD CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      947150 | OU      | $271.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TRATON SE CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -10495 | OU      | $-192.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1469.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank NV                                       | BNG Bank NV                                             | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              |  | NL        |      385000 | PA      | $266633.05    | 0.51%             | 2028-07-17      | None          | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VISTRA CORP TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15082 | OU      | $-560.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                            | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100545.05    | 0.19%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HOLCIM LTD - CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       44140 | OU      | $232.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | MARVELL TECH 05/08/26W 147P                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           4 | NC      | $596.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                           | SOLD HKD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $423.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $10195.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $155.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | QUALCOMM INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12773 | OU      | $-4466.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | Deutsche Bank AG                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Short            | DBT              | CORP              | DE        |     -400000 | PA      | $-481700.26   | -0.93%            | 2035-07-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2041-01-31      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VALLOUREC SA CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       25903 | OU      | $1339.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1996.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ASML HOLDING NV CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      348607 | OU      | $-7474.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | JX ADVANCED METALS CORP CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |      920288 | OU      | $193.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1613.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) Jun26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          46 | NC      | $-24093.73    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ILLUMINA INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -38264 | OU      | $1762.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SIEMENS ENERGY AG CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -17729 | OU      | $-4744.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS PLN 4.2895% 06/17/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -124000 | OU      | $-428.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                            | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      250000 | PA      | $143571.76    | 0.28%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GOLDMAN SACHS GROUP INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      729121 | OU      | $18208.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | NASD100 MICRO EMINJun26                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           2 | NC      | $8176.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SPOTIFY TECHNOLOGY SA CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |       22840 | OU      | $-3638.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KUMHO PETROCHEMICAL CO LTD CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |      -56063 | OU      | $-5354.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $34.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -7112000 | PA      | $-4696580.77  | -9.05%            | 2030-05-21      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DHL GROUP CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -8575 | OU      | $-368.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                        | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | DBT              | CORP              | US        |     -900000 | PA      | $-838259.67   | -1.62%            | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-0.47        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BILFINGER SE CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       79722 | OU      | $-4355.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                      | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      175000 | PA      | $160687.47    | 0.31%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                     | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -4705000 | PA      | $-4121413.73  | -7.94%            | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CAPITAL ONE FINANCIAL CORP CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      193045 | OU      | $-11309.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CHROMA ATE INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      116372 | OU      | $8189.20      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-351.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 7.635% 06/17/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2861000 | OU      | $356.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | ISHARES RUSSELL 2000 MAY 26 280C                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           7 | NC      | $2870.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |    -5433000 | PA      | $-5978567.84  | -11.52%           | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | KLA TENCOR CORP MAY 26 1640P                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $6294.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WEBUILD SPA CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       -2104 | OU      | $-22.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CHINA H BANKS TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |    -3143772 | OU      | $7728.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT DKK/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | DK        |           1 | NC      | $99.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MAKITA CORP CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -551774 | OU      | $-405.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                     | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     3740000 | PA      | $3732566.75   | 7.19%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | EO-USDCHF(USD) 05/21/26 .7785P                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       36000 | OU      | $202.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-170.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2037-01-04      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1066.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | STOREBRAND ASA TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     1941301 | OU      | $5911.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FINECOBANK SPA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       50934 | OU      | $-2371.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | JACK HENRY & ASSOCIATES INC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10309 | OU      | $8.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | TEXAS INSTRUMENTS MAY 26 250P                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          24 | NC      | $2544.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                       | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-876.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-112.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.94% 12/12/2035 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -575000 | OU      | $-5782.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1537.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ISHARES U.S. MEDICAL DEVICES CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4578 | OU      | $238.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | INVENTEC CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -66608 | OU      | $-9962.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS JPY REC 5 FIXED     1.4200% 01-11-35             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   487392000 | NC      | $-43547.26    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INTELLIA THERAPEUTICS INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -33436 | OU      | $3267.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TRS INTEL CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6043 | OU      | $-5200.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |      433000 | PA      | $243041.14    | 0.47%             | 2051-07-06      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BACHEM HOLDING AG CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -4380 | OU      | $22.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CHIPOTLE MEXICAN GRILL INC TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -92291 | OU      | $2251.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CN        |           1 | NC      | $-1385.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                          | European Investment Bank                                | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2033-04-13      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NOVONESIS (NOVOZYMES) B TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      -33043 | OU      | $-153.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TW        |           1 | NC      | $421.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $1170.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | IMPLENIA AG-REG CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       29815 | OU      | $-2918.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT THB/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $-817.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT IDR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $462.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     3647300 | PA      | $4795162.06   | 9.24%             | 2035-03-07      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DENALI THERAPEUTICS INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6434 | OU      | $219.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LASERTEC CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -3622320 | OU      | $-648.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TE CONNECTIVITY PLC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      -25014 | OU      | $3636.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MKS INC CFD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       39750 | OU      | $542.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DINO POLSKA SA TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |       -9220 | OU      | $144.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AMOREPACIFIC CORP CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |      -57794 | OU      | $1761.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GLENCORE PLC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      211565 | OU      | $9834.58      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2037-01-31      | None          | 4.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |           1 | NC      | $227.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ACCENTURE PLC                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      -39897 | OU      | $-848.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FIFTH THIRD BANCORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       77152 | OU      | $1424.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-213.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $441.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-313.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $98.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                         | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Short            | DBT              | CORP              | US        |     -595000 | PA      | $-581280.36   | -1.12%            | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |    -2462000 | PA      | $-2709637.87  | -5.22%            | 2042-11-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.341% 01/29/2029 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -38221000 | OU      | $-90660.05    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-143.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DAIMLER TRUCK HOLDING AG CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -21507 | OU      | $442.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.84% 01/14/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3133000 | OU      | $60806.02     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2040-07-30      | None          | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EQUIFAX CFD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -62595 | OU      | $4324.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $-39.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec                                | Province of Quebec                                      | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |     1759000 | PA      | $1237638.93   | 2.39%             | 2034-05-02      | None          | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FISCHER (GEORG)-REG CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -2128 | OU      | $-8.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds                | Hellenic Republic Government Bonds                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |      618000 | PA      | $752248.82    | 1.45%             | 2038-07-18      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMERIPRISE FINANCIAL INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -250912 | OU      | $-4049.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | INTL BUSINESS MACHINES CORP CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -133980 | OU      | $8557.68      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CELESTICA INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       38263 | OU      | $1876.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | UNIVERSAL HEALTH SERVICES-B CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -41651 | OU      | $2275.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CRACKER BARREL OLD COUNTRY CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -35577 | OU      | $-2413.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SANOFI-ADR CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -7889 | OU      | $296.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | LENNAR CORP CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1382 | OU      | $27.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CYTOMX THERAPEUTICS INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12152 | OU      | $-906.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CATERPILLAR INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1585 | OU      | $195.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INCYTE CORP CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -25052 | OU      | $472.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2152.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SANOFI-ADR CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -32105 | OU      | $943.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SPDR S&P METALS & MINING ETF CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -69503 | OU      | $-1615.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KONINKLIJKE AHOLD DELHAIZE N CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -6612 | OU      | $114.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 3.59375% 09/20/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      911000 | OU      | $3925.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT SGD/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |           1 | NC      | $-30.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SPDR S&P 500 ETF TRUST CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -128987 | OU      | $-1809.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ELITE MATERIAL CO LTD CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -22731 | OU      | $-14171.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                       | U.K. Inflation-Linked Gilts                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2045-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ALPHABET INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        2699 | OU      | $379.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HENNES & MAURITZ AB-B SHS CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -747471 | OU      | $5885.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2153.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $3089.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2073-10-22      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $309.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HEIDELBERG MATERIALS AG TRS 0.0000% 05-05-2028          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       35168 | OU      | $4138.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DAI-DAN CO LTD CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -551619 | OU      | $-124.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NATERA INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14503 | OU      | $-72.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SEAGATE TECHNOLOGY HOLDINGS CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      -26988 | OU      | $-6694.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-74.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | VERISK ANALYTICS INC-CL A CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -4433 | OU      | $5.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | THALES SA CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |        -527 | OU      | $69.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |      780000 | PA      | $885672.03    | 1.71%             | 2035-08-15      | None          | 2.60%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3138.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOOKING HOLDINGS INC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -26821 | OU      | $893.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                   | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        |  -334150000 | PA      | $-1966104.55  | -3.79%            | 2035-03-20      | None          | 1.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |     -767000 | PA      | $-572154.61   | -1.10%            | 2045-04-30      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 4.9% 06/17/2031 CMD                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   100402000 | OU      | $943.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KAKAO CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      -19841 | OU      | $489.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WALMART INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       53273 | OU      | $3070.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SGD 2.2405% 09/20/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      -82000 | OU      | $-15.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SEK 2.46875% 06/16/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     7191000 | OU      | $2754.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $5113.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AIRBNB INC-CLASS A CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       56684 | OU      | $6056.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | OCULIS HOLDING AG CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       18024 | OU      | $-711.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BIG YELLOW GROUP PLC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -40926 | OU      | $558.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-39.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-16.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | EURIBOR 3MO (LIFFE) 06/15/26 97.75C                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | GB        |         159 | NC      | $-26246.99    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TRELLEBORG AB-B SHS CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |        1142 | OU      | $-1.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SK HYNIX INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      -19733 | OU      | $-2419.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GRIFOLS SA CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      -27814 | OU      | $408.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Manitoba                              | Province of Manitoba                                    | CUSIP: 000000000<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |      612000 | PA      | $413872.73    | 0.80%             | 2034-08-28      | None          | 4.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     5268000 | PA      | $5541709.40   | 10.68%            | 2031-04-01      | None          | 0.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DOMINION ENERGY INC TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      110225 | OU      | $3746.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GENUS PLC CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       58395 | OU      | $-9525.51     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DOORDASH INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -26382 | OU      | $2939.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.5625% 09/16/2028 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      655000 | OU      | $5151.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ADDIKO BANK AG TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       68255 | OU      | $-7.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EBARA CORP CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     9157418 | OU      | $2415.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-158.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT PLN/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-419.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UNITE GROUP PLC/THE CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -38281 | OU      | $-670.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | RS GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       85376 | OU      | $-1434.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LOWE S COS INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -325262 | OU      | $7432.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BEIJER REF AB TRS 0.0000% 05-05-2028                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -47802 | OU      | $249.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMPHENOL CORP-CL A CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8378 | OU      | $16.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $410.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ALIMENTATION COUCHE-TARD INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -188255 | OU      | $-3976.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $5579.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     3525250 | PA      | $4171147.39   | 8.04%             | 2038-01-29      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                         | S&P 500 INDEX MAY 26 7000P                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           9 | NC      | $21042.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | EO-USDCHF(USD) 06/02/26 .7867C                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       36000 | OU      | $161.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-782.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AKZO NOBEL N.V. CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |        -426 | OU      | $30.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $106.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD BRL/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-173.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT PLN/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $1028.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds              | Qatar Government International Bonds                    | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Short            | DBT              | NUSS              | QA        |     -200000 | PA      | $-191329.50   | -0.37%            | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GALAPAGOS NV-SPON ADR CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |      -30158 | OU      | $1493.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TATE & LYLE PLC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -9265 | OU      | $-382.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TKMS AG& CO KGAA CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -27666 | OU      | $-926.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PENN ENTERTAINMENT INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       98127 | OU      | $8920.14      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KBC GROUP NV TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |       93862 | OU      | $-2429.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TOURMALINE OIL CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -377666 | OU      | $-23610.67    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2048-03-01      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-17636.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.5375% 09/17/2036 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    38311000 | OU      | $-4096.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DNOW INC CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       75804 | OU      | $9412.33      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | INTEL CORP 05/08/26W 110C                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -44 | NC      | $-4224.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PARADE TECHNOLOGIES LTD CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       -5882 | OU      | $-566.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | MARVELL TECH 05/01/26W 175C                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          20 | NC      | $600.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 4.87% 06/17/2028 CMD                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   109826000 | OU      | $113.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |      607000 | PA      | $0.00         | 0.00%             | 2032-10-31      | None          | 2.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MINERALYS THERAPEUTICS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6175 | OU      | $765.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NZD 3.71875% 06/17/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     -841000 | OU      | $-7868.37     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS GBP 4.3125% 06/17/2028 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      370000 | OU      | $195.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $317.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BRITISH AMERICAN TOBACCO P TRS 0.0000% 05-05-2028       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       34096 | OU      | $150.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 8.84% 06/11/2036 CMD                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1532000 | OU      | $762.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |           1 | NC      | $-233.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NASDAQ INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      257173 | OU      | $10101.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PUBLICIS GROUPE SA TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      139110 | OU      | $1491.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VERA THERAPEUTICS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       26464 | OU      | $-3816.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ISRAEL DISCOUNT BANK-A CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |     -451064 | OU      | $8777.02      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KOJAMO OYJ CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -13018 | OU      | $254.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AMERIPRISE FINANCIAL INC TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2283 | OU      | $-91.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PALANTIR TECHNOLOGIES INC-A CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19695 | OU      | $-915.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SNOWFLAKE INC-CLASS A CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       20017 | OU      | $-1729.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NHK SPRING CO LTD CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -497108 | OU      | $-497.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -1599000 | PA      | $-1982403.65  | -3.82%            | 2044-09-01      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANK LEUMI LE-ISRAEL BM TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |      254799 | OU      | $-1897.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development     | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     2054000 | PA      | $1053873.79   | 2.03%             | 2032-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) Jun26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -85 | NC      | $35170.33     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | POWERSHARES QQQ MAY 26 675C                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          37 | NC      | $26270.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ARCBEST CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3316 | OU      | $-766.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BROTHER INDUSTRIES LTD CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -662860 | OU      | $16.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MKS INC CFD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19906 | OU      | $1091.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SM ENERGY CO CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      196251 | OU      | $24558.76     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2045-04-30      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NOVA LTD CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |       18627 | OU      | $-612.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | JOHNSON MATTHEY PLC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        -693 | OU      | $-16.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MAXLINEAR INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2856 | OU      | $-3511.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1942.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HAYPP GROUP AB CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      389579 | OU      | $-3429.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | RENK GROUP AG CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       34245 | OU      | $230.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $244.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EO-USDCAD(USD) 05/21/26 1.3643P                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |       66000 | OU      | $392.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VAR ENERGI ASA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |      463838 | OU      | $4532.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.001% 03/19/2075 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1085000 | OU      | $290816.27    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |      842000 | PA      | $384639.22    | 0.74%             | 2050-10-22      | None          | 0.63%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-55.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.62% 06/17/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -66425000 | OU      | $1461.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NISOURCE INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       39739 | OU      | $961.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | S&P 500 MINI INDEX MAY 26 697P                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          13 | NC      | $2795.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FIRSTRAND LTD CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ZA        |     -131161 | OU      | $109.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INSULET CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -18882 | OU      | $2700.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT CHF/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $593.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ALPHABET INC TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       48545 | OU      | $6865.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-41.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                       | Heineken NV                                             | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |           0 | PA      | $0.00         | 0.00%             | 2045-11-14      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ELITE MATERIAL CO LTD CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       54934 | OU      | $11843.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MARATHON PETROLEUM CORP  SWP GS                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       95203 | OU      | $2623.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-15.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MAGNOLIA OIL & GAS CORP TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -27542 | OU      | $-2002.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CISCO SYSTEMS INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10295 | OU      | $-1142.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ENERGY TRANSFER LP CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -33635 | OU      | $-2182.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | UROGEN PHARMA LTD CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |      -26689 | OU      | $1167.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-7567.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | EO-EURHUF(EUR) 10/14/26 345P                            | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     -201000 | OU      | $-577.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 3.06% 08/15/2056 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -280200 | OU      | $1005.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $6885.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ALPHABET INC-CL C CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6355 | OU      | $901.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FTAI AVIATION LTD CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       38460 | OU      | $-2756.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca/Pacific                                 | ISHARES NORTH AMERICAN TECH-SOFTWARE ETF JUN 26 68      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          79 | NC      | $3950.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PHISON ELECTRONICS CORP CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -37575 | OU      | $-8405.37     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $170.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | EATON CORP PLC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |      -14192 | OU      | $-2695.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CRH PLC CFD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |        1398 | OU      | $22.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |           0 | PA      | $0.00         | 0.00%             | 2031-06-21      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BARCLAYS PLC ORD CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      101580 | OU      | $1895.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HILL & SMITH PLC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       14461 | OU      | $2054.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SHERWIN-WILLIAMS CO/THE CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        1375 | OU      | $-88.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $13.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | IDACORP INC CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       66259 | OU      | $1406.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ISHARES MSCI BRAZIL ETF TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -333615 | OU      | $-6812.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | EO-GBPUSD(GBP) 05/05/26 1.3314C                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      -20000 | OU      | $-539.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CORNING INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       36384 | OU      | $-250.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT DKK/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | DK        |           1 | NC      | $204.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KONECRANES OYJ CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |        4449 | OU      | $-92.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BORR DRILLING LTD CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |       -9712 | OU      | $-858.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AMPLITUDE INC-CLASS A CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1289 | OU      | $-54.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | KR        |           1 | NC      | $2037.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CNY 1.6005% 09/16/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -647000 | OU      | $126.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | KR        |           1 | NC      | $1072.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1892.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KONTRON AG CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |       -3251 | OU      | $6.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CELESTICA INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -103394 | OU      | $-8834.16     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-765.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3181.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT HUF/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $14977.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SIGMAROC PLC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       24465 | OU      | $-2132.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GARTNER INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2353 | OU      | $-23.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | QIAGEN N.V. CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       16785 | OU      | $-2642.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | OMNIVISION INTEGRATED CIRCUI CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      -70419 | OU      | $-4924.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SGD 1.8765% 09/16/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      -57000 | OU      | $-246.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                   | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |           0 | PA      | $0.00         | 0.00%             | 2033-03-20      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD IDR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $554.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SOFTBANK GROUP CORP-UNSP ADR CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      -16030 | OU      | $-1021.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-35.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ALFA LAVAL AB CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      193864 | OU      | $-593.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SAMSUNG ELECTRONICS CO LTD CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      127397 | OU      | $8677.80      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TJX COS INC/THE TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37975 | OU      | $-824.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HF SINCLAIR CORP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       82047 | OU      | $7947.67      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |      629000 | PA      | $718895.06    | 1.39%             | 2055-10-12      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | IHI CORP CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -596047 | OU      | $457.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                             | EO-USDBRL(USD) 05/05/26 5.2P                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |       27000 | OU      | $1169.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANK OF AMERICA CORP TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      487305 | OU      | $-7715.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                    | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |     -325000 | PA      | $-328932.18   | -0.63%            | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT SGD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $-371.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds             | Panama Government International Bonds                   | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Short            | DBT              | NUSS              | PA        |     -600000 | PA      | $-471900.00   | -0.91%            | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LUXSHARE PRECISION INDUSTR-A CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |       29667 | OU      | $833.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD COP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6081.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GIVAUDAN-REG CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -2884 | OU      | $123.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT PLN/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $-1857.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DYNE THERAPEUTICS INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -32527 | OU      | $3956.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KUAISHOU TECHNOLOGY CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -92457 | OU      | $878.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HYUNDAI MOBIS CO LTD CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      -21608 | OU      | $-464.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ATHABASCA OIL CORP TRS  0.0000% 05-15-2                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       -4135 | OU      | $-283.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                       | U.K. Inflation-Linked Gilts                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SELL Fixed CDS PANAM 1 06-31     1.0000% 06-20-31       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | PA        |     -100000 | OU      | $-446.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BLACK HILLS CORP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -22989 | OU      | $100.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-921.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ROYAL UNIBREW CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |       13588 | OU      | $-462.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PRIO SA CFD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       28570 | OU      | $1513.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                      | Barclays PLC                                            | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Short            | DBT              | CORP              | GB        |     -250000 | PA      | $-290340.88   | -0.56%            | 2036-01-31      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                            | Discovery Global Holdings Inc                           | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |      -75000 | PA      | $-53889.75    | -0.10%            | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |     3161360 | PA      | $0.00         | 0.00%             | 2045-10-12      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AOZORA BANK LTD TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -5092000 | OU      | $1958.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EVERCORE INC - A CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       18631 | OU      | $-1924.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                 | Japan Government CPI-Linked Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   376556256 | PA      | $2432115.35   | 4.69%             | 2029-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SAIPEM SPA CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       21567 | OU      | $955.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BAWAG GROUP AG CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |       22009 | OU      | $-1493.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Export Development Canada                         | Export Development Canada                               | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              |  | CA        |      950000 | PA      | $653477.09    | 1.26%             | 2030-09-04      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KKR & CO INC TRS 0.0000% 05-05-2028                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      300738 | OU      | $43896.87     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CADENCE DESIGN SYS INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -98724 | OU      | $-6414.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $2217.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $21.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $2372.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VERBUND AG CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      -29720 | OU      | $-658.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SEA LTD-ADR CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |       -2386 | OU      | $-75.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CONOCOPHILLIPS TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      237849 | OU      | $14716.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |     -410000 | PA      | $-280669.96   | -0.54%            | 2028-05-21      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SANDVIK AB CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      162844 | OU      | $678.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BRUNELLO CUCINELLI SPA TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       -2369 | OU      | $51.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GRAINGER PLC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -1252 | OU      | $38.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BANK OF IRELAND GROUP PLC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      113198 | OU      | $-226.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                           | Petco Health & Wellness Co Inc                          | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |      350000 | PA      | $353456.69    | 0.68%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD HKD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-264.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LIBERTY MEDIA CORP-LIB-NEW-C CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       74498 | OU      | $-2557.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | COCA-COLA CO/THE CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2793 | OU      | $-121.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ELEVANCE HEALTH INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1916 | OU      | $-342.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MITSUBISHI HEAVY INDS LTD CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -522696 | OU      | $-109.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SUMITOMO MITSUI-SPONS ADR CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -147649 | OU      | $1989.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2043-10-22      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SGD 1.704% 06/16/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      993000 | OU      | $575.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNG BANK NV                                       | BNG Bank NV                                             | CUSIP: 05591F3C2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     3612000 | PA      | $3541979.03   | 6.83%             | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2040-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | Euro-OAT Future   Jun26                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -1 | NC      | $-340.18      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | S&P 500 MINI INDEX MAY 26 695P                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |           6 | NC      | $1188.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | I3 VERTICALS INC-CLASS A CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1434 | OU      | $-9.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HUGO BOSS AG  -ORD CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        -303 | OU      | $16.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MONSTER BEVERAGE CORP CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       33827 | OU      | $-70.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INFINITY NATURAL RESOUR-CL A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4210 | OU      | $-172.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT PLN/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $473.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -3509000 | PA      | $-3995567.40  | -7.70%            | 2036-02-01      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NICHICON CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -626133 | OU      | $-1275.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EATON CORP PLC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      -22009 | OU      | $-1373.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HELMERICH & PAYNE CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10457 | OU      | $-1778.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | EO-USDCNY(USD) 04/06/27 6.7159C                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      123000 | OU      | $1468.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TOYOTA MOTOR CORP CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -575367 | OU      | $229.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INSMED INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       48893 | OU      | $-1995.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $155.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -2830000 | PA      | $-3898743.97  | -7.51%            | 2030-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ANALOG DEVICES INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      267002 | OU      | $27452.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DAI-ICHI LIFE HOLDINGS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     7849300 | OU      | $-1161.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TAKE-TWO INTERACTIVE SOFTWRE CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       82481 | OU      | $-1251.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 7.035% 06/18/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    40227000 | OU      | $-6565.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-100.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ADVANTEST CORP CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -596200 | OU      | $-189.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NIBE INDUSTRIER AB-B SHS CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -284775 | OU      | $-897.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ASML HOLDING NV-NY REG SHS CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       11770 | OU      | $-257.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SHINHAN FINANCIAL GROUP LTD CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |     -111672 | OU      | $-563.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD BRL/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1382.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                          | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      725000 | PA      | $709362.51    | 1.37%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EATON CORP PLC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       -6590 | OU      | $-338.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LG ELECTRONICS INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      -65400 | OU      | $-9526.39     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SK TELECOM CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |       66139 | OU      | $14615.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS EUR REC 1 Fixed     2.4000% 03-15-28             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    23872000 | NC      | $-19263.10    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                       | U.K. Inflation-Linked Gilts                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2045-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                    | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $205625.00    | 0.40%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ONE GAS INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       45280 | OU      | $311.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                              | Michaels Cos Inc/The                                    | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      825000 | PA      | $814728.67    | 1.57%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CBOE HOLDINGS INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -449250 | OU      | $7217.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FAIR ISAAC CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -70333 | OU      | $-1416.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IDEXX LABORATORIES INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -31485 | OU      | $1202.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ASPEED TECHNOLOGY INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       74236 | OU      | $35702.30     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2039-07-30      | None          | 3.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $270.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $14425.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EQT AB CFD                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -162291 | OU      | $1236.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FEDERAL EXPRESS CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1172 | OU      | $-37.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | UCB SA TRS 0.0000% 05-05-2028                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |       54787 | OU      | $-7924.32     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-573.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-53.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MKS INSTRUMENTS INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -25754 | OU      | $-351.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $3787.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TAKE-TWO INTERACTIVE SOFTWRE CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        1967 | OU      | $170.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | XCEL ENERGY INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26112 | OU      | $-1427.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TRUE CORP PCL/NEW-NVDR CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TH        |      100346 | OU      | $-4722.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CHENIERE ENERGY INC TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -37143 | OU      | $-3000.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | IMI PLC CFD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        2258 | OU      | $-101.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                | Republic of Poland Government International Bond        | CUSIP: 857524AL6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      120000 | PA      | $120393.60    | 0.23%             | 2056-04-14      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ALIBABA GROUP HOLDING LTD CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -30607 | OU      | $12.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD HKD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1895.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | APPLOVIN CORP-CLASS A CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13010 | OU      | $511.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CADENCE DESIGN SYS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -47721 | OU      | $-1058.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 5.605% 09/17/2036 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   -84727000 | OU      | $-75.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CZK 4.54% 03/12/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -6001000 | OU      | $-1469.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SAP AG CFD                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -32885 | OU      | $1496.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $205.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SEK 3.3125% 09/17/2036 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -4662000 | OU      | $-832.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $54.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $524.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | EQUIFAX INC CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -27493 | OU      | $1227.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ANGLO AMERICAN PLC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       47500 | OU      | $476.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DOMINION ENERGY INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15333 | OU      | $276.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $3158.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VIKING HOLDINGS LTD CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       73328 | OU      | $63.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SUBSEA 7 SA CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      507582 | OU      | $2758.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-6187.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SINFONIA TECHNOLOGY CO LTD CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -564000 | OU      | $-716.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | Euro-BTP Future   Jun26                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           2 | NC      | $328.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BERKELEY GROUP HOLDINGS/THE CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -27667 | OU      | $-402.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |     1694000 | PA      | $1984680.21   | 3.83%             | 2035-12-12      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PACCAR INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1008 | OU      | $57.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2061-10-22      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT SGD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SG        |           1 | NC      | $-160.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | APOGEE THERAPEUTICS INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2412 | OU      | $173.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VEOLIA ENVIRONNEMENT CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -73186 | OU      | $-1124.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                | Conagra Brands Inc                                      | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       75000 | PA      | $64037.23     | 0.12%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT COP/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $1687.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NITERRA CO LTD CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     6850476 | OU      | $1331.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MIZUHO FINANCIAL GROUP INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     8180648 | OU      | $-955.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | OTP BANK PLC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HU        |    14751900 | OU      | $-2837.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GRAB HOLDINGS LTD - CL A CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       -1768 | OU      | $163.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TIDEWATER INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       22273 | OU      | $1131.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HENNES & MAURITZ AB-B SHS CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -265951 | OU      | $1074.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                          | European Investment Bank                                | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Short            | DBT              |  | LU        |    -2138000 | PA      | $-2211203.82  | -4.26%            | 2033-04-13      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INDUSTRIA DE DISENO TEXTIL S.A*. CMN CFD                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -46009 | OU      | $3642.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ISHARES MSCI GLOBAL METALS & CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22947 | OU      | $-29.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ADIDAS AG CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -32697 | OU      | $249.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROYAL CARIBBEAN CRUISES LTD CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LR        |       21738 | OU      | $-1428.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC CFD           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       50444 | OU      | $1909.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1465.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bonds                          | Finland Government Bonds                                | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              |  | FI        |           0 | PA      | $0.00         | 0.00%             | 2038-04-15      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD NZD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-683.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | STEPSTONE GROUP INC-CLASS A CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       48982 | OU      | $-2006.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $335.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IONOS GROUP SE CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      116222 | OU      | $-9379.55     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | RHEINMETALL AG (CFD-MLI)                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       33943 | OU      | $-3107.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.09% 04/06/2027 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1807465000 | OU      | $1369.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 7.08% 06/17/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    22298000 | OU      | $-7484.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ISHARES JP MORGAN BOND FD CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -405678 | OU      | $3318.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NINTENDO CO LTD CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1811991 | OU      | $1104.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ICU MEDICAL INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19760 | OU      | $-1641.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 9.29% 06/18/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -2322000 | OU      | $1192.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CELLNEX TELECOM SA CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -19262 | OU      | $412.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AIRBNB INC TRS 0.0000% 05-15-2033                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       64905 | OU      | $1345.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VENTURE GLOBAL INC-CL A CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       23107 | OU      | $513.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2033-07-31      | None          | 0.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP PAY 1 Fixed     3.6880% 05-12-27             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9073000 | NC      | $68194.61     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CAP GEMINI SA - CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -18462 | OU      | $-727.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.02% 09/16/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -70167000 | OU      | $-564.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-125.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 6.787% 06/17/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    29634000 | OU      | $23042.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $1636.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NIKON CORPORATION CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -5292300 | OU      | $3722.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CAVA GROUP INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      136621 | OU      | $18439.49     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.697% 06/17/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   721411000 | OU      | $6243.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | EO-USDCHF(USD) 05/26/26 .7837C                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       66000 | OU      | $347.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LIFCO AB-B SHS CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -823345 | OU      | $8364.44      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-40.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $106.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $15.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MURATA MANUFACTURING CO LTD CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    15204242 | OU      | $11188.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                 | PSP Capital, Inc.                                       | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |     2813000 | PA      | $1951733.40   | 3.76%             | 2031-09-05      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SIEMENS ENERGY AG CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |        1070 | OU      | $22.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | UNITED THERAPEUTICS CORP CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       10074 | OU      | $210.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LUMENTUM HOLDINGS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -19692 | OU      | $-158.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Liffe                               | ICE 3MONTH SONIA OPTION 06/12/26W 96.5P                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          97 | NC      | $163936.76    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS JPY REC 5 Fixed     1.7700% 09-09-35             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   229035000 | NC      | $-18754.71    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-352.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | ISHARES MSCI 7-10 YEAR TRSURY BOND ETF JAN 27 91P       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         295 | NC      | $22567.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NEXTRACKER INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7028 | OU      | $834.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MCDONALDS CORP TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -84222 | OU      | $3484.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TW        |           1 | NC      | $309.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | INTEL CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       15742 | OU      | $13547.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SGD 1.304% 06/17/2027 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1023000 | OU      | $-236.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EURONET WORLDWIDE INC TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3192 | OU      | $79.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Liffe                               | ICE 3MONTH SONIA OPTION 06/12/26W 96.3P                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -194 | NC      | $-196065.07   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CONTEMPORARY AMPEREX TECHN-A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |        6497 | OU      | $-79.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | UNICREDITO SPA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      331417 | OU      | $-10189.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TANDEM DIABETES CARE INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       12489 | OU      | $-1008.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CONSTELLATION SOFTWARE INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       -2632 | OU      | $115.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GOLDMAN SACHS GROUP INC/TH TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20688 | OU      | $-558.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SAFRAN SA CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -88476 | OU      | $10219.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GODADDY INC - CLASS A CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5344 | OU      | $50.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $3085.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | EO-AUDJPY(AUD) 05/22/26 113.73C                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       60000 | OU      | $174.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BEAZLEY PLC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       19102 | OU      | $34.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT THB/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TH        |           1 | NC      | $87.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WEICHAI POWER CO LTD-H CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      923171 | OU      | $20849.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS JPY 1.11% 04/30/2027 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  4526932000 | OU      | $-12516.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $6910.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CHOW TAI FOOK JEWELLERY GROU CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -85950 | OU      | $640.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HALEON PLC CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       11425 | OU      | $-1265.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INDUSTRIAL SELECT SECT SPDR CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1733 | OU      | $-12.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 9.403% 06/18/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1768000 | OU      | $1236.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $4432.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BIOGEN INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -33280 | OU      | $-980.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | REA GROUP LTD CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -30586 | OU      | $-1282.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ESSILORLUXOTTICA CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -52128 | OU      | $6309.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-115563.37   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MUNTERS GROUP AB CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -215725 | OU      | $-603.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ZHEN DING TECHNOLOGY HOLDING CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |       45509 | OU      | $42012.62     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS PLN 4.6725% 06/17/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -180000 | OU      | $202.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SCHAEFFLER AG CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       -2129 | OU      | $-337.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Stock Exchange                            | VERTIV HOLDINGS LLC MAY 26 290P                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           7 | NC      | $2506.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UNICREDIT SPA TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      117094 | OU      | $-8379.68     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HYATT HOTELS CORP - CL A CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3281 | OU      | $97.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | ED-USDTWD(USD) 01/19/27 29P 29                          | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |        8000 | OU      | $477.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BUNZL PLC CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       13857 | OU      | $1018.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DSV A/S CFD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      901945 | OU      | $-11841.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ILS 3.745% 09/16/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -143000 | OU      | $-444.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $1352.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PUBLIC POWER CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GR        |       32713 | OU      | $-305.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | ADV. MICRO DEVICES 05/01/26W 292.5P                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -15 | NC      | $-75.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                     | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -8055500 | PA      | $-7819348.91  | -15.07%           | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $306.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | NVIDIA CORP WEEKLY 05/01/26W 217.5C                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           5 | NC      | $30.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.66% 06/17/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      334000 | OU      | $-370.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spyre Therapeutics Inc                            | Spyre Therapeutics Inc                                  | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |         259 | NS      | $19282.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT HUF/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $3997.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 7.24% 06/17/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    85723000 | OU      | $-5014.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $5055.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SPDR S&P BIOTECH ETF CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -41716 | OU      | $1398.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | VAIL RESORTS INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -39625 | OU      | $708.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2039-07-30      | None          | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD CZK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-390.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                             | Province of Ontario Canada                              | CUSIP: 683234EW4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     9004000 | PA      | $5116776.86   | 9.86%             | 2031-04-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                | Japan Government Twenty Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |    69600000 | PA      | $0.00         | 0.00%             | 2045-12-20      | None          | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MCDONALD S CORP CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      210267 | OU      | $-8864.06     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | OESTERREICHISCHE POST AG CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      -23520 | OU      | $2273.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $-1133.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MICRONICS JAPAN CO LTD CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -509760 | OU      | $-737.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-148.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CytomX Therapeutics Inc                           | CytomX Therapeutics Inc                                 | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |        2853 | NS      | $12039.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.61683% 06/17/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10670000 | OU      | $-2386.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DAIHEN CORP CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -558450 | OU      | $-909.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LIBERTY ENERGY INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       45424 | OU      | $11680.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2039-09-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CHURCHILL DOWNS INC TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      108109 | OU      | $9443.72      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VINCI S.A. CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -75103 | OU      | $5063.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | CDX.EM.45 1% 06/20/2031                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     5980000 | OU      | $158328.75    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-697.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $656.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $839.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ELANCO ANIMAL HEALTH INC  SWP DB                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15013 | OU      | $-830.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KEYENCE CORPORATION CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -3457620 | OU      | $-2595.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SXNP STXE 600 INDUGD&SER EUR GSCO  CFD                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -515954 | OU      | $12651.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $43.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                   | CUSIP: 900123DV9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $197950.00    | 0.38%             | 2031-05-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1405.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WIWYNN CORP CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -19055 | OU      | $-5051.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CHOICE HOTELS INTL INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       65040 | OU      | $-10050.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD PLN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1274.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS MYR 3.5887% 06/18/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      -41000 | OU      | $27.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BRITISH AMERICAN TOBACCO P TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       14277 | OU      | $579.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DHL GROUP CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -10814 | OU      | $-111.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TOCHIGI BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    15182167 | OU      | $-3513.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NOVATEK MICROELECTRONICS COR CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       -5853 | OU      | $76.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME ZINC FUTURE   May26                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           5 | NC      | $10655.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ALCHIP TECHNOLOGIES LTD CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -23949 | OU      | $-3818.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CHOCOLADEFABRIKEN LINDT-PC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -50390 | OU      | $3205.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP REC 1 Fixed     3.9000% 06-19-27             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -4700000 | NC      | $4667.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FAST RETAILING CO LTD CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -4404350 | OU      | $349.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2029-01-31      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $5468.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HERMES INTERNATIONAL CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -1656 | OU      | $34.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $739.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GRIFOLS SA CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -15833 | OU      | $772.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HEIDELBERG MATERIALS AG CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        4850 | OU      | $67.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NOK 4.40625% 06/17/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2693000 | OU      | $3059.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                 | Nexstar Media Inc                                       | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Short            | DBT              | CORP              | US        |     -330000 | PA      | $-332582.59   | -0.64%            | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | NATURAL GAS FUTR  Jan27                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          10 | NC      | $-35670.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LVMH MOET-HENNESSY LOUIS VUITTON CFD                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -41199 | OU      | $3730.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD IDR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-91.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NETCOMPANY GROUP AS CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      360679 | OU      | $-5576.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NOMURA MICRO SCIENCE CO LTD CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -511820 | OU      | $-535.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | POWERSHARES QQQ WEEKLY (FACTOR 100) 05/08/26W 669C      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           7 | NC      | $4858.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FERRARI NV CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      -48081 | OU      | $-495.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |     1047000 | PA      | $0.00         | 0.00%             | 2039-10-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | IONOS GROUP SE CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        4019 | OU      | $227.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KODIAK GAS SERVICES INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       16080 | OU      | $1615.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $403.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -3954000 | PA      | $-4697258.38  | -9.05%            | 2037-02-01      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     4535000 | PA      | $5293952.73   | 10.20%            | 2036-07-01      | None          | 3.80%                 | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                       | U.K. Inflation-Linked Gilts                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS AUD 5.25% 09/17/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -925000 | OU      | $-2382.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MITSUBISHI ELECTRIC CORP CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -551200 | OU      | $-663.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds              | Republic of Austria Government Bonds                    | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              |  | AT        |      341000 | PA      | $233134.08    | 0.45%             | 2117-09-20      | None          | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DAIMLER TRUCK HOLDING AG CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |         862 | OU      | $0.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | 3 MONTH SOFR OPTION DEC 27 97.5C                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          71 | NC      | $25737.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.83% 06/17/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -17213000 | OU      | $4737.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BELIMO HOLDING AG-REG CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -27740 | OU      | $752.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | RESONA HOLDINGS INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -5385744 | OU      | $-2027.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WILLIAMS-SONOMA INC TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18708 | OU      | $1131.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-5755.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca/Pacific                                 | CONSUMER DISCRETIONARY MAY 26 122C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          47 | NC      | $2350.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HEALTH CARE SELECT SECTOR CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -43297 | OU      | $521.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $1126.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $1365.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TARSUS PHARMACEUTICALS INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       28301 | OU      | $-1012.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TAIWAN SEMICONDUCTOR MANUFAC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       10062 | OU      | $354.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $5780.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FLEX LTD CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SG        |       23598 | OU      | $2035.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $103.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3384.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                           | COFFEE  C  FUTURE Mar27                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $-1114.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MICRON TECHNOLOGY INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        1429 | OU      | $122.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KONTRON AG CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |        -189 | OU      | $-28.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ASPEED TECHNOLOGY INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       26574 | OU      | $4229.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT CZK/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |           1 | NC      | $18.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KAKAO CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |      -61045 | OU      | $-5071.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VALERO ENERGY CORP CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -30352 | OU      | $-3746.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AVISTA CORP CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -56457 | OU      | $-137.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | JERONIMO MARTINS CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |        5265 | OU      | $-171.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT CLP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $740.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | UBS GROUP AG-REG CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       77183 | OU      | $10454.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BAE SYSTEMS PLC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       77339 | OU      | $-9361.95     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     1216000 | PA      | $1410787.16   | 2.72%             | 2032-11-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS AUD 4.53125% 09/15/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1652000 | OU      | $-512.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AMPHENOL CORP-CL A CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        4301 | OU      | $706.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $189.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS EUR REC 1 Fixed     1.9000% 03-15-28             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -35808000 | NC      | $5342.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $5969.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                           | Sweden Government Bonds                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              |  | SE        |           0 | PA      | $0.00         | 0.00%             | 2036-10-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |           1 | NC      | $1254.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GLOBALFOUNDRIES INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -14783 | OU      | $-4984.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TRACTOR SUPPLY COMPANY CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -55667 | OU      | $5228.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WESTLAKE CORP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15223 | OU      | $-801.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |    10855389 | PA      | $12092778.11  | 23.31%            | 2032-01-31      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PALANTIR TECHNOLOGIES INC-A CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -60936 | OU      | $2092.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TIDEWATER INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      105014 | OU      | $7184.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                          | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      325000 | PA      | $306930.73    | 0.59%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IMPLENIA AG-REG CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       15580 | OU      | $-1414.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-17249.09    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1506.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UNIMICRON TECHNOLOGY CORP CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -23156 | OU      | $-10343.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD NZD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-13517.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                             | Campbell's Company/The                                  | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $885314.66    | 1.71%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5654.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT COP/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $578.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-123.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AGCO CORP CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -355 | OU      | $-8.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | META PLATFORMS INC TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       97379 | OU      | $-8652.15     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ALFA LAVAL AB CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      249424 | OU      | $1296.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                | Athene Holding Ltd                                      | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Short            | DBT              | CORP              | US        |     -100000 | PA      | $-97080.70    | -0.19%            | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KION GROUP AG TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -41574 | OU      | $-813.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TRANSDIGM GROUP INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1265 | OU      | $105.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KONECRANES OYJ CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       80366 | OU      | $-6133.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |           0 | PA      | $0.00         | 0.00%             | 2045-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                           | Sweden Government Bonds                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              |  | SE        |     3120000 | PA      | $189958.97    | 0.37%             | 2071-06-23      | None          | 1.38%                 | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | ORACLE CORP MAY 26 200C                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          33 | NC      | $1122.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | JIANGXI COPPER CO LTD-H CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |     -151510 | OU      | $831.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NISOURCE INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         621 | OU      | $6.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds            | Morocco Government International Bonds                  | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      225000 | PA      | $240484.50    | 0.46%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | EMMI AG TRS 0.0000% 05-05-2028                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -4920 | OU      | $16.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AMERICAN WATER WORKS CO INC CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       19721 | OU      | $-1357.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SKANDINAVISKA ENSKILDA BAN TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -2892038 | OU      | $4205.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ROYAL UNIBREW CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      817191 | OU      | $-24593.68    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ALCON INC CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -48438 | OU      | $3516.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | L&F CO LTD CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |      -55017 | OU      | $-8294.52     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     3211329 | PA      | $3880475.19   | 7.48%             | 2029-10-22      | None          | 0.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-289.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 3.091% 01/09/2056 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -8184000 | OU      | $91001.11     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | WILLIAMS COS INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      180459 | OU      | $9247.92      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SKAN GROUP AG CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       31973 | OU      | $-1451.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.81% 02/15/2035 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -2816200 | OU      | $1520.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ENVISTA HOLDINGS CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13650 | OU      | $-550.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PALANTIR TECHNOLOGIES INC-A CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13931 | OU      | $-297.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp.                         | Queensland Treasury Corp.                               | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Short            | DBT              |  | AU        |     -555000 | PA      | $0.00         | 0.00%             | 2036-03-18      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1707.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                    | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |     -100000 | PA      | $-101162.40   | -0.19%            | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NZD 4.3125% 09/16/2036 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -162000 | OU      | $-1274.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                            | Connect Holding II LLC                                  | CUSIP: 000000000<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |      540000 | PA      | $514452.60    | 0.99%             | 2031-04-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD CLP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $687.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT CHF/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $256.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | YESWAY INC-A CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       66171 | OU      | $5073.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | POWERTECH TECHNOLOGY INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      -58257 | OU      | $665.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                          | Block Communications Inc                                | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Short            | DBT              | CORP              | US        |      -75000 | PA      | $-69440.10    | -0.13%            | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | FTSE 100 INDEX MAY 26 10400P                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               |  | GB        |        -180 | NC      | $-35343.69    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | RORZE CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -498845 | OU      | $-1003.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $3600.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                              | CP Atlas Buyer, Inc.                                    | CUSIP: 000000000<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |      407950 | PA      | $363842.45    | 0.70%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2030-03-07      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ALCHIP TECHNOLOGIES LTD CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       38549 | OU      | $9109.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | UCB SA CFD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |      -13697 | OU      | $14333.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FERRARI NV CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -28208 | OU      | $771.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | OBAYASHI CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -566126 | OU      | $49.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                            | Svensk Exportkredit AB                                  | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              |  | SE        |      358000 | PA      | $245688.79    | 0.47%             | 2031-04-01      | None          | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TOWA CORP CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -492725 | OU      | $-838.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KONINKLIJKE AHOLD DELHAIZE N CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -61620 | OU      | $2332.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BACHEM HOLDING AG CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -1872 | OU      | $-115.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $388.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2037-09-07      | None          | 1.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2052-07-22      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                               | Province of Alberta                                     | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |      815000 | PA      | $572510.20    | 1.10%             | 2034-05-15      | None          | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AEHR TEST SYSTEMS CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19477 | OU      | $-4612.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NVE CORP CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12140 | OU      | $-609.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $66.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $2900.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PALFINGER AG CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |       44685 | OU      | $1872.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | IBIDEN CO LTD CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1876000 | OU      | $-5400.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $11.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 7.84% 09/11/2031 CMD                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    -3084000 | OU      | $-2907.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AMPHENOL CORP-CL A CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       33900 | OU      | $-1058.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DELL TECHNOLOGIES -C  SWP GS                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -51673 | OU      | $-1191.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GREAT PORTLAND ESTATES PLC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -25442 | OU      | $932.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CAMECO CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       40795 | OU      | $-191.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BANK HAPOALIM BM CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |      311923 | OU      | $-2662.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT CZK/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $38.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2032-07-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SCHLUMBERGER LTD CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -92641 | OU      | $-7809.18     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ZTE CORP-H CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |     -134620 | OU      | $-1325.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-231.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NZD 3.96875% 09/16/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -557000 | OU      | $-2871.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ALCHIP TECHNOLOGIES LTD CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      114564 | OU      | $18265.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | QNITY ELECTRONICS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -25410 | OU      | $-471.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PROCORE TECHNOLOGIES INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       25014 | OU      | $390.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1499.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2054-08-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | THOMSON REUTERS CORP CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -63115 | OU      | $-518.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMADEUS IT GROUP SA CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -29508 | OU      | $1603.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME LEAD FUTURE   May26                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -6 | NC      | $-3910.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD ILS/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1432.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $208.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TEXAS ROADHOUSE INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       93478 | OU      | $-908.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | QUALCOMM INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -11441 | OU      | $-4900.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HISCOX LTD-CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |      196390 | OU      | $-10690.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | IBERDROLA SA CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -76379 | OU      | $-363.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA                           | Anheuser-Busch InBev SA/NV                              | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Short            | DBT              | CORP              | BE        |     -375000 | PA      | $-414637.91   | -0.80%            | 2044-03-22      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PARK HOTELS & RESORTS INC-WI CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -85598 | OU      | $-1447.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $57.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BEIERSDORF AG CFD (EUR)                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       94868 | OU      | $-9463.09     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS EUR PAY 10 Fixed     3.4500% 04-04-41            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      845000 | NC      | $-2376.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HMH HOLDING INC CL-A CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       33850 | OU      | $5688.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-27.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | EO-AUDJPY(AUD) 05/22/26 113.73P                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       60000 | OU      | $683.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NRG ENERGY INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11792 | OU      | $-900.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |           1 | NC      | $-1725.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SIEMENS ENERGY AG CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -3208 | OU      | $-280.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SUMCO CORP CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -537240 | OU      | $-399.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ENN ENERGY HOLDINGS LTD TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      320045 | OU      | $-1283.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | RESMED INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4749 | OU      | $258.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $52.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NOVA LTD CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |       54814 | OU      | $-3269.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MAGNOLIA OIL & GAS CORP - A CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -98926 | OU      | $2611.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2604.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CHIPOTLE MEXICAN GRILL-CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -28040 | OU      | $-410.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HUFVUDSTADEN AB-A SHS CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       -3682 | OU      | $13.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TECK RESOURCES LTD-CLS B CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       12705 | OU      | $32.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BANCO SANTANDER SA TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      118617 | OU      | $-4195.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GREGGS PLC TRS 0.0000% 05-15-2033                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -1639 | OU      | $142.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD NZD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $742.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | EO-USDNOK(USD) 06/02/26 9.3132C                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      -36000 | OU      | $-384.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BUNZL PLC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       64671 | OU      | $1487.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3239.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP PAY 1 Fixed     3.5880% 05-12-27             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -13609000 | NC      | $-118331.13   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $2491.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MONOLITHIC POWER SYSTEMS INC                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4473 | OU      | $-370.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 7.88% 09/16/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      715000 | OU      | $1114.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD DKK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-54.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-727.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ORACLE CORP TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -84596 | OU      | $673.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NASPERS LTD-N SHS CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ZA        |      -62676 | OU      | $-141.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-34.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KONECRANES OYJ CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |       34128 | OU      | $-4081.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PINTEREST INC- CLASS A CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1424 | OU      | $67.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds            | Romania Government International Bonds                  | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Short            | DBT              | NUSS              | RO        |     -372000 | PA      | $-398226.00   | -0.77%            | 2053-01-17      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $52.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT ILS/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $388.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MAGNUM ICE CREAM CO NV/THE CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       66685 | OU      | $2377.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2039-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | TW        |           1 | NC      | $95.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EPAM SYSTEMS INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       20708 | OU      | $-2844.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SOUTHWEST GAS HOLDINGS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15107 | OU      | $410.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MUNTERS GROUP AB CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -29790 | OU      | $-40.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | WHEAT FUTURE(CBT) Mar27                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           6 | NC      | $3825.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |     -553000 | PA      | $0.00         | 0.00%             | 2042-11-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PARTNERS GROUP HOLDING AG CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |        -847 | OU      | $-4.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KONINKLIJKE HEIJMANS N.V CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |        8332 | OU      | $-162.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SCHOLAR ROCK HOLDING CORP CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       48182 | OU      | $-1199.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GESTAMP AUTOMOCION SA CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       -3552 | OU      | $-10.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 4.613% 06/17/2028 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   654726000 | OU      | $4267.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HALLIBURTON CO CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       66031 | OU      | $8882.10      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-744.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT CZK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CZ        |           1 | NC      | $2732.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $470.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | 10X GENOMICS INC-CLASS A CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -21902 | OU      | $2851.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CAPITAL ONE FINANCIAL CORP CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      346827 | OU      | $-24295.26    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |     -544000 | PA      | $-573346.82   | -1.11%            | 2038-09-01      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DEUTSCHE BANK AG-REGISTERED CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -1951 | OU      | $140.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-11.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INDUTRADE AB CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -759009 | OU      | $15594.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FIRSTENERGY CORP CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -74336 | OU      | $5099.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS USD REC 10 Fixed     2.9000% 02-24-37            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1385000 | NC      | $-3862.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ANTERO RESOURCES CORP CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       43921 | OU      | $3230.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KUAISHOU TECHNOLOGY CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -31414 | OU      | $191.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | IBIDEN CO LTD TRS 0.0000% 05-05-2028                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    19255054 | OU      | $72647.81     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CNY 1.464% 06/17/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2254000 | OU      | $1.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS PLN 4.216% 09/16/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -293000 | OU      | $-518.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |     -463000 | PA      | $-242226.27   | -0.47%            | 2050-11-04      | None          | 0.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS MYR 3.543% 06/18/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      -43000 | OU      | $5.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 7.035% 06/18/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12029000 | OU      | $-1963.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MERCK & CO. INC. CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3864 | OU      | $261.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | AMAZON.COM INC JUN 26 250P                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           6 | NC      | $3240.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2036-02-15      | None          | 2.90%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                               | OMERS Finance Trust                                     | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              |  | CA        |      863000 | PA      | $606598.53    | 1.17%             | 2029-10-16      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MICRON TECHNOLOGY INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -933 | OU      | $-101.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CZK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2875.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $299.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2038-01-29      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ON SEMICONDUCTOR CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       25269 | OU      | $14853.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $109.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | EO-USDJPY(USD) 05/11/26 158.82C                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       50000 | OU      | $81.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TALANX AG TRS 0.0000% 05-15-2033                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      149206 | OU      | $-9103.44     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AMERICAN ELECTRIC POWER CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        8206 | OU      | $294.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-4059.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | APPLIED MATERIALS INC TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -23106 | OU      | $-169.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PRUDENTIAL PLC TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      154699 | OU      | $-3902.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BANCO BILBAO VIZCAYA ARGENTA CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      322745 | OU      | $-15503.11    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $168.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SMITHS GROUP PLC TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       19944 | OU      | $153.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ISHARES RUSSELL 2000-SNX                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       98597 | OU      | $3140.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | WEICHAI POWER CO LTD-H CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      199999 | OU      | $7828.49      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds               | Kingdom of Belgium Government Bonds                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              |  | BE        |      507179 | PA      | $585786.10    | 1.13%             | 2030-10-22      | None          | 2.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MASCO CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3390 | OU      | $158.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MURATA MANUFACTURING CO LTD CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    11462720 | OU      | $12369.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MICRON TECHNOLOGY INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12774 | OU      | $-1706.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT CHF/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $1109.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                        | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      250000 | PA      | $193885.42    | 0.37%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-37349.96    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BEIERSDORF AG CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        4206 | OU      | $-366.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $705.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KOREA ZINC CO LTD CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      -49592 | OU      | $2225.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development     | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1533000 | PA      | $1522625.28   | 2.93%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT HUF/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $37453.33     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HCA HEALTHCARE INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       21375 | OU      | $-1824.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GE VERNOVA INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7921 | OU      | $-746.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                   | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        |   -72100000 | PA      | $-422363.46   | -0.81%            | 2031-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT COP/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $530.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                   | Ontario Teachers' Finance Trust                         | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              |  | CA        |     1596000 | PA      | $1730345.82   | 3.33%             | 2032-05-03      | None          | 1.85%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2458.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds            | Uruguay Government International Bonds                  | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Short            | DBT              | NUSS              | UY        |     -200000 | PA      | $-180140.00   | -0.35%            | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AMAZON.COM INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      108498 | OU      | $7332.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BROADCOM INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       33566 | OU      | $1498.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KGHM POLSKA MIEDZ SA CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |       72475 | OU      | $-1275.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HONG KONG EXCHANGES & CLEAR CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |      -14904 | OU      | $-15.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | RIGAKU HOLDINGS CORP CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1189383 | OU      | $1138.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | LIVE CATTLE FUTR  Feb27                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           3 | NC      | $2675.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ARISTA NETWORKS INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14349 | OU      | $-503.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 2.49% 11/29/2029 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -4468000 | OU      | $-72535.09    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $34.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | RENK GROUP AG CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       66935 | OU      | $-1329.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Serbia International Bonds                        | Serbia International Bonds                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      100000 | PA      | $97500.00     | 0.19%             | 2038-05-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | Micro WTI Crude F JUN 26                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           5 | NC      | $5389.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NETFLIX INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -298542 | OU      | $7882.87      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CONSTELLATION ENERGY CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -19267 | OU      | $-1704.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3139.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CA        |           1 | NC      | $2908.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | RS GROUP PLC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       12739 | OU      | $687.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT PHP/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |           1 | NC      | $282.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MITSUBISHI UFJ FINANCIAL GRO CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -17868800 | OU      | $-2141.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD PHP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1366.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                               | CPPIB Capital, Inc.                                     | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Short            | DBT              |  | CA        |    -1583000 | PA      | $0.00         | 0.00%             | 2035-08-27      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4431.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.33% 03/15/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1869000 | OU      | $720.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EQUINOR ASA-SPON ADR CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |       19193 | OU      | $2526.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                   | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        |  -120450000 | PA      | $-744495.01   | -1.43%            | 2035-12-20      | None          | 2.10%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2041-10-22      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS JPY 2.09375% 09/16/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -5585000 | OU      | $-922.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT DKK/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | DK        |           1 | NC      | $-8.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MEDIATEK INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |          57 | OU      | $27.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | APPLIED MATERIALS INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      117735 | OU      | $8896.68      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INFORMA PLC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |         -33 | OU      | $1.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $27.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $8462.22      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DELTA ELECTRONICS INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       45321 | OU      | $10572.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | POWELL INDUSTRIES INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4135 | OU      | $-855.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |     -607000 | PA      | $0.00         | 0.00%             | 2032-10-31      | None          | 2.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $74.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds               | Kingdom of Belgium Government Bonds                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              |  | BE        |      843250 | PA      | $972089.74    | 1.87%             | 2036-06-22      | None          | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AUTODESK INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2853 | OU      | $8.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | APPLE INC CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9591 | OU      | $-177.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TRANSDIGM GROUP INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2428 | OU      | $107.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5225.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | APOLLO GLOBAL MANAGEMENT INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -46167 | OU      | $-3132.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS GBP 3.56% 10/22/2029 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -2703000 | OU      | $-86078.17    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-71.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KIOXIA HOLDINGS CORP CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -3260400 | OU      | $-13941.27    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                           | Sweden Government Bonds                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              |  | SE        |           0 | PA      | $0.00         | 0.00%             | 2032-06-01      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | REPLY SPA CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       21693 | OU      | $467.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT COP/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | CO        |           1 | NC      | $608.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                           | SUGAR #11 (WORLD) Mar27                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          11 | NC      | $11102.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NOV INC TRS 0.0000% 05-15-2033                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3576 | OU      | $-270.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2618.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |           1 | NC      | $229.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                             | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $-510.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2061-10-22      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LG CHEM LTD CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      111912 | OU      | $14715.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | Micro EURO STOXX  Jun26                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          12 | NC      | $369.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 2.86% 03/31/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4914000 | OU      | $21722.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT HUF/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $0.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd                             | Lynas Rare Earths Ltd                                   | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |        1920 | NS      | $26693.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ISHARES MSCI JAPAN ETF CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -37819 | OU      | $-226.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ROLLS-ROYCE HOLDINGS PLC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -69697 | OU      | $-1246.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TOYO TIRE CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -543597 | OU      | $-9.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ANHEUSER-BUSCH INBEV SA/NV CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |        -128 | OU      | $-0.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SUBSEA 7 SA CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      511048 | OU      | $7823.06      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | REALTEK SEMICONDUCTOR CORP CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       -1529 | OU      | $-148.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SCOUT24 SE CFD                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |        -196 | OU      | $-20.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HYATT HOTELS CORP - CL A CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -38960 | OU      | $-1257.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ANALOG DEVICES INC TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -24768 | OU      | $-1378.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TOKYO SEIMITSU CO LTD CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -211250 | OU      | $-89.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia                   | State of North Rhine-Westphalia                         | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              |  | DE        |     1774000 | PA      | $869715.41    | 1.68%             | 2122-01-19      | None          | 1.45%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds            | Romania Government International Bonds                  | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      376000 | PA      | $354259.68    | 0.68%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 8.215% 09/04/2036 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1870000 | OU      | $2873.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME NICKEL FUTURE May26                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $10505.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD BRL/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-9.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $6758.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT ILS/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $11252.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $253.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SALZGITTER AG CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |         541 | OU      | $-11.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2063-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-588.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS AUD 4.65625% 09/20/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      248000 | OU      | $326.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PUBLICIS GROUPE (CFD-MLI) EUR                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      100551 | OU      | $1125.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-48.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SAFESTORE HOLDINGS PLC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -9065 | OU      | $532.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |     -798006 | PA      | $-913618.52   | -1.76%            | 2055-10-12      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | F5 INC CFD                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       43746 | OU      | $1275.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ASSA ABLOY AB-B CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      405030 | OU      | $-2483.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ADMIRAL GROUP PLC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      160844 | OU      | $4167.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ONTO INNOVATION INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -30689 | OU      | $3.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2038-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ROBINHOOD MARKETS INC - A CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2008 | OU      | $404.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-445.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TOA CORP CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -533776 | OU      | $349.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GREGGS PLC TRS 0.0000% 05-05-2028                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -5212 | OU      | $128.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-8353.63     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WISE PLC - A CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       41297 | OU      | $-1592.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-13957.03    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LIVANOVA PLC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       36393 | OU      | $-3157.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | RENK GROUP AG CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        9145 | OU      | $-8.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HELMERICH & PAYNE CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -94276 | OU      | $-18788.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ZHUHAI COSMX BATTERY CO LT-A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |       20278 | OU      | $550.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INTACT FINANCIAL CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -70248 | OU      | $-1079.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2128.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD NZD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $47.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CO-TECH DEVELOPMENT CORP CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       18150 | OU      | $820.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1322.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-SCHATZ FUT   Jun26                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -69 | NC      | $19694.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                           | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $14.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $5436.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | STOREBRAND ASA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |      790429 | OU      | $4471.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | JP MOMENTUM LONG TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -15675658 | OU      | $-3313.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | S&P 500 MINI INDEX 05/08/26W 695P                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          22 | NC      | $1408.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                          | CIRS SGD 1.878% 06/17/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -836000 | OU      | $-1535.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $4776.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-48.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AT&T INC CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -63056 | OU      | $2538.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOFTBANK GROUP CORP CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -2214336 | OU      | $-6452.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 7.551% 06/14/2028 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7537000 | OU      | $2088.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |      986000 | PA      | $0.00         | 0.00%             | 2034-04-30      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TENARIS SA TRS 0.0000% 05-20-2033                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |       10020 | OU      | $715.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | JAPAN STEEL WORKS LTD CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -588421 | OU      | $22.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FINCL SELECT SECTOR SPDR F TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -459233 | OU      | $1583.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 5.093% 06/17/2031 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    48915000 | OU      | $-7.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-6926.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1160.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                   | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |           0 | PA      | $0.00         | 0.00%             | 2031-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 7.14% 09/16/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1313000 | OU      | $-591.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOUTH BOW CORP CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -31676 | OU      | $-1905.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS GBP 4.69% 10/22/2041 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -550000 | OU      | $-7990.96     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EURO STOXX BANK PRICE INDEX CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -346449 | OU      | $-7682.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GLOBALFOUNDRIES INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -40897 | OU      | $-4064.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROLLS-ROYCE HOLDINGS PLC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       28155 | OU      | $-3014.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KINDER MORGAN INC - CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -69832 | OU      | $673.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $723.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IBERDROLA SA CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       -4891 | OU      | $-41.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LG ELECTRONICS INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |        -829 | OU      | $-136.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CASEYS GENERAL STORES INC CS                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      225111 | OU      | $25644.99     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                   | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |           0 | PA      | $0.00         | 0.00%             | 2035-03-20      | None          | 1.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CP ALL PCL-NVDR CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TH        |      -77941 | OU      | $3198.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $46.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $127.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |       77000 | PA      | $51270.38     | 0.10%             | 2047-07-22      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MOODYS CORP TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -62088 | OU      | $-261.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Short            | DBT              | CORP              | US        |     -575000 | PA      | $-560956.66   | -1.08%            | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | STRABAG SE-BR CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       13837 | OU      | $231.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | JP        |           1 | NC      | $841.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | NATURAL  GAS JUN 26                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $880.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | THEON INTERNATIONAL PLC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CY        |      -14844 | OU      | $1345.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SAUDI AWWAL BANK TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |     -111996 | OU      | $10970.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SPIE SA TRS 0.0000% 05-15-2033                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        3180 | OU      | $156.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ARES MANAGEMENT CORP TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      379430 | OU      | $-5980.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | EO-USDKRW(USD) 03/18/27 1485C                           | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     -122000 | OU      | $-3598.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AXSOME THERAPEUTICS INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37389 | OU      | $4784.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1703.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT COP/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-1441.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VISTA ENERGY SAB DE CV CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | MX        |       68408 | OU      | $8067.36      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.63% 04/13/2033 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -2033000 | OU      | $-47185.80    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | QUANTA COMPUTER INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       -8132 | OU      | $-845.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | JAPAN EXCHANGE GROUP INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    17180363 | OU      | $-2892.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $862.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $1309.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |     -608800 | PA      | $-629752.69   | -1.21%            | 2056-08-15      | None          | 2.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-450.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1827.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DICKS SPORTING GOODS INC TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       32287 | OU      | $-518.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD COP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1087.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VERTIV HOLDINGS CO TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -34980 | OU      | $-2467.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GILEAD SCIENCES INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -981 | OU      | $65.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-269.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2034-01-31      | None          | 4.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MSWLUMOL INDEX OTC 05/15/26 459.301P OTC-E              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         328 | NC      | $1650.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VIKING THERAPEUTICS INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6629 | OU      | $798.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DOMINOS PIZZA INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -64552 | OU      | $2777.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $1656.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AVEPOINT INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1444 | OU      | $40.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -1550000 | PA      | $-1304476.34  | -2.51%            | 2039-01-31      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WORKDAY INC-CLASS A CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5337 | OU      | $73.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ELEVANCE HEALTH INC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       16804 | OU      | $3522.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANK OF NEW YORK MELLON CORP CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      295195 | OU      | $5391.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ARGENX SE - ADR CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       66429 | OU      | $-4672.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-298.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 3.34% 10/15/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1237000 | OU      | $12681.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd                                              | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $20767.57     | 0.04%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS EUR PAY 10 FIXED     2.5200% 01-11-45            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     7347000 | NC      | $254996.35    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $-1627.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS BRL 13.2375% 01/02/2031 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     -451888 | OU      | $-1061.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | COMMONWEALTH BANK OF AUSTRAL CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -197479 | OU      | $6674.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INSULET CORP CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14580 | OU      | $2185.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2036-03-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | POSCO HOLDINGS INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      -51179 | OU      | $-13805.73    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DEVON ENERGY CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      164140 | OU      | $22282.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS PLN 5.042% 09/17/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -439000 | OU      | $-209.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SGD 1.505% 09/16/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -309000 | OU      | $-602.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bonds               | Oman Government International Bonds                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Short            | DBT              | NUSS              | OM        |     -200000 | PA      | $-218944.00   | -0.42%            | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |    -1144000 | PA      | $-1223808.88  | -2.36%            | 2041-05-15      | None          | 2.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ISHARES SEMICONDUCTOR ETF CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -32890 | OU      | $-1717.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FLEX LTD CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SG        |        8124 | OU      | $2862.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ARISTA NETWORKS INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1515 | OU      | $-557.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HELVETIA HOLDING AG TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       95632 | OU      | $-4380.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                               | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      827000 | PA      | $826571.42    | 1.59%             | 2035-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TOPIX TRS 1DT     0.0000% 05-22-23                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    75222769 | OU      | $-10117.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | COMFORT SYSTEMS USA INC CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -5736 | OU      | $-1624.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CABOT OIL & GAS CORP CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      238517 | OU      | $32531.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | INFORMA PLC CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -1693 | OU      | $-75.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | JAPAN MATERIAL CO LTD CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -511821 | OU      | $-266.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SKAN GROUP AG CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |        3798 | OU      | $668.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DNOW INC CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      117692 | OU      | $14834.24     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 7.73% 06/17/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1035000 | OU      | $-112.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $519.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AMAZON.COM INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      247049 | OU      | $60685.47     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TRADEWEB MARKETS INC-CLASS A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       83290 | OU      | $-5147.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CIE FINANCIERE RICHEMO-A REG CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -8831 | OU      | $644.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INTERMEDIATE CAPITAL GROUP CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -60311 | OU      | $1267.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HAMAMATSU PHOTONICS KK CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -536966 | OU      | $-317.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | IDACORP INC TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7179 | OU      | $60.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME PRI ALUM FUTR Jun26                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           3 | NC      | $-8948.25     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EO-EURUSD(EUR) 05/22/26 1.1779P                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |       56000 | OU      | $509.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | ED-USDTWD(USD) 01/19/27 29P 29                          | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |        8000 | OU      | $477.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $1658.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $43.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TWILIO INC - A CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       27231 | OU      | $456.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FUTU HOLDINGS LTD-ADR CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -16143 | OU      | $1000.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | US FOODS HOLDING CORP CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      255770 | OU      | $1701.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HCA HEALTHCARE INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11726 | OU      | $-1299.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2040-09-01      | None          | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ORACLE CORP CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12057 | OU      | $597.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GE VERNOVA INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1795 | OU      | $-372.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                               | AUST 3YR BOND FUT Jun26                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          -2 | NC      | $324.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $1112.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MEDINCELL SA CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       12954 | OU      | $495.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BELIMO HOLDING AG-REG CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -20208 | OU      | $-3396.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD KRW/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-500.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                      | Netherlands Government Bonds                            | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              |  | NL        |      831078 | PA      | $929573.35    | 1.79%             | 2035-07-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Genuine Financial Holdings LLC                    | Genuine Financial Holdings LLC First Lien               | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -199495 | PA      | $-183635.10   | -0.35%            | 2030-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $47.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CENCORA INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2261 | OU      | $105.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS PLN 3.79% 06/16/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -830000 | OU      | $-1767.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD HKD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $0.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $3115.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LUNDIN MINING CORP CFD (CAD)                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       83354 | OU      | $-9120.20     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SAMSUNG ELECTRO-MECHANICS CO CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |       14110 | OU      | $12157.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD CZK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-93.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMERICAN EXPRESS CO TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -30932 | OU      | $564.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INCYTE CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14635 | OU      | $249.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KEIYO BANK LTD/THE CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    12439182 | OU      | $-3395.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HSBC HOLDINGS PLC TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -128757 | OU      | $-1943.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP PAY 1 Fixed     4.0000% 03-10-28             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19041000 | NC      | $76131.64     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2318.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PLAINS ALL AMER PIPELINE LP CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -15135 | OU      | $-817.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TECHNIP ENERGIES NV CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       46172 | OU      | $381.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HORIZON ROBOTICS INC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |     -155589 | OU      | $796.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ADVANTECH CO LTD CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -73448 | OU      | $-10169.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FACTSET RESEARCH SYSTEMS INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -120452 | OU      | $1654.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-11.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SCREEN HOLDINGS CO LTD CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1420900 | OU      | $494.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT ILS/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $9210.46      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | F5 INC CFD                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2198 | OU      | $-69.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WHITECAP RESOURCES INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -407870 | OU      | $-33127.12    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| DP World Ltd.                                     | DP World Ltd.                                           | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      290000 | PA      | $312293.75    | 0.60%             | 2037-07-02      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                       | U.K. Inflation-Linked Gilts                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      680191 | PA      | $861669.24    | 1.66%             | 2037-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DEXERIALS CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -516716 | OU      | $-390.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SELL Fixed CDS PANAM 1 06-31     1.0000% 06-20-31       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | PA        |      396000 | OU      | $1768.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GE HEALTHCARE TECHNOLOGIES ORD SHRS                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16025 | OU      | $2762.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | YOKOGAWA ELECTRIC CORP CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -517329 | OU      | $-349.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | EXPEDIA INC CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -92430 | OU      | $-7415.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3182.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EXELON CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       25381 | OU      | $-224.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.94% 07/02/2034 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1183000 | OU      | $4677.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HANWHA SYSTEMS CO LTD CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |      -55641 | OU      | $4905.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca/Pacific                                 | CONSUMER DISCRETIONARY MAY 26 123C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          42 | NC      | $1890.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $1431.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TRANE TECHNOLOGIES PLC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |        1429 | OU      | $48.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AMERIPRISE FINANCIAL INC TRS 0.0000% 05-20-2033         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -41463 | OU      | $156.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DELTA AIR LINES INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2805 | OU      | $-50.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $3501.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NIPPON ELECTRIC GLASS CO LTD CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -547655 | OU      | $-952.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $0.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |    -4051663 | PA      | $-5261778.22  | -10.14%           | 2039-07-04      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PLAINS GP HOLDINGS LP-CL A CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -84061 | OU      | $-2223.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 7.61% 06/17/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    83117000 | OU      | $-6672.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CONSTELLATION SOFTWARE INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -47527 | OU      | $2202.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $239.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $46.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                  | Bundesobligation                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |    -1889738 | PA      | $-2205479.63  | -4.25%            | 2028-10-19      | None          | 2.40%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |           0 | PA      | $0.00         | 0.00%             | 2030-12-21      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                     | CUSIP: 912797TP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2370000 | PA      | $2350342.65   | 4.53%             | 2026-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-99.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2047-05-15      | None          | 3.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-364.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | REVOLUTION MEDICINES INC (CFD-BANA) /CB0                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       23982 | OU      | $-346.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SHIZUOKA FINANCIAL GROUP INC CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -3191448 | OU      | $-124.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TEXAS INSTRUMENTS INC TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -39757 | OU      | $-2404.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $465.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KINDEN CORP CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -570121 | OU      | $-658.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CAPITAL ONE FINANCIAL CORP CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       39581 | OU      | $-2277.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-3900.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HILL & SMITH PLC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        5148 | OU      | $1433.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT DKK/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | DK        |           1 | NC      | $243.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2057-07-22      | None          | 1.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INTEL CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -19973 | OU      | $-8749.12     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                              | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Short            | DBT              | CORP              | US        |     -320000 | PA      | $-330329.60   | -0.64%            | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT CHF/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CH        |           1 | NC      | $129.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                   | Ontario Teachers' Finance Trust                         | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              |  | CA        |     1746000 | PA      | $1937122.76   | 3.73%             | 2028-05-19      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                               | CPPIB Capital, Inc.                                     | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              |  | CA        |     4217000 | PA      | $2989336.04   | 5.76%             | 2031-01-15      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | F5 INC CFD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       27380 | OU      | $1447.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HERMES INTERNATIONAL CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -11540 | OU      | $178.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WEBUILD SPA CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -10344 | OU      | $-279.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                | CUSIP: 718286DL8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $199750.00    | 0.38%             | 2051-01-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS JPY PAY 5 FIXED     1.4500% 02-07-35             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   197241000 | NC      | $46895.89     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HYNIX SEMICONDUCTORS-CFD USD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       97104 | OU      | $14544.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ADDTECH AB-B SHARES CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -515473 | OU      | $2490.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HOLCIM LTD CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       60428 | OU      | $8392.13      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MERLIN PROPERTIES SOCIMI SA CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -10640 | OU      | $-165.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KROGER CO CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -57435 | OU      | $-1241.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $796.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ALIBABA GROUP HOLDING LTD CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |     -112888 | OU      | $928.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-213.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-23.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HEICO CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1460 | OU      | $-110.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SPROUTS FARMERS MARKET INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -24798 | OU      | $-3767.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | OVINTIV INC CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      300606 | OU      | $10775.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MARUBENI CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -618450 | OU      | $-203.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NATIONAL FUEL GAS CO CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -80690 | OU      | $2131.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WEST PHARMACEUTICAL SERVICES CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       30302 | OU      | $2135.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ALPHABET INC-CL C CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       62806 | OU      | $17783.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |           0 | PA      | $0.00         | 0.00%             | 2029-04-21      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT SGD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $-376.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ON SEMICONDUCTOR CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       32256 | OU      | $5749.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SO-ITRAXX-XOVERS45V1-5Y     5.0000% 06-20-31            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     -525000 | NC      | $-22207.14    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $314.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $70.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FLUIDRA SA TRS 0.0000% 05-15-2033                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       16485 | OU      | $-568.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-143.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | IMI PLC CFD                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        1337 | OU      | $160.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | OMNICOM GROUP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14568 | OU      | $144.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KOKUSAI ELECTRIC CORP CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     2224622 | OU      | $-1720.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GENPACT LTD CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      -12322 | OU      | $506.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | IMPERIAL BRANDS PLC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -2040 | OU      | $300.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GENPACT LTD CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BM        |       -6695 | OU      | $509.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DOLLAR GENERAL CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -74067 | OU      | $1294.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CZK 4.33% 06/21/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -3245000 | OU      | $-792.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SANDISK CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -15942 | OU      | $-8181.36     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ADDIKO BANK AG CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |        8635 | OU      | $-0.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | RIO TINTO PLC-SPON ADR CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -94674 | OU      | $-1887.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PARADE TECHNOLOGIES LTD CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |       -3757 | OU      | $-890.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD CHF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2191.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $78.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      145000 | PA      | $143638.59    | 0.28%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1673.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT CHF/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CH        |           1 | NC      | $1717.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $365.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UNICREDIT SPA CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       -2387 | OU      | $170.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EXXON MOBIL CORP CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15108 | OU      | $-634.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | EO-EURHUF(EUR) 10/13/26 350P                            | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     -201000 | OU      | $-1006.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NOV INC CFD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -70148 | OU      | $-4837.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CARLYLE GROUP INC/THE CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -126127 | OU      | $-8611.20     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3261.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HANWHA SYSTEMS CO LTD CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      -19156 | OU      | $270.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                           | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Short            | DBT              | CORP              | US        |     -200000 | PA      | $-201495.80   | -0.39%            | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HEXAGON AB-B SHS CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -103670 | OU      | $-1080.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $63.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                            | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      625000 | PA      | $328889.33    | 0.63%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMER INTL GRP INC TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       29680 | OU      | $-881.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |     -852016 | PA      | $-963169.59   | -1.86%            | 2035-02-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $322.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HYUNDAI ROTEM COMPANY CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       39392 | OU      | $5471.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2036-02-01      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BE SEMICONDUCTOR INDUSTRIE TRS 0.0000% 05-05-2028       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       -6506 | OU      | $-2318.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BREAD FINANCIAL HOLDINGS INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12971 | OU      | $-254.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SUMITOMO ELECTRIC INDUSTRIES CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      114612 | OU      | $66.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Revolution Medicines Inc                          | Revolution Medicines Inc                                | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |         200 | NS      | $28824.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CINTAS CFD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2470 | OU      | $24.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $1053.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LINDE PLC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |        6512 | OU      | $40.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                              | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | DBT              | CORP              | US        |     -525000 | PA      | $-488535.52   | -0.94%            | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ROLLS-ROYCE HOLDINGS PLC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       12249 | OU      | $623.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DTE ENERGY COMPANY CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7384 | OU      | $-201.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ROLLS-ROYCE HOLDINGS PLC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       19757 | OU      | $-1637.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $722.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 3.31% 08/31/2030 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -6214000 | OU      | $-92543.57    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MELIA HOTELS INTERNATIONAL CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -19304 | OU      | $57.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.72% 06/17/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -10651000 | OU      | $297.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT PHP/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |           1 | NC      | $-12.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HANNOVER RUECKVERSICHERU-REG CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -84390 | OU      | $6967.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD BRL/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-25594.20    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EDGEWISE THERAPEUTICS INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16025 | OU      | $-80.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | STRYKER CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       29436 | OU      | $-2019.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              | NUSS              | FR        |     -685120 | PA      | $-785759.44   | -1.51%            | 2031-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT THB/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $438.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ADDTECH AB TRS 0.0000% 05-05-2028                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -468156 | OU      | $-4930.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD KRW/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $318.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SEK 2.21875% 06/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |     6936000 | OU      | $2540.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | STORA ENSO OYJ-R SHS CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       73719 | OU      | $-6539.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds              | Saudi Government International Bonds                    | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |     -200000 | PA      | $-173118.00   | -0.33%            | 2053-01-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2071-10-22      | None          | 1.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SYNOPSYS INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       99665 | OU      | $21468.03     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.911% 04/30/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11626000 | OU      | $-4147.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DELL TECHNOLOGIES -C CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -64769 | OU      | $-13377.98    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KYOCERA CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -540805 | OU      | $-305.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BURBERRY GROUP PLC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -75278 | OU      | $832.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD COP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-522.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2033-07-31      | None          | 0.88%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury LLC                           | Apex Group Treasury LLC                                 | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Short            | LON              | CORP              | US        |     -274307 | PA      | $-257278.30   | -0.50%            | 2032-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.64% 03/15/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9744000 | OU      | $22199.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | APOGEE THERAPEUTICS INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11274 | OU      | $995.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CEMENTIR HOLDING NV CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       38334 | OU      | $-2324.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -2833000 | PA      | $-2454270.41  | -4.73%            | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NEUROCRINE BIOSCIENCES INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -43324 | OU      | $-126.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD ILS/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-7038.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BRITISH AMERICAN TOBACCO CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      175296 | OU      | $5666.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $240.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |    -6400500 | PA      | $-7352190.54  | -14.17%           | 2034-12-04      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2055-10-01      | None          | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CLOUDFLARE INC - CLASS A CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       29861 | OU      | $-960.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD ILS/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1102.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WHITBREAD PLC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -5642 | OU      | $818.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AURAS TECHNOLOGY CO LTD CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -17518 | OU      | $-3440.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MSCI INC CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       41477 | OU      | $-78.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ISHARES MSCI BRAZIL ETF CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -266014 | OU      | $-7042.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                         | CBOE VIX FUTURE   Sep26                                 | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -2 | NC      | $530.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | WHITBREAD PLC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -11042 | OU      | $941.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CATTLE FEEDER FUT Aug26                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           1 | NC      | $100.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                       | SOLD COP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $602.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                      | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Short            | DBT              | CORP              | US        |     -100000 | PA      | $-106304.00   | -0.20%            | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SOFI TECHNOLOGIES INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12758 | OU      | $1826.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | REVVITY INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17372 | OU      | $1174.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                             | EO-USDBRL(USD) 05/05/26 5.2C                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |       27000 | OU      | $4.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | OVERSEA-CHINESE BANKING CORP CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |     -130739 | OU      | $-1005.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |      553000 | PA      | $0.00         | 0.00%             | 2042-11-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | METAPLANET INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -286733 | OU      | $-157.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TEXAS INSTRUMENTS INC TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -66977 | OU      | $-9195.97     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS BRL 13.1728% 01/03/2028 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    -1641916 | OU      | $-3533.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $183.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DIASORIN SPA CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       31404 | OU      | $-2988.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |      362650 | PA      | $479180.49    | 0.92%             | 2031-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD NZD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-70.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INTERMEDIATE CAPITAL GROUP CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      234344 | OU      | $6232.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KONINKLIJKE HEIJMANS N.V CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       71275 | OU      | $-2264.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SS HEALTH CARE SELECT SECTOR CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -62169 | OU      | $123.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DOMINOS PIZZA INC TRS 0.0000% 05-05-2028                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -57990 | OU      | $6058.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | EO-USDCHF(USD) 05/21/26 .7785C                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       36000 | OU      | $287.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HF SINCLAIR CORP CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15363 | OU      | $1843.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TW        |           1 | NC      | $386.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMAZON.COM CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13170 | OU      | $877.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                  | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |           1 | NC      | $-12.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PERMIAN RESOURCES CORP CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      422190 | OU      | $32500.29     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IBERDROLA SA CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       -1246 | OU      | $-58.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD COP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $507.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $120.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HD HYUNDAI HEAVY INDUSTRIES CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      -63093 | OU      | $-28992.94    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SANDISK CORP CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1783 | OU      | $409.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ATMOS ENERGY CORP CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       24210 | OU      | $487.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-5400.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BK OF NEW YORK MELLON CORP TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      332063 | OU      | $-2453.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BLACKSTONE INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -257646 | OU      | $9123.19      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds                | Hellenic Republic Government Bonds                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |     3750000 | PA      | $4242595.44   | 8.18%             | 2036-06-16      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT PLN/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $5826.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ENERGY TRANSFER LP TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -66720 | OU      | $-5277.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | 10X GENOMICS INC-CLASS A CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -246 | OU      | $25.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS GBP 4.19% 01/31/2040 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -907000 | OU      | $-65757.84    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | US MOMENTUM LONG TRS 0.0000% 11-30-2026                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26773 | OU      | $-5185.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $3982.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INTESA SANPAOLO                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -36226 | OU      | $46.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | APPLIED MATERIALS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      192677 | OU      | $1412.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                 | Japan Government CPI-Linked Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   259923625 | PA      | $1648038.69   | 3.18%             | 2033-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BIRCHCLIFF ENERGY LTD CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -183315 | OU      | $-8459.33     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-17.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD NZD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1494.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     4188000 | PA      | $4888638.01   | 9.42%             | 2036-07-01      | None          | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TANDEM DIABETES CARE INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4483 | OU      | $-246.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | RESTAURANT BRANDS INTERN CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -189463 | OU      | $-4249.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ASTERA LABS INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5977 | OU      | $-643.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AXCELIS TECHNOLOGIES INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4848 | OU      | $-299.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SK HYNIX INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |       29413 | OU      | $14892.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2056-08-15      | None          | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KAWASAKI HEAVY INDUSTRIES CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -662200 | OU      | $-235.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                     | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -13379500 | PA      | $-10255024.74 | -19.77%           | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 8.106% 06/21/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -841000 | OU      | $302.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $90.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AZBIL CORP CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -291600 | OU      | $72.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.88% 12/12/2035 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1633000 | OU      | $8773.41      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA Corp                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |         300 | NS      | $59871.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                  | CUSIP: 219868CP9<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     4410000 | PA      | $4332100.88   | 8.35%             | 2036-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-54.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ALPHABET INC-CL A  SWP JPM                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1786 | OU      | $-505.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TSUGAMI CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -550630 | OU      | $-1246.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD PLN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3981.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT PEN/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | PE        |           1 | NC      | $-2379.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FUJI CORP/AICHI CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -502026 | OU      | $-776.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | W&T OFFSHORE INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4340 | OU      | $-2004.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |           1 | NC      | $-1645.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $3239.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT CLP/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |           1 | NC      | $-295.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 7.121% 06/17/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10156000 | OU      | $14106.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AP MOLLER-MAERSK A/S-B CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -434690 | OU      | $-402.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $908.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS PLN 3.85% 06/17/2027 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1807000 | OU      | $2352.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                          | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Short            | DBT              | CORP              | US        |     -235000 | PA      | $-233349.60   | -0.45%            | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MITSUI KINZOKU CO LTD CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     7918239 | OU      | $10380.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD HKD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $30.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SHENZHEN MEGMEET ELECTRICA-A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |        5158 | OU      | $769.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SANDVIK AB CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |       14174 | OU      | $-36.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WARTSILA OYJ ABP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |       -7350 | OU      | $-33.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KURITA WATER INDUSTRIES LTD CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -539768 | OU      | $-345.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CA        |           1 | NC      | $3407.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VALMET OYJ CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       -1183 | OU      | $160.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TW        |           1 | NC      | $-652.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD KRW/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $8.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CONSTELLATION ENERGY CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      134830 | OU      | $2264.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |    -3161360 | PA      | $0.00         | 0.00%             | 2045-10-12      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              | NUSS              | FR        |     -340724 | PA      | $-335305.35   | -0.65%            | 2038-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KERING CFD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -24486 | OU      | $2748.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1232.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TOKYO ELECTRON DEVICE LTD CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -429100 | OU      | $-371.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dianthus Therapeutics Inc                         | Dianthus Therapeutics Inc                               | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |         100 | NS      | $8780.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | WESTERN DIGITAL CORP CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -30415 | OU      | $-13037.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | COUPANG INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       29248 | OU      | $-1795.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-175.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SO-ITRAXX-EUROPES45V1-5     1.0000% 06-20-31            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     2150000 | NC      | $1052.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                             | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      510000 | PA      | $470017.22    | 0.91%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ULVAC INC CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     4974755 | OU      | $177.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KOKUSAI ELECTRIC CORP CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     7013945 | OU      | $-1925.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                          | Province of British Columbia Canada                     | CUSIP: 11070TAP3<br>LEI: 54930058TO7MEKUHWL16 | Short            | DBT              | NUSS              | CA        |    -6495000 | PA      | $0.00         | 0.00%             | 2031-04-23      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT HKD/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |           1 | NC      | $0.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BASIC-FIT NV TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -2161 | OU      | $119.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4481.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WARBY PARKER INC-CLASS A CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12753 | OU      | $-830.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BLACKROCK INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      424683 | OU      | $6885.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1487.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 3.40625% 09/16/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1775000 | OU      | $9849.62      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | JD SPORTS FASHION PLC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -15770 | OU      | $448.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DEXCOM INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       26688 | OU      | $-2093.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $101.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds               | Kingdom of Belgium Government Bonds                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              |  | BE        |           0 | PA      | $0.00         | 0.00%             | 2034-06-22      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT CLP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $9.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SCHNEIDER ELECTRIC SE TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -243740 | OU      | $-963.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS BRL 13.273% 01/02/2031 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      206876 | OU      | $420.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $3341.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP REC 1 Fixed     3.6000% 06-19-27             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2350000 | NC      | $-1468.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BACHEM HOLDING AG CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -6174 | OU      | $-1123.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MTU AERO ENGINES AG CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -45030 | OU      | $6168.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                  | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      692000 | PA      | $663972.93    | 1.28%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MONGODB INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       46860 | OU      | $1299.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 7.8525% 09/11/2031 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    -3104000 | OU      | $-2836.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CHOICE HOTELS INTL INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      149426 | OU      | $-28152.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $805.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FIVE BELOW INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       49613 | OU      | $-360.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-281.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SHIBAURA MECHATRONICS CORP CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -5324400 | OU      | $-6270.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Bonds Inflation-Linked                     | Sweden Bonds Inflation-Linked                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    71289420 | PA      | $8145071.35   | 15.70%            | 2028-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 5.9538% 09/16/2036 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9375000 | OU      | $-629.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ASIA VITAL COMPONENTS CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      -28156 | OU      | $-4562.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | STRAUMANN HOLDING AG REG CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -9775 | OU      | $-163.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SHIN-ETSU CHEMICAL CO LTD CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    22403707 | OU      | $9181.34      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DASSAULT AVIATION SA CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       28998 | OU      | $-2543.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HANMI SEMICONDUCTOR CO LTD CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      -74798 | OU      | $-22574.85    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CAD 2.53125% 09/16/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1539000 | OU      | $4244.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $130.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Prime Group, Inc.                      | CANOLA FUTR (WCE) Jul26                                 | CUSIP: 000000000<br>LEI: 549300BOSSK62Q47EQ80 | N/A              | DCO              |  | CA        |          11 | NC      | $5663.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SEA LTD-ADR CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       -9470 | OU      | $472.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FIRST SOLAR INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15592 | OU      | $-761.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GENUS PLC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       19048 | OU      | $-2438.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | OLLIES BARGAIN OUTLET HOLDI CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -41303 | OU      | $3238.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |      898000 | PA      | $1011386.29   | 1.95%             | 2041-01-31      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD BRL/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2789.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $491.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | QUANTA SERVICES INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3025 | OU      | $-614.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $5181.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                | Fiserv Funding ULC                                      | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Short            | DBT              | CORP              | IE        |     -200000 | PA      | $-227559.47   | -0.44%            | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | 3I GROUP PLC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -2549 | OU      | $52.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |    -1731000 | PA      | $-1991640.34  | -3.84%            | 2035-10-31      | None          | 3.20%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $4480.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-3228.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |           0 | PA      | $0.00         | 0.00%             | 2030-05-21      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT THB/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $-65.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HUFVUDSTADEN AB-A SHS CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -444872 | OU      | $1481.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SONOVA HOLDING AG-REG CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -2293 | OU      | $83.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                             | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | XX        |           1 | NC      | $48.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | WISTRON CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -65876 | OU      | $-8995.15     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $498.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2035-02-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                 | CPPIB Capital Inc                                       | CUSIP: 22411WBD7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      815000 | PA      | $816539.10    | 1.57%             | 2030-06-10      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | OMNICOM GROUP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -5958 | OU      | $-25.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KYNDRYL HOLDINGS INC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15805 | OU      | $603.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1437.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TRADEWEB MARKETS INC-CLASS A CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       73677 | OU      | $-1196.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $1421.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IMPERIAL OIL LTD CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -80922 | OU      | $-5117.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NOVATEK MICROELECTRONICS COR CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -72745 | OU      | $-5969.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | 3I GROUP PLC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -39823 | OU      | $4994.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INNOLUX CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      -56030 | OU      | $3023.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $5723.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TALEN ENERGY CORP CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       20083 | OU      | $1517.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MONGODB INC TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       31704 | OU      | $-851.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MADISON SQUARE GARDEN SPORTS CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3013 | OU      | $-69.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ASM INTERNATIONAL NV CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -22707 | OU      | $-1777.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SAFRAN SA CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -38484 | OU      | $3486.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1092.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | APPLE INC CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        2330 | OU      | $112.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co                                    | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      450000 | PA      | $368487.11    | 0.71%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ASML HOLDING NV-NY REG SHS CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       19072 | OU      | $-364.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HELVETIA BALOISE HOLDING AG CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      210731 | OU      | $-5412.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                          | Block Communications Inc                                | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |      640000 | PA      | $592555.47    | 1.14%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FASTIGHETS AB BALDER TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -133116 | OU      | $1286.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TOKYO ELECTRON LTD TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -5350500 | OU      | $-921.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GALDERMA GROUP AG CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       28219 | OU      | $2126.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                             | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | XX        |           1 | NC      | $2426.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | VICTORY GIANT TECHNOLOGY H-H CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      145125 | OU      | $637.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1429.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | UNILEVER PLC CFD GBP                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |          16 | OU      | $-2.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DT MIDSTREAM INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -160694 | OU      | $-19261.44    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HYNIX SEMICONDUCTORS-CFD USD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       38205 | OU      | $-103.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                     | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -4211200 | PA      | $-4175812.09  | -8.05%            | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2540.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Export Development Canada                         | Export Development Canada                               | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              |  | CA        |      320000 | PA      | $226300.48    | 0.44%             | 2029-08-08      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $301.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PROCTER & GAMBLE CO/THE CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -34555 | OU      | $-894.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2046-10-31      | None          | 2.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD PEN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $987.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | iTraxx Europe Senior Financials Series 45 Version       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |     1286000 | OU      | $-28539.10    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2035-12-12      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LILLY CFD                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       47835 | OU      | $764.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | BR        |           1 | NC      | $6262.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD CHF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-37.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SUMITOMO CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -571921 | OU      | $40.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $1989.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HEIDELBERGER CEMENT AG CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       59619 | OU      | $-1071.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | EO-GBPUSD(GBP) 05/07/26 1.3434P                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      -20000 | OU      | $-17.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SWISS RE LTD CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     -169143 | OU      | $10396.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |     4157500 | PA      | $4753013.16   | 9.16%             | 2034-08-15      | None          | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ASSA ABLOY AB-B CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      571347 | OU      | $1347.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CVS HEALTH CORP CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7865 | OU      | $47.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ATLAS ENERGY SOLUTIONS INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       61449 | OU      | $6923.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP PAY 1 Fixed     4.5000% 03-10-28             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -23802000 | NC      | $-64355.22    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NORTHWEST NATURAL HOLDING CO CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -35027 | OU      | $895.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1287.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CHINA HONGQIAO GROUP LTD CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      588370 | OU      | $-8060.75     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $93.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | COHERENT CORP. TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -39758 | OU      | $-3403.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HARMONIC DRIVE SYSTEMS INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -517050 | OU      | $-1268.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BASF SE CFD                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |         581 | OU      | $25.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CARREFOUR SA CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -21162 | OU      | $-618.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SAMSUNG C&T CORP CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       19192 | OU      | $-310.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GOLDMAN SACHS CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       43302 | OU      | $2886.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-447.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | JULIUS BAER GROUP LTD CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      116746 | OU      | $5401.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TOCHIGI BANK LTD/THE CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    24206400 | OU      | $-3029.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                   | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      795000 | PA      | $851453.76    | 1.64%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | VERISK ANALYTICS INC CFD                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        -493 | OU      | $-60.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SAMSUNG ELECTRONICS CO LTD CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |       43334 | OU      | $8343.77      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ALPHA SERVICES AND HOLDING TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GR        |      103334 | OU      | $-10938.41    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LOWES COMPANIES CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15903 | OU      | $381.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CZK/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-2577.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VALMET CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -46131 | OU      | $7100.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Innovex International Inc                         | Innovex International Inc                               | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |        3317 | NS      | $92113.09     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO (PROVINCE OF)                             | Province of Ontario Canada                              | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2310000 | PA      | $2279749.97   | 4.39%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | BR        |           1 | NC      | $4739.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HUGO BOSS AG  -ORD CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -18511 | OU      | $930.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-8895.11     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1324.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                           | SUGAR #11 (WORLD) Jul26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -28 | NC      | $-23531.20    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | 99D11SV3 - CDX-NAHYS45V1-5Y      5.0000% 12-20-30       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |    -1267000 | OU      | $98587.31     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $11.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS JPY REC 5 Fixed     1.7700% 09-09-35             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   274842000 | NC      | $-22018.16    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2054-10-05      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ORGANO CORP CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -507850 | OU      | $-284.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VENTURE GLOBAL INC-CL A CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       23561 | OU      | $1479.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Liffe                               | WHITE SUGAR (ICE) Aug26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           8 | NC      | $9105.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT PLN/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $10.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CF INDUSTRIES HOLDINGS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23196 | OU      | $-650.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CENTERPOINT ENERGY INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -121097 | OU      | $-2694.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10yr Ultra Fut Jun26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -5 | NC      | $2781.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | CORN FUTURE       Jul26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -15 | NC      | $-17350.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |           0 | PA      | $0.00         | 0.00%             | 2031-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PUBLICIS GROUPE SA TRS 0.0000% 05-05-2028               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       48158 | OU      | $4771.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | F5 INC CFD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       32302 | OU      | $2679.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $-2026.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $2947.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                       | U.K. Inflation-Linked Gilts                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2037-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $6.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | Societe Generale SA                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | DBT              | CORP              | FR        |     -300000 | PA      | $-383092.05   | -0.74%            | 2033-06-02      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MERCEDES-BENZ GROUP AG TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -54107 | OU      | $5240.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD TWD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1339.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KEIYO BANK LTD/THE CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     9056792 | OU      | $-824.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT COP/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-4.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $1603.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $2841.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ABBVIE INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -38522 | OU      | $-1629.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AMERICAN INTERNATIONAL GROUP CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       42658 | OU      | $-2041.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT SGD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-153.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TANDEM DIABETES CARE INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       14147 | OU      | $261.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HANA FINANCIAL GROUP CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      172837 | OU      | $9816.94      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2034-07-31      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BROOKFIELD ASSET MGMT-A CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -226913 | OU      | $3810.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2041-10-01      | None          | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | 3I GROUP PLC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -18516 | OU      | $2219.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.265% 03/25/2027 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  2126968000 | OU      | $-1363.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $-617.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 3.221% 01/09/2056 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8236000 | OU      | $-172426.95   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2051-07-06      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2712.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |      257000 | PA      | $262577.79    | 0.51%             | 2060-01-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-6.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-214.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2035-10-22      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INFINITY NATURAL RESOUR-CL A CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6817 | OU      | $-301.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ITALGAS SPA CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      117170 | OU      | $-2476.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GLOBALWAFERS CO LTD CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -29358 | OU      | $-13159.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT SGD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $3401.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.61% 09/16/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -48088000 | OU      | $-395.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LPL FINANCIAL HOLDINGS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -210777 | OU      | $-1729.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds              | Republic of Austria Government Bonds                    | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              |  | AT        |           0 | PA      | $0.00         | 0.00%             | 2044-06-20      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $172.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $365.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NETFLIX INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -114080 | OU      | $1467.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NZD 4.3125% 09/20/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      324000 | OU      | $358.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NORTHERN OIL AND GAS INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -103175 | OU      | $4747.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | YAGEO CORPORATION CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -20027 | OU      | $-5489.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ASML HOLDING NV CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -114740 | OU      | $-663.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | JD SPORTS FASHION PLC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -60265 | OU      | $9909.86      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FIRSTRAND LTD CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ZA        |       -2166 | OU      | $2.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-263.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | WOORI FINANCIAL GROUP INC CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |      -52596 | OU      | $-2819.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ISUPETASYS CO LTD CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |       18769 | OU      | $2660.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NESTLE SA TRS 0.0000% 05-05-2028                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -3437 | OU      | $33.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SHIN-ETSU CHEMICAL CO LTD CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    22925903 | OU      | $10650.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PORTLAND GENERAL ELECTRIC  TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15904 | OU      | $169.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT HUF/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $2443.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GEBERIT AG-REG CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |        1105 | OU      | $-63.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-322.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WINBOND ELECTRONICS CORP CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      -18208 | OU      | $-1044.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PLAINS ALL AMER PIPELINE LP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10931 | OU      | $-740.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FERROTEC CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    11226019 | OU      | $9373.25      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $3.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $579.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMERICAN EXPRESS CO TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -377171 | OU      | $-4351.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $36.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology Inc                                | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      155000 | PA      | $169182.50    | 0.33%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VERMILION ENERGY INC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -181960 | OU      | $-19885.51    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS AUD 4.53125% 09/16/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4879000 | OU      | $12940.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CANADIAN NATURAL RESOURCES CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      162850 | OU      | $6646.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-135.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.56% 06/17/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      382000 | OU      | $1674.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MONCLER SPA TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -27397 | OU      | $1776.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD TWD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-52.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SANKEN ELECTRIC CO LTD CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -572838 | OU      | $-492.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia                   | State of North Rhine-Westphalia                         | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2122-01-19      | None          | 1.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PINNACLE WEST CAPITAL CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       39018 | OU      | $291.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AUTOZONE INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3582 | OU      | $-121.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BRUNELLO CUCINELLI SPA CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -13376 | OU      | $393.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AIRBUS SE TRS 0.0000% 05-20-2033                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -32983 | OU      | $178.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KANDENKO CO LTD CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -533544 | OU      | $-453.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LOUISIANA-PACIFIC CORP CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7672 | OU      | $-525.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $738.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BANK OF CYPRUS HOLDING CFD (EUR)                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       37168 | OU      | $39.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT HUF/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $-25.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUXL 30Y BND Jun26                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           5 | NC      | $-12199.72    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BRUKER CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -35374 | OU      | $2995.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KINGSPAN GROUP PLC - CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |        -884 | OU      | $22.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROYAL UNIBREW A/S TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |       38802 | OU      | $-1347.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | 3 MONTH SOFR FUT JUN 26                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -13 | NC      | $227.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AUTOSTORE HOLDINGS LTD CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |     -185691 | OU      | $-1677.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LINEA DIRECTA ASEGURADORA SA CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       18728 | OU      | $-1444.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 9.16% 06/18/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -2660000 | OU      | $797.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | ON SEMICONDUCTOR CORPORATION 05/08/26W 180C             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          25 | NC      | $8500.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | QUANTA COMPUTER INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      183314 | OU      | $19051.83     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                           | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       95000 | PA      | $96316.23     | 0.19%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $895.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $7120.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DAIFUKU CO LTD CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      615621 | OU      | $386.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-684.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SUMITOMO MITSUI TRUST GROUP CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -8854329 | OU      | $-1104.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CATERPILLAR INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -22355 | OU      | $-2567.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NATERA INC                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        6232 | OU      | $-47.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NGEX MINERALS LTD CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       31961 | OU      | $-3098.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $188.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                           | Canada Government Bonds                                 | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |           0 | PA      | $0.00         | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                     | Stellantis NV                                           | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Short            | DBT              | CORP              | NL        |     -125000 | PA      | $-138745.89   | -0.27%            | 2034-03-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | ISHARES MSCI 7-10 YEAR TRSURY BOND ET 06/18/26 94P      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         299 | NC      | $14950.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CIGNA CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -18755 | OU      | $-714.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CAESARS ENTERTAINMENT INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      153521 | OU      | $824.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-5243.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CARLYLE GROUP INC/THE CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -109534 | OU      | $4186.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayvens SA                                         | AYVENS SA                                               | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | EC               | CORP              | FR        |       12706 | NS      | $171297.24    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PUBLIC SERVICE ENTERPRISE GP CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23634 | OU      | $-210.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -4581210 | PA      | $-6113141.14  | -11.78%           | 2032-06-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SNOWFLAKE INC-CLASS A CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16548 | OU      | $-1536.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | KR        |           1 | NC      | $-629.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PRAXIS PRECISION MEDICINES I CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -23980 | OU      | $1661.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $46.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | EO-USDZAR(USD) 03/18/27 17.3405P                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      122000 | OU      | $6310.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GENERAL ELECTRIC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2575 | OU      | $34.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | AMAZON.COM INC WEEKLY 05/01/26W 247.5P                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          25 | NC      | $175.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ERSTE GROUP BANK AG CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      150780 | OU      | $-18399.19    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                           | Sweden Government Bonds                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              |  | SE        |    28930000 | PA      | $3076154.46   | 5.93%             | 2037-02-09      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EMERSON ELECTRIC CO CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1018 | OU      | $35.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SPOTIFY TECHNOLOGY SA TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      -73435 | OU      | $-1585.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | TESLA MOTORS MAY 26 340P                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          21 | NC      | $2887.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PEGATRON CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       -8915 | OU      | $46.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS GBP 4.25% 09/16/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -160000 | OU      | $-5791.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HORIZON ROBOTICS INC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -387983 | OU      | $-1395.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BILFINGER SE CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        2170 | OU      | $-241.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ASML HOLDING NV CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -27390 | OU      | $473.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -398500 | PA      | $-220352.07   | -0.42%            | 2051-07-31      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | BR        |           1 | NC      | $2575.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UBIQUITI INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26171 | OU      | $-141.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-232.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-4197.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SYSCO CORP CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -229315 | OU      | $-2361.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BLUE OWL CAPITAL INC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13600 | OU      | $233.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT SGD/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | SG        |           1 | NC      | $3129.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WILLIAMS COS INC/THE TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7671 | OU      | $341.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     5026000 | PA      | $5705754.77   | 11.00%            | 2041-10-01      | None          | 3.95%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $11355.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $150.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | LUXSHARE PRECISION INDUSTR-A CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |        3524 | OU      | $1432.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $3575.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BABCOCK INTL GROUP PLC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -11807 | OU      | $1631.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD TWD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-463.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     1615000 | PA      | $1832598.11   | 3.53%             | 2041-10-01      | None          | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CONTEMPORARY AMPEREX TECHN-A CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      126035 | OU      | $18341.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | EPIROC AB-A-CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -13733 | OU      | $-56.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MATADOR RESOURCES CO CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      183330 | OU      | $-432.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | LAOPU GOLD CO L-H CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      117692 | OU      | $-2284.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-231.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | LIFE TIME GROUP HOLDINGS INC CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -109677 | OU      | $4125.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.717% 09/17/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   171194000 | OU      | $702.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 4.75% 09/16/2027 CMD                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   343952000 | OU      | $1269.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LIVE NATION ENTERTAINMENT IN CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      107672 | OU      | $1464.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $874.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BRISTOL-MYERS SQUIBB CO CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       44286 | OU      | $2065.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FIRST SOLAR INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14835 | OU      | $-508.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD CHF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-44.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MITSUI TRUST HOLDINGS INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -16212885 | OU      | $1555.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | INFINEON TECHNOLOGIES AG CFD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |       -7366 | OU      | $-2928.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $2380.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                    | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Short            | DBT              | NUSS              | CL        |     -200000 | PA      | $-191585.00   | -0.37%            | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LIVE NATION ENTERTAINMENT  TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       78408 | OU      | $1036.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KANZHUN LTD - ADR CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |       -5684 | OU      | $-8.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4763.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MITSUBISHI HEAVY INDUSTRIES CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -407210 | OU      | $44.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SYNCHRONY FINANCIAL CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2493 | OU      | $-249.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                | CP Atlas Buyer Inc                                      | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      169401 | PA      | $125370.26    | 0.24%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MOODYS CORP TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -213575 | OU      | $-7189.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-16.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $3724.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $580.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $205.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BLOCK INC TRS 0.0000% 05-15-2033                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       21207 | OU      | $792.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1129.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ENI SPA CFD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |     -168358 | OU      | $-16378.05    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |     -124500 | PA      | $-133745.28   | -0.26%            | 2060-04-25      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NRG ENERGY INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       21376 | OU      | $-217.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 3.501% 01/30/2046 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -4920000 | OU      | $23638.26     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MTU AERO ENGINES HOLDING AG CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        -679 | OU      | $110.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ZOETIS INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -31416 | OU      | $1984.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GOLD CIRCUIT ELECTRONICS LTD CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -26375 | OU      | $-5699.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CHIPOTLE MEXICAN GRILL INC TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -124394 | OU      | $1927.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $21.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                                   | Sandisk Corp/DE                                         | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          30 | NS      | $32895.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PLAINS GP HOLDINGS LP-CL A CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -121917 | OU      | $-5907.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                     | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     3240000 | PA      | $3215468.34   | 6.20%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CAD 2.625% 09/16/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       49000 | OU      | $245.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VISTRY GROUP PLC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -24751 | OU      | $2239.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NORDEA BANK ABP TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |     -167212 | OU      | $973.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT CLP/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |           1 | NC      | $-360.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 7.78% 06/11/2031 CMD                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7560000 | OU      | $6377.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD KRW/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1278.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $48.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANK OF MONTREAL CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -610154 | OU      | $-3208.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     3224000 | PA      | $3643820.08   | 7.02%             | 2046-04-30      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-180.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                               | AUST 3YR BOND FUT Jun26                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |           1 | NC      | $-611.45      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | VANECK OIL SERVICES ETF CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -15505 | OU      | $-183.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CVS HEALTH CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       23934 | OU      | $1719.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VANECK SEMICONDUCTOR ETF CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1856 | OU      | $-171.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BLACKROCK INC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      450821 | OU      | $7387.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SHARKNINJA INC TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       64686 | OU      | $11.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co                                      | SM Energy Co                                            | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |         637 | NS      | $19766.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Ten Year Bonds                   | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        |  -290600000 | PA      | $-1662630.94  | -3.20%            | 2033-03-20      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HENSOLDT AG CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -55527 | OU      | $3355.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SAUDI NATIONAL BANK/THE TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |      160519 | OU      | $-16742.83    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PARAGON BANKING GROUP PLC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -65646 | OU      | $5190.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CROWN CASTLE INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      161886 | OU      | $4132.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HALMA PLC CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -4100 | OU      | $-310.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GENIUS SPORTS LTD CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GE        |      -84939 | OU      | $8613.17      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VEECO INSTRUMENTS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7757 | OU      | $-517.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5084.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |    -1047000 | PA      | $0.00         | 0.00%             | 2039-10-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | EO-GBPUSD(GBP) 05/07/26 1.3434C                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      -20000 | OU      | $-315.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $92.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NOVARTIS AG-REG CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -8948 | OU      | $213.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds                | Hellenic Republic Government Bonds                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |     4219000 | PA      | $4773010.63   | 9.20%             | 2036-06-16      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SELL Fixed CDS PERU 1 06-31     1.0000% 06-20-31        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | PE        |      550000 | OU      | $8026.69      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WENDYS CO/THE CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -99933 | OU      | $2374.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $443.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ANTOFAGASTA PLC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        7663 | OU      | $-870.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WEYERHAEUSER CO CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       18393 | OU      | $-321.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-537.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) Jun26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          58 | NC      | $-14034.11    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CPPIB Capital, Inc.                               | CPPIB Capital, Inc.                                     | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              |  | CA        |     1583000 | PA      | $1827891.31   | 3.52%             | 2035-08-27      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GLOBALFOUNDRIES INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      109810 | OU      | $52852.82     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EXPERIAN LTD CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |       -1509 | OU      | $116.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INTL BUS MACHINES CORP TRS 0.0000% 05-20-2033           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -91157 | OU      | $150.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Future Energy Co. PJSC Masdar           | Abu Dhabi Future Energy Co. PJSC Masdar                 | CUSIP: 000000000<br>LEI: 213800BBECR1I9FTPZ70 | Long             | DBT              | CORP              | AE        |      450000 | PA      | $452731.50    | 0.87%             | 2035-05-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $1366.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | REDDIT INC-CL A CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -4704 | OU      | $-302.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TAIWAN HIGH MOMENTUM TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -227543 | OU      | $-41588.05    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds              | Saudi Government International Bonds                    | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |    -1000000 | PA      | $-963750.00   | -1.86%            | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | META PLATFORMS INC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       95121 | OU      | $6455.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IMMUNOVANT INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -29614 | OU      | $1437.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                        | Treasury Corp. of Victoria                              | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              |  | AU        |     1087000 | PA      | $734433.06    | 1.42%             | 2038-09-15      | None          | 5.25%                 | No            |                  2 | On Loan: No      |
| Sweden Bonds Inflation-Linked                     | Sweden Bonds Inflation-Linked                           | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |           0 | PA      | $0.00         | 0.00%             | 2028-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2031-05-01      | None          | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CAD 3.21875% 09/16/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -446000 | OU      | $-4239.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -1637000 | PA      | $-1665466.92  | -3.21%            | 2048-03-01      | None          | 3.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INFINEON TECHNOLOGIES AG CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       96568 | OU      | $21308.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DUTCH BROS INC-CLASS A CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      117917 | OU      | $9754.79      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SHOPIFY INC - CLASS A CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |        2020 | OU      | $40.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                   | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |           0 | PA      | $0.00         | 0.00%             | 2035-12-20      | None          | 2.10%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.631% 04/30/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -11445000 | OU      | $46.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                               | LYB International Finance III LLC                       | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Short            | DBT              | CORP              | US        |     -150000 | PA      | $-151678.51   | -0.29%            | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD KRW/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-490.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SIKA AG-REG CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -43051 | OU      | $885.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DATADOG INC TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      106973 | OU      | $1025.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $2056.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GE VERNOVA INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2225 | OU      | $-57.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1614.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3993.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Centuri Holdings Inc                              | Centuri Holdings Inc                                    | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2146 | NS      | $80689.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                       | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-982.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CEMENTIR HOLDING NV CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       14516 | OU      | $-1088.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | POWELL INDUSTRIES INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14499 | OU      | $-2137.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -1080000 | PA      | $-1259347.12  | -2.43%            | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MAGNOLIA OIL & GAS CORP - A CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -170925 | OU      | $-13871.97    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BRUNELLO CUCINELLI SPA TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       -7345 | OU      | $236.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | CDX.NA.HY.46 5% 06/20/2031                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     -525000 | OU      | $40389.50     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                     | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1545000 | PA      | $1535394.40   | 2.96%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | CORN FUTURE       Mar27                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          15 | NC      | $3164.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HOCHTIEF AG CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -20790 | OU      | $164.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | COMMVAULT SYSTEMS INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1027 | OU      | $-258.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.59% 05/07/2038 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      786000 | OU      | $37338.06     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2039-07-30      | None          | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MSXXALTS ALTERNATIVES TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -652311 | OU      | $-15385.20    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $32219.41     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2713.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CKD CORP CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -557750 | OU      | $-942.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOFTBANK GROUP CORP CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -3341800 | OU      | $-2411.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2037-02-01      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS AUD 4.5625% 09/16/2028 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       69000 | OU      | $153.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UNITEDHEALTH GROUP INC TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       38999 | OU      | $5088.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TOYOTA MOTOR CORP CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -3152837 | OU      | $1236.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1965.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SPYRE THERAPEUTICS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       46896 | OU      | $677.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SGD 2.2% 06/17/2036 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      259000 | OU      | $733.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $6.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4795.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ST JAMESS PLACE PLC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -68509 | OU      | $4994.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                 | PSP Capital, Inc.                                       | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |     1175000 | PA      | $1362641.25   | 2.63%             | 2034-07-02      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                           | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Short            | DBT              | CORP              | US        |     -100000 | PA      | $-99615.96    | -0.19%            | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | OTTER TAIL CORP CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3267 | OU      | $-123.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HOST HOTELS & RESORTS INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20283 | OU      | $107.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NOVARTIS AG-SPONSORED ADR CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -30720 | OU      | $854.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS EUR REC 10 Fixed     3.4500% 04-04-41            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      845000 | NC      | $-654.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TAIWAN SEMICONDUCTOR MANUFAC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      122657 | OU      | $7183.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SK SQUARE CO LTD CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      -25150 | OU      | $-5729.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BOOT BARN HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37733 | OU      | $1529.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT THB/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $237.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN OIL FUTR  Jan27                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           7 | NC      | $22106.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT CHF/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $28.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $3956.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ANGLO AMERICAN PLC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      250625 | OU      | $-17069.03    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | REDDIT INC-CL A CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12637 | OU      | $1447.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2034-12-04      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD CZK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $501.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-417.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BALOISE HOLDING AG - REG CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       16236 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | STEPSTONE GROUP INC-CLASS A CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      177658 | OU      | $-5468.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AVISTA CORP CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5466 | OU      | $40.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD TWD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-776.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CAVA GROUP INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       22198 | OU      | $1247.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NZD 4.75% 09/17/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1007000 | OU      | $2517.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.778% 06/18/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   145150000 | OU      | $371.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EO-USDINR(USD) 04/16/27 96.4C                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |      165000 | OU      | $5361.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT HUF/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HU        |           1 | NC      | $214.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PUBLICIS GROUPE SA TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       48624 | OU      | $588.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                                | TERADYNE INC 05/01/26W 430C                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           7 | NC      | $35.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                 | EO-USDNOK(USD) 06/02/26 9.3132P                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      -36000 | OU      | $-400.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.51% 06/17/2027 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -127157000 | OU      | $119.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2040-10-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SUMITOMO MITSUI TRUST GROUP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -5454314 | OU      | $1349.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | EURIBOR 3MO (LIFFE) 06/01/26 97.9375C                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | GB        |         -38 | NC      | $3064.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ELIS SA CFD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      159242 | OU      | $-3760.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WALT DISNEY CO/THE CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       97780 | OU      | $-358.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | EURIBOR 3MO (LIFFE) 06/15/26 97.8125C                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | GB        |          38 | NC      | $-9611.68     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PARADE TECHNOLOGIES LTD CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       -9057 | OU      | $-789.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-684.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1792.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DISCO CORP CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -141160 | OU      | $-59.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |     4123500 | PA      | $4731291.07   | 9.12%             | 2032-12-13      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FERRARI NV CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -13517 | OU      | $591.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-227.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | YUM! BRANDS INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      246366 | OU      | $-3378.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.069% 09/16/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    23911000 | OU      | $-2261.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                               | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |           0 | PA      | $0.00         | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |           0 | PA      | $0.00         | 0.00%             | 2029-11-21      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| NYSE Euronext Liffe                               | EURIBOR 3MO (LIFFE) JUN 26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -13 | NC      | $-2184.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | MICRON TECHNOLOGIES DAILY MAY 26 390P                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -7 | NC      | $-1330.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HONEYWELL INTERNATIONAL INC CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |         700 | OU      | $-57.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ATMOS ENERGY CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       58486 | OU      | $1168.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1615.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD COP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $154.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | JACOBS SOLUTIONS INC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1037 | OU      | $1.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WEICHAI POWER CO LTD-H CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      369383 | OU      | $9956.97      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-817.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMERICAN TOWER CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -136130 | OU      | $-3825.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2039-07-04      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | THK CO LTD CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -522156 | OU      | $-676.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD KRW/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-966.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SUNCOR ENERGY INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -42792 | OU      | $-4719.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NASPERS LTD CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ZA        |     -249613 | OU      | $774.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ACM RESEARCH INC-CLASS A CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -21410 | OU      | $-817.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NOVO-NORDISK A/S-SPONS ADR CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      -19299 | OU      | $-839.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | APPLE INC - BSK A                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -38500 | OU      | $239.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANCO BPM SPA CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -86456 | OU      | $605.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                       | MERLIN PROPERTIES SOCIMI SA                             | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               |  | ES        |        2579 | NS      | $45053.01     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HIKMA PHARMACEUTICALS PLC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       37139 | OU      | $1759.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $377.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MATADOR RESOURCES CO TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      234979 | OU      | $25759.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                             | KRANESHARES CSI 05/08/26W 30C                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         423 | NC      | $5076.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PHOTRONICS INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13896 | OU      | $-1096.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 8.028% 09/16/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1065000 | OU      | $1026.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $7.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-588.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT PLN/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $3696.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SQUARE INC - A CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       31857 | OU      | $5160.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VISTRA CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       18992 | OU      | $-209.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |      221040 | PA      | $0.00         | 0.00%             | 2032-06-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PALO ALTO NETWORKS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2883 | OU      | $-165.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BAYERISCHE MOTOREN WERKE AG CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -13026 | OU      | $970.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INTESA SANPAOLO SPA TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |     -272566 | OU      | $-37.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-275.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NINTENDO CO LTD TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -884412 | OU      | $340.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                               | AUS 90 DAY BANK BILL SEP 26                             | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          -3 | NC      | $485.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.5525% 09/16/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -65071000 | OU      | $-649.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BABCOCK INTL GROUP PLC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -17360 | OU      | $2918.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TG THERAPEUTICS INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9499 | OU      | $817.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | THERMO FISHER SCIENTIFIC I TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       55795 | OU      | $-4067.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HOME DEPOT INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -235188 | OU      | $5356.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FUJITSU LIMITED CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -1122975 | OU      | $113.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | METHANEX CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       68542 | OU      | $12399.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WESTERN UNION CO CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -908 | OU      | $25.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $1814.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2035-10-22      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MACNICA HOLDINGS INC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -520335 | OU      | $-531.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                 | Japan Government CPI-Linked Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   304301123 | PA      | $1857757.71   | 3.58%             | 2035-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | COSTCO WHOLESALE CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29542 | OU      | $-893.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $1391.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                        | CUSIP: 903522AB6<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -440000 | PA      | $-408650.76   | -0.79%            | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD COP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $1935.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                     | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       97000 | PA      | $76440.37     | 0.15%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AUTOSTORE HOLDINGS LTD CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BM        |     -296763 | OU      | $-7436.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EXAIL TECHNOLOGIES CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -24344 | OU      | $1084.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SHIGA BANK LTD/THE CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     4655000 | OU      | $537.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME LEAD FUTURE   Jun26                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -6 | NC      | $-6954.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ASM INTERNATIONAL NV CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |        -672 | OU      | $-191.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $203.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PROSUS CFD                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -9195 | OU      | $687.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $851.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                  | Altice France SA                                        | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |      646662 | PA      | $658101.40    | 1.27%             | 2031-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |           1 | NC      | $-94.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CASTELLUM AB CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -295583 | OU      | $1851.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                            | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      310000 | PA      | $282349.72    | 0.54%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-57.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FINECOBANK BANCA FINECO SP TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      200219 | OU      | $-5261.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CHEWY INC - CLASS A                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      146371 | OU      | $-10298.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      906516 | PA      | $1020865.03   | 1.97%             | 2034-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $44.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-41.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $929.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NATIONAL BANK OF GREECE CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GR        |       91716 | OU      | $-6457.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2065-07-22      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AT&T INC CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -39866 | OU      | $-714.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GUARDANT HEALTH INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       51637 | OU      | $-2262.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD PLN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-121.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KIMBELL ROYALTY PARTNERS L TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -87462 | OU      | $-7124.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC FINANCE                           | Core Scientific Finance I LLC                           | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | PA      | $827928.49    | 1.60%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |           0 | PA      | $0.00         | 0.00%             | 2028-05-21      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT THB/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TH        |           1 | NC      | $-758.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $6144.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-6640.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TOPPAN HOLDINGS INC TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    10808574 | OU      | $-215.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-8.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.91% 02/04/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      695000 | OU      | $8728.22      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | THEON INTERNATIONAL PLC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CY        |       -2030 | OU      | $150.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2121.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INVESCO SENIOR LOAN ETF CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -729170 | OU      | $-1420.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MINERALYS THERAPEUTICS INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9893 | OU      | $1125.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CORNING INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       76224 | OU      | $475.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SELL Fixed CDS COLOM 1 06-31     1.0000% 06-20-31       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | CO        |      413000 | OU      | $-18792.22    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $225.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -2596000 | PA      | $-1519277.07  | -2.93%            | 2032-05-21      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GENMAB A/S CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      143442 | OU      | $-1933.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VICTORY GIANT TECHNOLOGY -A CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |       96600 | OU      | $-4306.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-306.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $67.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-246.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CZK/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $3548.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KBC BANKVERZEKERINGSHOLDING CFD (BRU)                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |      216855 | OU      | $-11114.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INTERCONTINENTAL HOTELS-ADR CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -12686 | OU      | $-262.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2039-01-31      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                 | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $159250.00    | 0.31%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -3170000 | PA      | $-2097504.16  | -4.04%            | 2034-05-21      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BEL FUSE INC-CL B CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17703 | OU      | $-2985.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KOJAMO OYJ CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       -2491 | OU      | $62.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CAD 2.875% 09/16/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      301000 | OU      | $2129.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PORTLAND GENERAL ELECTRIC CO CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -31949 | OU      | $-455.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                     | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1450000 | PA      | $1445366.44   | 2.79%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WARBY PARKER INC-CLASS A CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1502 | OU      | $-218.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMERICAN ELECTRIC POWER CO TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7929 | OU      | $160.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $-150.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                        | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      750000 | PA      | $471033.87    | 0.91%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LANTHEUS HOLDINGS INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       58926 | OU      | $477.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BAE SYSTEMS PLC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       35250 | OU      | $-4033.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | INFINEON TECHNOLOGIES AG CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |         575 | OU      | $132.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds            | Hungary Government International Bonds                  | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Short            | DBT              | NUSS              | HU        |     -400000 | PA      | $-433252.00   | -0.84%            | 2052-09-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FIRST SOLAR INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -15450 | OU      | $-499.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SPOTIFY TECHNOLOGY SA CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |       26646 | OU      | $-2086.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MITSUBISHI CORP CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -670220 | OU      | $307.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $6328.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD ILS/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-10958.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SELL Fixed CDS PERU 1 06-31     1.0000% 06-20-31        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | PE        |      325000 | OU      | $4743.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ROLLS-ROYCE HOLDINGS PLC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -2914 | OU      | $-148.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FIRSTENERGY CORP CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -115466 | OU      | $4506.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TRYG A/S CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |    -1039475 | OU      | $7009.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MEIKO ELECTRONICS CO LTD CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -542928 | OU      | $-811.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GALDERMA GROUP AG TRS 0.0000% 05-05-2028                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       44800 | OU      | $4229.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CARLYLE GROUP INC/THE TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -237263 | OU      | $11197.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LUXSHARE PRECISION INDUSTR-A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |       23257 | OU      | $3476.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds | Argentina Republic Government International Bonds       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      670000 | PA      | $499820.00    | 0.96%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                               | PayPal Holdings Inc                                     | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      175000 | PA      | $149692.07    | 0.29%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $565.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD HKD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $937.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |    -1541000 | PA      | $-1532922.24  | -2.95%            | 2046-10-31      | None          | 2.90%                 | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |    -1081000 | PA      | $-1013882.18  | -1.95%            | 2048-02-04      | None          | 2.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FABRINET CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -27300 | OU      | $645.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $42.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DBS GROUP HOLDINGS LTD CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |      511626 | OU      | $6791.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $89.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HOKUHOKU FINANCIAL GROUP INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    32242815 | OU      | $-4708.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ALLIANZ SE-REG CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -369884 | OU      | $-4323.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | EO-USDKRW(USD) 03/18/27 1485P                           | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     -122000 | OU      | $-5194.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-487.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NEXTAGE CO LTD CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -360707 | OU      | $77.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | RS TECHNOLOGIES CO LTD CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -475800 | OU      | $-1965.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EQUIFAX INC TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -157016 | OU      | $18212.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 3.3125% 09/16/2028 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3570000 | OU      | $26164.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $2475.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2475.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BE SEMICONDUCTOR INDUSTRIES CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -14301 | OU      | $-1660.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $5336.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | EO-GBPCHF(GBP) 06/03/26 1.0621C                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       33000 | OU      | $212.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LVMH MOET-HENNESSY LOUIS VUITTON CFD                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       -2453 | OU      | $222.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SMITHS GROUP PLC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       75314 | OU      | $-1414.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LATTICE SEMICONDUCTOR CORP TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24390 | OU      | $-3123.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HERMES INTERNATIONAL CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -38792 | OU      | $1615.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD TWD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $17161.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MORGAN STANLEY CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -81810 | OU      | $47.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-718.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BUNGE GLOBAL SA CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       24600 | OU      | $1449.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP PAY 1 Fixed     3.7810% 08-11-27             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1815000 | NC      | $15074.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AMERICAN ELECTRIC POWER CO TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      220412 | OU      | $5819.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ENTEGRIS INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5069 | OU      | $-161.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ISHARES SEMICONDUCTOR ETF CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -66255 | OU      | $-2961.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2033-03-15      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | POWERSHARES QQQ WEEKLY (FACTOR 100) 05/01/26W 641P      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          25 | NC      | $175.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2032-01-31      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS PLN 4.095% 09/16/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1326000 | OU      | $-3163.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                          | European Investment Bank                                | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2035-01-15      | None          | 2.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | META PLATFORMS INC-CLASS A CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      104662 | OU      | $-9204.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC/ Asurion Co-Issuer Inc                      | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      650000 | PA      | $678982.86    | 1.31%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1559.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PARKER HANNIFIN CORP CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3986 | OU      | $348.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS AUD 3.65625% 06/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |    -1090000 | OU      | $-8579.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AIB GROUP PLC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      170952 | OU      | $-506.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-383.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EXCELERATE ENERGY INC-A CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      128195 | OU      | $4250.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $24.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2040-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KLA CORP TRS 0.0000% 05-15-2033                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       27970 | OU      | $35.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | EO-USDCHF(USD) 05/11/26 .7865C                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       50000 | OU      | $109.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VERTIV HOLDINGS CO-A CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6567 | OU      | $659.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MAXLINEAR INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4160 | OU      | $-9211.86     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |     1166000 | PA      | $1313696.16   | 2.53%             | 2041-01-31      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-409.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD ILS/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1259.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT CHF/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $309.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-247.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $686.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | UNILEVER PLC CFD GBP                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      127833 | OU      | $1668.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca/Pacific                                 | ISHARES NORTH AMERICAN TECH-SOFTWARE ETF MAY 26 88      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          77 | NC      | $5852.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.64% 06/18/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   131673000 | OU      | $808.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 4.15625% 09/17/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -127000 | OU      | $-481.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HCA HEALTHCARE INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       47813 | OU      | $-4368.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TOENEC CORP CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -142730 | OU      | $-189.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 5.85% 06/17/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -44987000 | OU      | $21.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KODIAK GAS SERVICES INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      150749 | OU      | $10411.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BILIBILI INC-CLASS Z CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     -437657 | OU      | $1757.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ASE TECHNOLOGY HOLDING CO LT CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       57403 | OU      | $2871.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $28.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS EUR REC 1 Fixed     2.4000% 03-15-28             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    23872000 | NC      | $-18166.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KIOXIA HOLDINGS CORP CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -579870 | OU      | $-1159.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BEIJER REF AB CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -439779 | OU      | $4351.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BRENNTAG SE CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      198223 | OU      | $16963.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-741.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $1638.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT HKD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HK        |           1 | NC      | $-3379.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-820.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                             | Adnoc Murban Rsc Ltd.                                   | CUSIP: 000000000<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $177000.00    | 0.34%             | 2054-09-11      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 3.09% 12/18/2035 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -451000 | OU      | $-3517.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SAMSUNG ELECTRO-MECHANICS CO CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |       52224 | OU      | $27148.70     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | IN        |           1 | NC      | $-1017.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GIBSON ENERGY INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -20164 | OU      | $-1294.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | UNILEVER PLC TRS 0.0000% 05-05-2028                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       51387 | OU      | $2034.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $238.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DENALI THERAPEUTICS INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -17541 | OU      | $1554.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WHITBREAD PLC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -66939 | OU      | $9718.34      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $166.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ILS 3.4% 06/17/2028 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -5206000 | OU      | $-6031.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TOPAZ ENERGY CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -70041 | OU      | $-2000.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $255.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 9.24% 06/18/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -2723000 | OU      | $1174.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CLOUDFLARE INC - CLASS A CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10647 | OU      | $831.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT PEN/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-1514.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GRAINGER PLC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -42427 | OU      | $4197.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-254.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HILTON WORLDWIDE HOLDINGS IN CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      188117 | OU      | $10537.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD PHP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1514.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GLOBALFOUNDRIES INC TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |        9519 | OU      | $946.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CROWDSTRIKE HOLDINGS INC - A CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -19532 | OU      | $-2309.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AIRTAC INTERNATIONAL GROUP CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       37744 | OU      | $5414.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANCO BILBAO VIZCAYA TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -91237 | OU      | $5075.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |    -1080400 | PA      | $-1372076.61  | -2.64%            | 2037-01-04      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-49.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                        | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      255000 | PA      | $263009.61    | 0.51%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ATLAS COPCO AB-A SHS CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      614215 | OU      | $-726.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AVISTA CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -43664 | OU      | $179.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | QUALCOMM INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1886 | OU      | $-807.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BNP PARIBAS CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -201637 | OU      | $3370.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NOK 4.34375% 09/17/2036 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3935000 | OU      | $-1980.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MICRON TECHNOLOGY INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -5289 | OU      | $-1951.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VISA INC-CLASS A SHARES CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      625794 | OU      | $-13280.82    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | EO-USDJPY(USD) 05/11/26 158.82P                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       50000 | OU      | $789.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HURON CONSULTING GROUP INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -782 | OU      | $-1.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GENERAL MOTORS CO CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |         323 | OU      | $-15.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     2453000 | PA      | $2819253.04   | 5.43%             | 2033-03-15      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6141.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $1366.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HORIBA LTD CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -575825 | OU      | $-621.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2050-11-04      | None          | 0.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MURATA MANUFACTURING CO LTD CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     4732101 | OU      | $11718.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SOFTBANK GROUP CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -8999100 | OU      | $-11241.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT CLP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $5441.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ARCHER-DANIELS-MIDLAND CO CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35204 | OU      | $3109.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ERASCA INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       18540 | OU      | $-9445.24     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GENUS PLC CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        2449 | OU      | $-174.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-648.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                           | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $321242.84    | 0.62%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TAPESTRY INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3379 | OU      | $188.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOST WERKE SE                                     | JOST WERKE SE                                           | CUSIP: 000000000<br>LEI: 529900G977BSS7DATK68 | Long             | EC               | CORP              | DE        |         613 | NS      | $37253.16     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DATADOG INC TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       45882 | OU      | $4218.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | JAMES HARDIE IND PLC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       15207 | OU      | $-786.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TAKE-TWO INTERACTIVE SOFTWRE CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       51610 | OU      | $-93.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CISCO SYSTEMS INC TRS 0.0000% 05-20-2033                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      111826 | OU      | $5202.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MARVELL TECHNOLOGY INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -78273 | OU      | $-16027.93    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                           | Sweden Government Bonds                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Short            | DBT              |  | SE        |    -8285000 | PA      | $-877800.42   | -1.69%            | 2032-06-01      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | STMICROELECTRONICS NV CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -6812 | OU      | $-2872.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-636.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LIQUIDIA CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11750 | OU      | $-483.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AMERICAN WATER WORKS CO INC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      108732 | OU      | $-3941.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ZTE CORP-H CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     -404469 | OU      | $-2681.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -4989000 | PA      | $-3033158.36  | -5.85%            | 2030-12-21      | None          | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2038-09-01      | None          | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1511.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | JIANGXI COPPER CO LTD-H CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |     -570735 | OU      | $3166.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BROADRIDGE FINANCIAL SOLUTIO CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6649 | OU      | $336.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LONDON STOCK EXCHANGE GROUP CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       30647 | OU      | $-1790.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD CHF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-213.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VERICEL CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -27422 | OU      | $714.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GARTNER INC TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1524 | OU      | $39.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | ALPHABET INC-CL A WEEKLY 05/01/26W 340P                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           3 | NC      | $9.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of British Columbia                      | Province of British Columbia                            | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |     1300000 | PA      | $914905.75    | 1.76%             | 2032-07-16      | None          | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4006.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SONY FINANCIAL GROUP INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -8046072 | OU      | $1441.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Financial Holdings LLC                    | Genuine Financial Holdings LLC First Lien               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      199495 | PA      | $183635.10    | 0.35%             | 2030-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.663% 09/16/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   254237000 | OU      | $558.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |    -1323000 | PA      | $-1576669.61  | -3.04%            | 2039-07-30      | None          | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CONAGRA BRANDS INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -107471 | OU      | $3548.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TERADYNE INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       82394 | OU      | $-11982.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DXC TECHNOLOGY CO CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2871 | OU      | $324.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |    -3462800 | PA      | $0.00         | 0.00%             | 2046-10-12      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NEBIUS GROUP NV CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -31414 | OU      | $4182.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ADVANCED ENERGY INDUSTRIES CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -32699 | OU      | $-317.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                             | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | DBT              | CORP              | US        |     -175000 | PA      | $-144571.28   | -0.28%            | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.54% 04/05/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | -1403610000 | OU      | $-3876.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | S&P 500 MINI INDEX 05/08/26W 700P                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          12 | NC      | $1104.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MERCEDES-BENZ GROUP AG CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -15291 | OU      | $800.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ALZCHEM GROUP AG CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       55536 | OU      | $-5347.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MONGODB INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       56574 | OU      | $-2896.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WALT DISNEY CO/THE CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       25937 | OU      | $-622.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | RYANAIR HOLDINGS PLC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       17785 | OU      | $-1571.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $1399.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |     2354250 | PA      | $2715164.22   | 5.23%             | 2042-07-04      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AMERICAN TOWER CORP CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -40512 | OU      | $-1511.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FUJIKURA LTD CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    16719696 | OU      | $10833.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. PLC                        | Bellis Acquisition Co PLC                               | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      125000 | PA      | $156904.71    | 0.30%             | 2030-05-14      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $53.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |     3260000 | PA      | $2097209.48   | 4.04%             | 2034-12-21      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $148.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ARM HOLDINGS PLC-ADR CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -72171 | OU      | $-17214.79    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD CHF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1601.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MGE ENERGY INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -28541 | OU      | $-658.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | OCADO GROUP PLC CMN CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -1828 | OU      | $112.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TRIP.COM GROUP LTD CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      715750 | OU      | $2568.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | OPTORUN CO LTD CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -433219 | OU      | $-1193.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HOST HOTELS & RESORTS INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5090 | OU      | $-108.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GENMAB A/S CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |       58575 | OU      | $-486.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1158.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HAIDILAO INTERNATIONAL HOLDI CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      575660 | OU      | $-87.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BANKINTER SA CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      121824 | OU      | $-5641.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2494.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS AUD 4.84375% 09/16/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -354000 | OU      | $-1374.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | APPLE INC CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      691959 | OU      | $10023.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT THB/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $239.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ELITE MATERIAL CO LTD CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       11179 | OU      | $2000.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3986.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -4684000 | PA      | $-3231178.44  | -6.23%            | 2029-04-21      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MACOM TECHNOLOGY SOLUTIONS H CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -24702 | OU      | $-5148.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 7.04% 09/16/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -2657000 | OU      | $-1483.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $3202.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $223.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CALIFORNIA RESOURCES CORP CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12312 | OU      | $-1203.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-26.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $1076.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NAMURA SHIPBUILDING CO LTD CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -585721 | OU      | $184.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FASTIGHETS AB BALDER TRS 0.0000% 05-05-2028             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -61440 | OU      | $265.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EQT CORP CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -30343 | OU      | $-1138.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | RING ENERGY INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15618 | OU      | $-6795.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LIVE NATION ENTERTAINMENT  TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       27316 | OU      | $323.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2036-03-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-37.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 4.7% 09/16/2028 CMD                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   230287000 | OU      | $1260.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KONAMI GROUP CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -3114100 | OU      | $1831.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BETA BIONICS INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -10487 | OU      | $-263.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HENSOLDT AG CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -1778 | OU      | $89.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.62683% 06/17/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -40611000 | OU      | $910.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NAURA TECHNOLOGY GROUP CO-A CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       99816 | OU      | $27721.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ROYAL CARIBBEAN CRUISES LTD CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LR        |       77747 | OU      | $-3367.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-327.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BARCLAYS PLC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      207806 | OU      | $19191.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CARNIVAL CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PA        |       -2379 | OU      | $205.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2035-10-31      | None          | 3.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | COLGATE-PALMOLIVE CO CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2005 | OU      | $-43.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AXSOME THERAPEUTICS INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        2076 | OU      | $209.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD KRW/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-48.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MONCLER SPA CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -48425 | OU      | $5839.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GENERAL MILLS INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -28109 | OU      | $-668.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TRYG A/S CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      -94245 | OU      | $455.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ABBVIE INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -32594 | OU      | $-1217.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     1309000 | PA      | $1482835.38   | 2.86%             | 2040-10-01      | None          | 3.85%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |      961716 | PA      | $905998.42    | 1.75%             | 2055-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | QUANTA COMPUTER INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       -9754 | OU      | $-220.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |           1 | NC      | $-16848.15    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3801.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | OUTFRONT MEDIA INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       23005 | OU      | $379.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | APPLOVIN CORP-CLASS A CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -825 | OU      | $-67.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AMADEUS IT HOLDING SA CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -20120 | OU      | $1383.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UNITED THERAPEUTICS CORP CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7509 | OU      | $-80.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2336.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |           0 | PA      | $0.00         | 0.00%             | 2055-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | RPM INTERNATIONAL INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -218 | OU      | $13.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CARLYLE GROUP INC/THE TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -38014 | OU      | $1112.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GREGGS PLC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -46133 | OU      | $4258.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CONSTELLATION SOFTWARE INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |       -2443 | OU      | $-23.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 7.701% 09/11/2031 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    -2155000 | OU      | $-2724.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SCOUT24 AG CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -1564 | OU      | $0.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SEK 2.34375% 09/16/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -12288000 | OU      | $-11025.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | JD SPORTS FASHION PLC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -8803 | OU      | $1279.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FACTSET RESEARCH SYSTEMS INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -119827 | OU      | $4216.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2035-07-31      | None          | 0.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-110.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -3193900 | PA      | $-4253186.30  | -8.20%            | 2035-10-22      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ALPHABET INC-CL C CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -419237 | OU      | $-58952.23    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DISCO CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -133960 | OU      | $-105.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1811.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ABN AMRO BANK NV-CVA CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       43391 | OU      | $1094.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 8.03% 06/21/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1138000 | OU      | $291.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ALM BRAND A/S TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      400180 | OU      | $-2793.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WATERBRIDGE INFRASTRUC-CL A CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -38658 | OU      | $-5949.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FURUNO ELECTRIC CO LTD CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -502500 | OU      | $-260.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CCCY USD SOFR COMP USD AUD 1D AUD BBSW AUD USD 3M       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-460.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-622.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $63.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-101.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                    | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194179.88    | 0.37%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MEITU INC CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     -104730 | OU      | $1491.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.54% 06/17/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17241000 | OU      | $-3536.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                 | PSP Capital, Inc.                                       | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Short            | DBT              |  | CA        |    -1175000 | PA      | $0.00         | 0.00%             | 2034-07-02      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HENSOLDT AG CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       -2226 | OU      | $-19.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $2118.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LEGEND BIOTECH CORP-ADR TRS 11.23.2026                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       39009 | OU      | $-2411.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CONCORDIA FINANCIAL GROUP LT CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -32078615 | OU      | $5193.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ROHM CO LTD CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -415265 | OU      | $141.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOSTON SCIENTIFIC CORP CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15788 | OU      | $-169.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-223.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $472.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | XIAOMI CORP-CLASS B CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -39902 | OU      | $543.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SHURGARD SELF STORAGE LTD TRS 0.0000% 05-05-2028        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GE        |      -10362 | OU      | $223.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BURLINGTON STORES INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -42739 | OU      | $2417.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CHF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3740.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CZK 4.43% 06/17/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1856000 | OU      | $-749.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS JPY 1.375% 06/17/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    55351000 | OU      | $471.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2032-08-15      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NXP SEMICONDUCTORS NV CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       -3547 | OU      | $-1737.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BETA BIONICS INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5489 | OU      | $511.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | EO-USDNOK(USD) 05/21/26 9.278P                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      -36000 | OU      | $-264.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4159.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $5766.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NIKON CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -824609 | OU      | $633.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS GBP 4.09% 01/29/2038 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     2027000 | OU      | $132949.58    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-221.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                               | CDP Financial, Inc.                                     | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Short            | DBT              |  | CA        |    -2331000 | PA      | $0.00         | 0.00%             | 2032-02-13      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                          | Province of British Columbia Canada                     | CUSIP: 11070TAP3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    12990000 | PA      | $6441982.16   | 12.42%            | 2031-04-23      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-17.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BONESUPPORT HOLDING AB TRS 0.0000% 05-05-2028           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -417249 | OU      | $-746.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-10783.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SAAB AB-B CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -440038 | OU      | $4526.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SBA COMMUNICATIONS CORP CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      406066 | OU      | $1605.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AMBU A/S TRS 0.0000% 05-05-2028                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |     -216720 | OU      | $726.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ALIOR BANK SA CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |      237194 | OU      | $-1477.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     1205000 | PA      | $1368050.61   | 2.64%             | 2041-10-01      | None          | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NVIDIA CORP CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      468508 | OU      | $-915.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds | Republic of Poland Government International Bonds       | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |     -175000 | PA      | $-201062.09   | -0.39%            | 2044-01-11      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PHILLIPS 66 CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       83852 | OU      | $7156.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |    -5107341 | PA      | $-5983729.99  | -11.53%           | 2035-12-12      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SEADRILL LIMITED CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       10205 | OU      | $825.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-78.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KELT EXPLORATION LTD CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      109102 | OU      | $9267.03      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ALUMIS INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       16646 | OU      | $365.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CZK 4.4% 06/17/2031 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1422000 | OU      | $14.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HILTON WORLDWIDE HOLDINGS IN CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       38096 | OU      | $-2124.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $2968.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ANTERO RESOURCES CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14859 | OU      | $687.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -2425532 | PA      | $-3006222.20  | -5.79%            | 2039-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1236.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HACHIJUNI BANK LTD/THE CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    17480136 | OU      | $2216.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.15625% 06/17/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      197000 | OU      | $1588.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CN        |           1 | NC      | $471.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WINGSTOP INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -64144 | OU      | $7707.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | LI NING CO LTD CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     -443277 | OU      | $-1922.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | STOXX TRS 1DE     0.0000% 11-30-23                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -145369 | OU      | $727.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ACADIA PHARMACEUTICALS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5005 | OU      | $-158.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                               | CUSIP: 817477AK8<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      200000 | PA      | $194692.00    | 0.38%             | 2036-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD HKD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $590.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $257.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                       | BANK OF CYPRUS HOLDINGS PLC                             | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |        6118 | NS      | $66254.52     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP REC 1 Fixed     3.9000% 06-19-27             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -4694000 | NC      | $2916.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 6.758% 06/17/2027 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -5987000 | OU      | $-2321.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VISTRA CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      134994 | OU      | $-4144.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |     -930000 | PA      | $-1107881.66  | -2.14%            | 2039-07-30      | None          | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BLUE OWL CAPITAL INC TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2868 | OU      | $40.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ABN AMRO BANK NV TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      287839 | OU      | $-7371.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TARGA RESOURCES CORP CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      106495 | OU      | $13142.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                            | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      930000 | PA      | $890050.00    | 1.72%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BLACKSTONE INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -26056 | OU      | $688.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.13% 09/17/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17363000 | OU      | $-1117.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD BRL/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-46.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KYNDRYL HOLDINGS INC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2921 | OU      | $-91.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | RICE ACQUISITION CORP 3 CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |        5444 | OU      | $23.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EPAM SYSTEMS INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       28638 | OU      | $-3264.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DAVE & BUSTERS ENTERTAINMEN CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3469 | OU      | $584.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $504.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3331.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | LG DISPLAY CO LTD CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |      -45642 | OU      | $-7095.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -4790000 | PA      | $-5574675.03  | -10.74%           | 2032-07-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-307.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WEYERHAEUSER CO CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       50109 | OU      | $-1583.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $834.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NOK 4.28125% 09/15/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4641000 | OU      | $1454.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD KRW/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1331.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                            | MIWD Holdco II LLC / MIWD Finance Corp                  | CUSIP: 55337PAA0<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -530000 | PA      | $-489770.30   | -0.94%            | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANCO DE SABADELL SA CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       94757 | OU      | $-127.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | YAMAICHI ELECTRONICS CO LTD CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     6083122 | OU      | $10174.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                               | AUST 10Y BOND FUT Jun26                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          48 | NC      | $-29277.66    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                               | COFF ROBUSTA 10tn Jul26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           1 | NC      | $-150.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | YOKOGAWA ELECTRIC CORP CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -2908110 | OU      | $-2151.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.33% 03/15/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1460000 | OU      | $563.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 8.3025% 06/17/2036 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -690000 | OU      | $281.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TENCENT HOLDINGS LTD CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      197104 | OU      | $-1650.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $4164.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BLOOM ENERGY CORP- A CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      136782 | OU      | $4897.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SULZER AG-REG CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       19963 | OU      | $-2157.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $718.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ABB LTD-REG CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      262449 | OU      | $8422.36      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 7.07% 06/17/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -6854000 | OU      | $2283.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-53.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1435.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KOMERCNI BANKA AS CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CZ        |    -2413088 | OU      | $6165.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EO-USDINR(USD) 04/16/27 96.4P                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |      165000 | OU      | $1746.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 3.34% 03/15/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -2216000 | OU      | $6302.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $28312.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SEK 2.69% 02/05/2030 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11881235 | OU      | $4346.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LAM RESEARCH CORP TRS 0.0000% 05-20-2033                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3421 | OU      | $-68.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SAMSUNG ELECTRONICS CO LTD CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |       50966 | OU      | $2699.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PROCEPT BIOROBOTICS CORP CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       26039 | OU      | $-1710.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS GBP 4.03% 10/22/2035 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -1152000 | OU      | $-56121.21    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-13.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SUNCOR ENERGY INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -37859 | OU      | $-5818.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TTM TECHNOLOGIES CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -25288 | OU      | $-6514.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT HUF/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $3687.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LAMB WESTON HOLDINGS INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -37515 | OU      | $-330.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NABORS INDUSTRIES LTD CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |       30547 | OU      | $3211.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |           0 | PA      | $0.00         | 0.00%             | 2054-05-25      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TENET HEALTHCARE CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10452 | OU      | $887.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-810.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | NATURAL  GAS JUL 26                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -12 | NC      | $6840.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UNILEVER PLC TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        4392 | OU      | $83.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | STRAUMANN HOLDING AG TRS 0.0000% 05-05-2028             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -40056 | OU      | $23.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                               | CPPIB Capital, Inc.                                     | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              |  | CA        |     1126000 | PA      | $1302837.85   | 2.51%             | 2032-01-30      | None          | 2.88%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -221040 | PA      | $0.00         | 0.00%             | 2032-06-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $-454.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $135.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FIVE BELOW CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      120611 | OU      | $-2074.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ARES MANAGEMENT CORP                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      170316 | OU      | $-1964.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-165.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LINEA DIRECTA ASEGURADORA SA CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       36772 | OU      | $-2453.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                    | ALPHABET INC /EUR/ REGD                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Short            | DBT              | CORP              | US        |     -275000 | PA      | $-295729.78   | -0.57%            | 2054-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2032-10-31      | None          | 2.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $915.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $2248.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ASTRAZENECA PLC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       48838 | OU      | $1002.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |     1343000 | PA      | $693553.37    | 1.34%             | 2052-05-25      | None          | 0.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NOBLE CORP PLC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -17640 | OU      | $-1342.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VIKING THERAPEUTICS INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -20856 | OU      | $2553.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD PLN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $491.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |           1 | NC      | $96.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BIRKENSTOCK HOLDING PLC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |       -7775 | OU      | $569.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |    -3453000 | PA      | $-1942413.72  | -3.74%            | 2051-07-06      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MIZUHO FINANCIAL GROUP INC TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    57170100 | OU      | $-8731.64     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PPG INDUSTRIES INC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7916 | OU      | $-429.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS MYR 3.542% 09/20/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -274000 | OU      | $-174.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.13% 06/17/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   107233000 | OU      | $732.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HOLCIM LTD CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        3669 | OU      | $46.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BT GROUP PLC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -31870 | OU      | $504.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VANECK SEMICONDUCTOR ETF CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -631935 | OU      | $-74939.40    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT DKK/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | DK        |           1 | NC      | $63.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD HKD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $75.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government International Bonds               | Peru Government International Bonds                     | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       20000 | PA      | $17300.00     | 0.03%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $10877.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-547.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANCO SANTANDER SA CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      224683 | OU      | $-5451.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-0.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NEWAMSTERDAM PHARMA CO NV CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      -11362 | OU      | $1851.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS INR 6.423% 06/17/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -26645000 | OU      | $-2737.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SCREEN HOLDINGS CO LTD CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -380100 | OU      | $-344.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $190.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                             | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      775000 | PA      | $703493.54    | 1.36%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MONGODB INC TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       13734 | OU      | $-690.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | UNITED THERAPEUTICS CORP CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       72253 | OU      | $-263.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 3.34375% 09/15/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1562000 | OU      | $4314.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1972.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GESTAMP AUTOMOCION SA CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -22398 | OU      | $-907.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HITACHI LTD CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1046059 | OU      | $361.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DENALI THERAPEUTICS INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12965 | OU      | $1770.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MERLIN PROPERTIES SOCIMI SA CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      -10607 | OU      | $-65.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LANDBRIDGE CO LLC TRS 0.0000% 05-20-2033                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9416 | OU      | $-137.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SAIPEM SPA CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       55515 | OU      | $8472.87      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-6144.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ADP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -14354 | OU      | $1352.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -2859000 | PA      | $-1928981.73  | -3.72%            | 2036-03-21      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1637.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS JPY 1.875% 09/16/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -15235000 | OU      | $-340.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GUIDEWIRE SOFTWARE INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1430 | OU      | $46.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $10770.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ULVAC INC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     3834894 | OU      | $371.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-644.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | EURIBOR 3MO (LIFFE) 06/15/26 98.25C                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | GB        |         159 | NC      | $-3570.48     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1108.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds               | Kingdom of Belgium Government Bonds                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Short            | DBT              |  | BE        |     -574647 | PA      | $-707017.46   | -1.36%            | 2032-03-28      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-34.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $24381.35     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |           1 | NC      | $-10.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 7.12% 09/16/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -3173000 | OU      | $-1498.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $13.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |    -4426388 | PA      | $-5055883.38  | -9.74%            | 2031-12-04      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TWIST BIOSCIENCE CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35379 | OU      | $509.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BABCOCK INTL GROUP PLC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -27584 | OU      | $3993.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |      308509 | PA      | $353800.74    | 0.68%             | 2046-05-25      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | WHEAT FUTURE(CBT) Jul26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -3 | NC      | $-6825.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KITZ CORP CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -444024 | OU      | $-222.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LONZA GROUP AG-REG CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -26788 | OU      | $2943.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                        | STRABAG SE-BR                                           | CUSIP: 000000000<br>LEI: 529900TYYSRJH2VJSP60 | Long             | EC               | CORP              | AT        |          84 | NS      | $8864.58      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | EQT AB CFD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -97730 | OU      | $-499.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.865% 06/17/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -13370000 | OU      | $3792.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AP MOLLER-MAERSK A/S-B CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      -90599 | OU      | $20.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SGD 1.885% 09/16/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      -64000 | OU      | $-256.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.685% 06/18/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   139612000 | OU      | $694.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bonds                          | Finland Government Bonds                                | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Short            | DBT              |  | FI        |     -345000 | PA      | $-375553.88   | -0.72%            | 2038-04-15      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ISHARES U.S. MEDICAL DEVICES CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -68776 | OU      | $4032.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GODADDY INC - CLASS A CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -745 | OU      | $-35.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |     3185800 | PA      | $3212630.72   | 6.19%             | 2046-08-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CERIBELL INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       37041 | OU      | $-1700.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.82% 01/29/2035 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2405000 | OU      | $37746.68     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Liffe                               | ICE 3MONTH SONIA OPTION 06/01/26W 96.1P                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          97 | NC      | $43661.55     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $1064.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HERMES INTERNATIONAL CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -186168 | OU      | $2754.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-11826.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CVC CAPITAL PARTNERS PLC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |      -21159 | OU      | $-855.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD ILS/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-17292.62    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROSS STORES INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       55589 | OU      | $902.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     2385000 | PA      | $2930556.05   | 5.65%             | 2040-01-31      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROBLOX CORP - CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       43279 | OU      | $-4265.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PACIRA BIOSCIENCES INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -36434 | OU      | $-5267.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                             | ON Semiconductor Corp                                   | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |       70000 | PA      | $85260.00     | 0.16%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 3.44% 06/10/2030 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      812000 | OU      | $8209.65      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS USD REC 10 Fixed     2.9000% 02-24-37            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1386000 | NC      | $-4167.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT PLN/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-179.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NATIONAL ENERGY SERVICES REU CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | VG        |      -25390 | OU      | $-1869.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INDIVIOR PHARMACEUTICALS INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15936 | OU      | $1166.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DAIWA SECURITIES GROUP INC TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -5070550 | OU      | $-1353.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | LG ENERGY SOLUTION CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |      -50941 | OU      | $-7579.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SPDR S&P 500 ETF TRUST CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -60895 | OU      | $-1628.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SANDVIK AB CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      311733 | OU      | $-831.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BANCA MONTE DEI PASCHI SIENA CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       46401 | OU      | $-119.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $831765.15    | 1.60%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SELL Fixed CDS COLOM 1 06-31     1.0000% 06-20-31       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | CO        |      100000 | OU      | $-4550.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT COP/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | CO        |           1 | NC      | $1043.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ADYEN NV CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       19416 | OU      | $-232.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SYNCHRONY FINANCIAL CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1022 | OU      | $30.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANK HAPOALIM BM CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |      317632 | OU      | $-1730.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MIZRAHI TEFAHOT BANK LTD TRS 0.0000% 05-15-2033         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |     -444846 | OU      | $5269.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | OVINTIV INC TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       91931 | OU      | $5687.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SO-ITRAXX-EUROPES45V1-5     1.0000% 06-20-31            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |     2150000 | NC      | $1052.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | APOLLO GLOBAL MANAGEMENT INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -211404 | OU      | $-2142.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ACADIA PHARMACEUTICALS INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -32229 | OU      | $-525.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT HKD/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | HK        |           1 | NC      | $-1216.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $554.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MEBUKI FINANCIAL GROUP INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    20506888 | OU      | $-847.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NVIDIA CORP CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       39177 | OU      | $137.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $181.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NEXON CO LTD CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -874886 | OU      | $147.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LARGAN PRECISION CO LTD CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       -5079 | OU      | $340.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | METAWATER CO LTD CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -308740 | OU      | $102.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ATLAS COPCO AB-A SHS CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     3198636 | OU      | $-26307.43    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KYNDRYL HOLDINGS INC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3796 | OU      | $-267.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Herens Midco SARL                                 | Herens Midco SARL                                       | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $46391.08     | 0.09%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-136.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ANNEXON INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       11220 | OU      | $-977.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -1215000 | PA      | $-1560800.74  | -3.01%            | 2040-09-01      | None          | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD COP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $475.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2041-05-15      | None          | 2.60%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 5.93% 09/16/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13397000 | OU      | $-823.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                               | OMERS Finance Trust                                     | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              |  | CA        |     1719000 | PA      | $2021680.73   | 3.90%             | 2029-01-25      | None          | 3.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KONTRON AG CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      -21683 | OU      | $336.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BIOMARIN PHARMACEUTICAL INC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -23914 | OU      | $-292.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IMPERIAL BRANDS PLC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      120818 | OU      | $59.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD BRL/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-14236.97    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                 | Japan Government CPI-Linked Bonds                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    65089062 | PA      | $423099.04    | 0.82%             | 2031-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MSCI INC CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      254486 | OU      | $-7276.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HILTON WORLDWIDE HOLDINGS  TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      373768 | OU      | $-17290.55    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-190.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ASE TECHNOLOGY HOLDING CO LT CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       70575 | OU      | $6367.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CARREFOUR SA CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -35868 | OU      | $-362.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KAJIMA CORP CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -964873 | OU      | $-159.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GRIFOLS SA-ADR CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -17609 | OU      | $478.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $158.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |           1 | NC      | $-201.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1008.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | MILL WHEAT EURO   Dec26                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | FR        |         -32 | NC      | $-17343.99    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CHESAPEAKE UTILITIES CORP CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       50781 | OU      | $-837.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | WINBOND ELECTRONICS CORP CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -37409 | OU      | $-1111.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                 | Portugal Obrigacoes do Tesouro OT                       | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              |  | PT        |     2983000 | PA      | $3443780.28   | 6.64%             | 2036-06-13      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FURUYA METAL CO LTD CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -575120 | OU      | $-640.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KYUSHU FINANCIAL GROUP INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    17030121 | OU      | $-4505.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WESTLAKE CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -36100 | OU      | $-443.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-175.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SARTORIUS AG-VORZUG CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -28692 | OU      | $2991.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SULZER AG-REG CFD (CHF)                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       73633 | OU      | $-5049.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GALDERMA GROUP AG CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |        -764 | OU      | $-72.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | RUSH ENTERPRISES INC-CL A CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       23002 | OU      | $-349.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ACCENTURE PLC-CL A CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       -4775 | OU      | $485.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |     -379000 | PA      | $0.00         | 0.00%             | 2037-01-31      | None          | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SANKI ENGINEERING CO LTD CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -591262 | OU      | $12.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-483.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                      | HUT 8 DC LLC                                            | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |      535000 | PA      | $539427.94    | 1.04%             | 2042-11-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TOKYO SEIMITSU CO LTD CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -1556500 | OU      | $-2229.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PDD HOLDINGS INC-ADR CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -16852 | OU      | $172.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | IPSOS CFD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        2666 | OU      | $-206.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SPDR S&P OIL & GAS EXP & PR CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -222687 | OU      | $-1501.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GALP ENERGIA SGPS SA CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |       30777 | OU      | $1339.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANCO BILBAO VIZCAYA ARGENTA CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       69380 | OU      | $-3885.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | REPSOL SA CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |        3878 | OU      | $527.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-713.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CHEWY INC - CLASS A CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      112789 | OU      | $-10397.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AMERICAN EXPRESS CO TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -152240 | OU      | $-1854.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TDK CORP CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -2460969 | OU      | $-6700.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DOLLAR GENERAL CORP CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -119639 | OU      | $5497.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.615% 06/17/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    27217000 | OU      | $362.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.051% 06/17/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -49197000 | OU      | $1366.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $369.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UBER TECHNOLOGIES INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       63833 | OU      | $-2205.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | THEON INTERNATIONAL PLC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CY        |      -12943 | OU      | $1049.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |      479000 | PA      | $529245.16    | 1.02%             | 2054-07-31      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CROWN CASTLE INTL CORP CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      200203 | OU      | $7364.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | METSO CORP CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |        3655 | OU      | $-307.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | RAMBUS INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -25324 | OU      | $1036.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2342.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2054-10-22      | None          | 1.63%                 | No            |                  2 | On Loan: No      |
| Chicago Stock Exchange                            | ARK INNOVATION ETF MAY 26 65P                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         141 | NC      | $2538.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | UNICHARM CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -11207920 | OU      | $3990.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |           1 | NC      | $-451.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AMADEUS IT GROUP SA CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       -3404 | OU      | $-46.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-912.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ACCOR SA CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -76040 | OU      | $6472.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TECHNIP ENERGIES NV - CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      128152 | OU      | $3358.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 4.16% 08/15/2043 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1234000 | OU      | $-5479.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CHIPOTLE MEXICAN GRILL INC TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -78678 | OU      | $2812.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-166.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 5.945% 06/17/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -94271000 | OU      | $1261.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LILLY CFD                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       60615 | OU      | $1068.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INTEL CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       54837 | OU      | $6574.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | RHEINMETALL AG TRS 0.0000% 05-05-2028                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        9186 | OU      | $-1199.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                      | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Short            | DBT              | CORP              | US        |     -150000 | PA      | $-152337.60   | -0.29%            | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KRAFT HEINZ CO/THE CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -72831 | OU      | $-2150.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -1220000 | PA      | $-1490450.82  | -2.87%            | 2039-09-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS PLN 4.24% 06/17/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -807000 | OU      | $-3266.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-340.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $833.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BURBERRY GROUP PLC TRS 0.0000% 05-05-2028               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -4236 | OU      | $-522.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUND FUTURE  Jun26                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          13 | NC      | $-28364.35    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EXPAND ENERGY CORP CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -50408 | OU      | $-3527.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KKR & CO INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      131874 | OU      | $532.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ENERGY SELECT SECTOR SPDR  TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -660139 | OU      | $-49278.59    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LIGHTSPEED COMMERCE INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -65965 | OU      | $1464.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KINSUS INTERCONNECT TECH CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |        -533 | OU      | $-131.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-108.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS GBP 4.625% 09/17/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -444000 | OU      | $-6208.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $608.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ACCENTURE PLC                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      -21847 | OU      | $1831.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-306.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Liffe                               | EURIBOR 3MO (LIFFE) SEP 26                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          -9 | NC      | $2602.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | LIVE NATION CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       56682 | OU      | $-771.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ALLEGRO MICROSYSTEMS INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24101 | OU      | $-7278.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KONE OYJ-B CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |       -2951 | OU      | $88.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MSWEWLAI TRS 0.0000% 05-15-2033                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -211918 | OU      | $-14743.06    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     1715600 | PA      | $2322657.34   | 4.48%             | 2030-03-07      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2054-10-22      | None          | 1.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2669.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | LAM RESEARCH CORP CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       84950 | OU      | $14325.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2055-10-01      | None          | 4.65%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-317.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 7.41% 06/17/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    21632000 | OU      | $-8985.87     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MICROSOFT CORP TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       36883 | OU      | $-590.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CONTINEUM THERAPEUTICS INC-A CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       12285 | OU      | $-592.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INTERCONTINENTAL HOTELS GROU CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -61838 | OU      | $664.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.68245% 09/20/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -220111000 | OU      | $-895.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | 3 MONTH SOFR OPTION DEC 27 98C                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -71 | NC      | $-15531.25    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD CLP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-732.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-413.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WATERS CORP TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       50887 | OU      | $-2647.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GLOBALFOUNDRIES INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |        -872 | OU      | $-419.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | MICROSOFT MAY 26 440C                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           2 | NC      | $308.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1403.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD CLP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-74.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $8259.22      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ASIA VITAL COMPONENTS CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      114185 | OU      | $51151.92     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ZEALAND PHARMA A/S CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -182062 | OU      | $93.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TENCENT HOLDINGS LTD CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -83333 | OU      | $518.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KLA CORP CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       84850 | OU      | $-2583.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | RYANAIR HOLDINGS PLC-SP ADR CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       23644 | OU      | $-1620.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |     -131804 | PA      | $-126332.03   | -0.24%            | 2054-08-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | STOXX TRS 1DE     0.0000% 05-15-23                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -46879 | OU      | $2736.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INVESCO QQQ TRUST SERIES 1 CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -131304 | OU      | $-6250.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GE HEALTHCARE TECHNOLOGY CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -667 | OU      | $119.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | VITESSE ENERGY INC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9277 | OU      | $-290.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | NATURAL  GAS MAR 27                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $10037.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LIQUIDIA CORP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13801 | OU      | $313.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -2260000 | PA      | $-2663903.53  | -5.13%            | 2039-10-01      | None          | 4.15%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-542.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | NETFLIX INC MAY 26 115C                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          44 | NC      | $132.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-26884.52    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HERMES INTERNATIONAL CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       -5088 | OU      | $243.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $-543.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                   | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |           0 | PA      | $0.00         | 0.00%             | 2029-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BAIDU INC TRS 0.0000% 05-15-2033                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -28396 | OU      | $-265.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LIFCO AB-B SHS CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -154800 | OU      | $687.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IONIS PHARMACEUTICALS INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -40825 | OU      | $-143.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2032-10-31      | None          | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $4027.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HYOSUNG HEAVY INDUSTRIES COR CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |      101779 | OU      | $52393.02     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds              | Republic of Austria Government Bonds                    | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Short            | DBT              |  | AT        |     -514000 | PA      | $-560920.05   | -1.08%            | 2044-06-20      | None          | 3.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TW        |           1 | NC      | $-3.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | iTraxx Europe Crossover Series 45 Version 1 5% 06/      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |     -200000 | OU      | $22334.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | RYOYO RYOSAN HOLDINGS INC CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -413972 | OU      | $-21.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROYAL CARIBBEAN CRUISES LTD CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LR        |       46656 | OU      | $-3135.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD CHF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-61.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |     -437096 | PA      | $-448574.75   | -0.86%            | 2054-10-05      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS EUR PAY 10 Fixed     3.3200% 04-05-39            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -845000 | NC      | $3229.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WIHLBORGS FASTIGHETER AB CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -115423 | OU      | $1296.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-309.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                   | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |   120450000 | PA      | $0.00         | 0.00%             | 2035-12-20      | None          | 2.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ISC CO LTD CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       56352 | OU      | $4988.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ILS 3.8% 06/17/2036 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      349000 | OU      | $456.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EXELIXIS INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -44264 | OU      | $-862.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | OCULAR THERAPEUTIX INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13357 | OU      | $210.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EUROBANK SA CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GR        |       86230 | OU      | $-7878.55     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MARVELL TECHNOLOGY INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       76547 | OU      | $38892.36     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-333.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | EO-GBPCHF(GBP) 05/05/26 1.0515P                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       25000 | OU      | $9.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | EO-EURHUF(EUR) 10/13/26 400C                            | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     -201000 | OU      | $-1528.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-147.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2043-09-01      | None          | 4.45%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $10133.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 5.135% 06/21/2031 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   -59897000 | OU      | $-146.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $165.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | POWERSHARES QQQ MAY 26 690C                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          89 | NC      | $19135.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GUARDANT HEALTH INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       29871 | OU      | $781.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | KR        |           1 | NC      | $189.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $70.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | UNIVERSAL MUSIC GROUP NV TRS 0.0000% 05-05-2028         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       -1315 | OU      | $100.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUND FUTURE  Jun26                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -72 | NC      | $-8844.67     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DOORDASH INC - A CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -138416 | OU      | $7712.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INVENTEC CORP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -18271 | OU      | $-816.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT PEN/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-1142.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HUGO BOSS AG  -ORD CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -21923 | OU      | $-103.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SANYO DENKI CO LTD CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -465075 | OU      | $-1528.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | S&P GLOBAL INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      124067 | OU      | $-3322.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |     -795000 | PA      | $-944542.52   | -1.82%            | 2037-02-01      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ZHEN DING TECHNOLOGY HOLDING CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |        4636 | OU      | $3251.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VIPER ENERGY INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      578647 | OU      | $36430.38     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | UBTECH ROBOTICS CORP LTD-H CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |     -622764 | OU      | $122.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | POOL CORP                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1355 | OU      | $-74.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | SE        |           1 | NC      | $141.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $42.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $75.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TOPPAN HOLDINGS INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      289740 | OU      | $92.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                    | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $196725.00    | 0.38%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMBU A/S-B CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      -16323 | OU      | $204.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $2904.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ASTRAZENECA PLC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       38532 | OU      | $-2557.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AMPHENOL CORP-CL A CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -53178 | OU      | $1927.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | M&G PLC CFD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      155211 | OU      | $3966.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PERMIAN RESOURCES CORP CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      106390 | OU      | $2467.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TEMPUS AI INC-CL A CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9425 | OU      | $-215.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                          | Constellation Energy Generation LLC                     | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Short            | DBT              | CORP              | US        |     -125000 | PA      | $-132956.45   | -0.26%            | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CARIS LIFE SCIENCES INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13190 | OU      | $1391.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                | CUSIP: 431318BG8<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -200000 | PA      | $-204216.12   | -0.39%            | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-263.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | STARBUCKS CORP CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -105292 | OU      | $-6357.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LUNR ROYALTIES CORP TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |        4654 | OU      | $-387.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |      516000 | PA      | $529295.40    | 1.02%             | 2044-07-04      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HOST HOTELS & RESORTS INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14648 | OU      | $110.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NXP SEMICONDUCTORS NV CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |        -221 | OU      | $-72.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                           | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Short            | DBT              | CORP              | US        |    -1100000 | PA      | $-1064163.63  | -2.05%            | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-331.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME PRI ALUM FUTR May26                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -4 | NC      | $57.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MICROSOFT CORP CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       76224 | OU      | $-2008.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ICADE CFD (ICAD FP)                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -46387 | OU      | $897.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KOKUSAI ELECTRIC CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      389620 | OU      | $-199.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $684.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DEUTSCHE BANK AG-REGISTERED CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -257196 | OU      | $12967.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DXC TECHNOLOGY CO CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5218 | OU      | $780.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NIDEC CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -539695 | OU      | $-344.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BROOKFIELD CORP                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -16238 | OU      | $481.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NEMETSCHEK AG CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -25004 | OU      | $2048.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $9427.51      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |      757000 | PA      | $938082.43    | 1.81%             | 2037-01-31      | None          | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ARM HOLDINGS PLC MAY 26 180P                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          16 | NC      | $6960.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | T&D HOLDINGS INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -6403722 | OU      | $638.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                  | CSC Holdings, LLC 2019 Term Loan B5                     | CUSIP: 000000000<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      564027 | PA      | $497251.89    | 0.96%             | 2027-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ALPHABET INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -52993 | OU      | $-7353.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD KRW/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $210.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CIENA CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -10856 | OU      | $-2333.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Financial Stability Facility             | European Financial Stability Facility                   | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              |  | LU        |     2392000 | PA      | $2715096.10   | 5.23%             | 2035-01-29      | None          | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $389.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROBLOX CORP - CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20568 | OU      | $-1558.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MICROCHIP TECHNOLOGY INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23539 | OU      | $-5820.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EVERCORE INC - A CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14639 | OU      | $-1466.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HUA HONG SEMICONDUCTOR LTD-H CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     -409964 | OU      | $-14570.62    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2055-10-12      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Board of Trade                           | COFFEE 'C' FUTURE Jul26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $934.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD CHF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-152.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | EURIBOR 3MO (LIFFE) 06/15/26 97.4375P                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | GB        |         -37 | NC      | $696.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | T&D HOLDINGS INC CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -2979960 | OU      | $521.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INFINEON TECHNOLOGIES AG CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      225267 | OU      | $55439.55     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DANAHER CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -49666 | OU      | $4034.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-320.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC/ Asurion Co-Issuer Inc                      | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Short            | DBT              | CORP              | US        |     -350000 | PA      | $-365606.15   | -0.70%            | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SMITHS GROUP PLC TRS 0.0000% 05-05-2028                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |         189 | OU      | $20.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2031-12-04      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $3176.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-973.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $326.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | UBER TECHNOLOGIES INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       53261 | OU      | $1800.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BELIMO HOLDING AG-REG CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -9353 | OU      | $82.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOBA Bank Group AB                                | NOBA BANK GROUP AB                                      | CUSIP: 000000000<br>LEI: 21380057HUGFEAF25W84 | Long             | EC               | CORP              | SE        |        1195 | NS      | $10967.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DIANTHUS THERAPEUTICS INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         862 | OU      | $-71.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |      404000 | PA      | $0.00         | 0.00%             | 2037-02-01      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SEMPRA TRS 0.0000% 05-20-2033                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      164282 | OU      | $3033.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PERMANENT TSB GROUP HOLDINGS CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       50456 | OU      | $72.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) Jun26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -11 | NC      | $9281.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NUTRIEN ORD                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |         713 | OU      | $47.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DINO POLSKA SA CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |     -322718 | OU      | $7473.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GLOBUS MEDICAL INC - A CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       46958 | OU      | $837.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 8.24% 06/04/2036 CMD                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   -11525000 | OU      | $-13456.99    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ADIDAS AG CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -6086 | OU      | $-342.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NZD 4.1875% 06/17/2036 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     -846200 | OU      | $-9232.53     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1386.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ISHARES IBOXX H/Y CORP BOND CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    -1772760 | OU      | $4400.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2051-07-06      | None          | 0.70%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                               | OMERS Finance Trust                                     | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Short            | DBT              |  | CA        |    -1719000 | PA      | $0.00         | 0.00%             | 2029-01-25      | None          | 3.13%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS BRL 13.695% 01/02/2031 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      214372 | OU      | $-290.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HOWMET AEROSPACE INC                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -4022 | OU      | $-109.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-239.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MTU AERO ENGINES AG CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -10603 | OU      | $1460.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.5% 03/15/2031 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1869000 | OU      | $-588.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BANCO BILBAO VIZCAYA ARGENTA CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -47704 | OU      | $2291.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EQT AB CFD                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -1009133 | OU      | $7677.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -1075000 | PA      | $-749037.51   | -1.44%            | 2037-10-21      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds               | Kingdom of Belgium Government Bonds                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              |  | BE        |           0 | PA      | $0.00         | 0.00%             | 2032-03-28      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CHUBB LTD CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -101454 | OU      | $83.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PINNACLE WEST CAPITAL CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       22721 | OU      | $-6.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BIO-TECHNE CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4059 | OU      | $352.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NEXT PLC CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -2566 | OU      | $141.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $238.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ARCUTIS BIOTHERAPEUTICS INC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -19992 | OU      | $1021.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-51245.75    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $126.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CZK/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-1020.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                           | Sweden Government Bonds                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              |  | SE        |           0 | PA      | $0.00         | 0.00%             | 2028-05-12      | None          | 0.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS MYR 3.4805% 09/17/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -208000 | OU      | $-171.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                           | Sweden Government Bonds                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              |  | SE        |           0 | PA      | $0.00         | 0.00%             | 2071-06-23      | None          | 1.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AMERICAN EXPRESS CO TRS 0.0000% 05-20-2033              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -20122 | OU      | $416.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PANASONIC HOLDINGS CORP CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -650637 | OU      | $-655.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | iTraxx Europe Series 45 Version 1 1% 06/20/2031         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |    -7677000 | OU      | $184866.03    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-167.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2171.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD CLP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-1002.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT SGD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-51.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MARUWA CO LTD CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -3966120 | OU      | $-7404.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | JENTECH PRECISION INDUSTRIAL CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -42910 | OU      | $-20456.64    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $5.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                           | Sweden Government Bonds                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Short            | DBT              |  | SE        |   -29905000 | PA      | $-3127153.59  | -6.03%            | 2036-10-15      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | APOLLO GLOBAL MANAGEMENT INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2929 | OU      | $-31.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | ISHARES MSCI 7-10 YEAR TRSURY BOND ETF MAY 27 95P       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          32 | NC      | $1664.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MITSUI & CO LTD CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -2941344 | OU      | $-304.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2006.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 5.92% 09/16/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10245000 | OU      | $-604.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GEBERIT AG-REG CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -17945 | OU      | $684.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | JOHNSON & JOHNSON CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       37745 | OU      | $180.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-575.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TATE & LYLE PLC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -1887 | OU      | $-160.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROLLS-ROYCE HOLDINGS PLC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        -129 | OU      | $13.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-728.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD NZD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $133.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-53.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS COP 11.405% 06/17/2036 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   156910000 | OU      | $106.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | UMICORE CFD (BRU)                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |         801 | OU      | $-3.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD ILS/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-384.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                           | Sweden Government Bonds                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Short            | DBT              |  | SE        |   -97685000 | PA      | $-10225184.21 | -19.71%           | 2028-05-12      | None          | 0.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SALZGITTER AG CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |        5402 | OU      | $-166.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MINIMED GROUP INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7568 | OU      | $805.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EVOMMUNE INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16086 | OU      | $-1091.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN FUTURE    Jul26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           4 | NC      | $2962.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOFI TECHNOLOGIES INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14586 | OU      | $2543.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NEW YORK TIMES CO/THE TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2812 | OU      | $45.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SAP SE CFD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -14612 | OU      | $40.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AMERICAN EXPRESS CO CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -91413 | OU      | $-5178.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                           | COTTON NO.2 FUTR  Mar27                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           3 | NC      | $2715.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | RYMAN HOSPITALITY PROPERTIES CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       95382 | OU      | $3823.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                             | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $-1089.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $62.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-10110.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FLUIDRA SA CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       11503 | OU      | $-254.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | NVIDIA CORP WEEKLY 05/01/26W 220C                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          29 | NC      | $174.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT COP/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | CO        |           1 | NC      | $1049.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BASIC-FIT NV CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |        -183 | OU      | $12.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CONOCOPHILLIPS CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3843 | OU      | $-307.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS BRL 13.495% 01/02/2031 CMD                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      736423 | OU      | $317.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | SP500 MIC EMIN FUTJun26                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DE               |  | US        |           3 | NC      | $6396.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                            | EO-USDHKD(USD) 05/27/26 7.81C                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     1084000 | OU      | $2721.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | EO-GBPCHF(GBP) 05/05/26 1.0515C                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       25000 | OU      | $354.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $1130.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | STRABAG SE-BR CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |       41759 | OU      | $1035.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2053-08-15      | None          | 1.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | AVAGO TECHNOLOGIES LTD 05/08/26W 380P                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |           2 | NC      | $282.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SUMITOMO MITSUI-SPONS ADR CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -134450 | OU      | $-126.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                                | Stonebriar ABF Issuer LLC                               | CUSIP: 86177CAA7<br>LEI: 984500A76E25968C4F70 | Long             | DBT              | CORP              | US        |      195000 | PA      | $204836.00    | 0.39%             | 2030-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                             | Adnoc Murban Rsc Ltd.                                   | CUSIP: 000000000<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |      325000 | PA      | $312945.75    | 0.60%             | 2034-09-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TATE & LYLE PLC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -11522 | OU      | $-859.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $2890.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 8.88% 06/11/2036 CMD                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2142000 | OU      | $935.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD CZK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-269.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | JAPAN TRS 1MJ+30     0.3000% 05-05-23                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -6292515 | OU      | $529.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VITA COCO CO INC/THE CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       82092 | OU      | $31212.75     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | COHERENT CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       51431 | OU      | $-4114.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CERES POWER HOLDINGS PLC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        5607 | OU      | $3309.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $306.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $19.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $674.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -858250 | PA      | $-1112404.43  | -2.14%            | 2038-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SEK 2.9375% 09/16/2036 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7030000 | OU      | $11000.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD TWD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $9.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HELVETIA HOLDING AG TRS 0.0000% 05-05-2028              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |        9795 | OU      | $362.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BANK OF MONTREAL CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |     -316721 | OU      | $3075.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | POP MART INTERNATIONAL GROUP CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -19308 | OU      | $42.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ZEBRA TECHNOLOGIES CORP-CL A CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1898 | OU      | $88.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MARRIOTT INTERNATIONAL INC TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -116519 | OU      | $1863.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-9931.76     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CHESAPEAKE UTILITIES CORP CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       41229 | OU      | $-618.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |     1736800 | PA      | $2006716.73   | 3.87%             | 2035-11-25      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SO-ITRAXX-EUROPES45V1-5     1.0000% 06-20-31            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     2150000 | NC      | $1052.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NXP SEMICONDUCTORS NV CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -13192 | OU      | $-5304.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | STMICROELECTRONICS CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -15096 | OU      | $-4458.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | APPLE INC CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       43961 | OU      | $811.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NATIONAL BANK OF GREECE CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GR        |       89668 | OU      | $-10652.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | USHIO INC CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -564328 | OU      | $-75.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UBISOFT ENTERTAINMENT CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       13205 | OU      | $1103.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD CZK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-37.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $116.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MASTERCARD INC - A CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       19558 | OU      | $55.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SEK 2.75% 10/15/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -30111000 | OU      | $-80655.25    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VONOVIA SE CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -92797 | OU      | $3394.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | POP MART INTERNATIONAL GROUP CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     -180093 | OU      | $-301.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $2556.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DELL TECHNOLOGIES -C  SWP MS                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -95554 | OU      | $-17070.13    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS EUR REC 10 FIXED     2.5200% 01-11-45            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     7347000 | NC      | $-306432.24   | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | LVMH MOET HENNESSY LOUIS VUI CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -12605 | OU      | $451.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | AMAZON.COM INC WEEKLY 05/01/26W 280C                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          18 | NC      | $162.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DJS BANKS PR SX7P TRS 0.0000% 05-20-2033                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |     -375769 | OU      | $9940.78      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $353.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $-95.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-441.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | INTACT FINANCIAL CORP CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |     -140436 | OU      | $-1432.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MBX BIOSCIENCES INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16687 | OU      | $-1758.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD BRL/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-85.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANCA MEDIOLANUM SPA CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |     -142859 | OU      | $2861.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2030-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $128.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GLOBANT SA CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |       35875 | OU      | $-6643.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BANK OF NAGOYA LTD/THE CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    20114350 | OU      | $-1961.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NEC CORP CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -2422644 | OU      | $-517.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AIRBNB INC-CLASS A CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        9520 | OU      | $586.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CRINETICS PHARMACEUTICALS IN CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -27249 | OU      | $995.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |           1 | NC      | $-181.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CORP ACCIONA ENERGIAS RENOVA CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -41686 | OU      | $-193.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD ILS/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-176.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | WOODSIDE ENERGY GROUP LTD TRS 0.0000% 05-05-2028        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |     -107006 | OU      | $5092.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BANK OF AMERICA CORP TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       67869 | OU      | $-616.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AZBIL CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1589084 | OU      | $627.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SERCO GROUP PLC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       68222 | OU      | $-3519.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-68.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS MYR 3.3625% 06/18/2028 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -501000 | OU      | $-130.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT Jun26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          15 | NC      | $-10548.81    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                     | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     4075000 | PA      | $4072556.59   | 7.85%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-87.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD BRL/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $310.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                   | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        |  -410950000 | PA      | $-2518780.40  | -4.85%            | 2029-03-20      | None          | 0.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT COP/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $137.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TOPIX TRS 1DT     0.0000% 05-22-23                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |   -16371771 | OU      | $1487.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BROADCOM INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      204079 | OU      | $8393.22      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | COGENT BIOSCIENCES INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35012 | OU      | $-510.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $602.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ASUSTEK COMPUTER INC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      -30458 | OU      | $1097.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $423.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SOUTH BOW CORP TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -71193 | OU      | $-2424.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CA        |           1 | NC      | $5363.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ANGLO AMERICAN PLC CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        6264 | OU      | $-84.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SELL Fixed CDS PANAM 1 06-31     1.0000% 06-20-31       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | PA        |      130000 | OU      | $580.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HOYA CORP CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     9693915 | OU      | $-504.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ASTERA LABS INC WEEKLY 05/01/26W 200C                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |           8 | NC      | $1400.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1003.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 7.25% 06/14/2028 CMD                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   -16881000 | OU      | $-5577.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MUENCHENER RUECKVERSICHERU TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -220375 | OU      | $22489.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ATLAS ENERGY SOLUTIONS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       31402 | OU      | $9527.46      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SS SPDR S&P BIOTECH ETF CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23692 | OU      | $971.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LAM RESEARCH CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6629 | OU      | $-182.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ERSTE GROUP BANK AG CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |       98115 | OU      | $-13233.76    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SPOTIFY TECHNOLOGY SA TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |       67095 | OU      | $-11276.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $904.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2036-04-30      | None          | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NN GROUP NV CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      234982 | OU      | $5460.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | RENESAS ELECTRONICS CORP CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -5664223 | OU      | $-15132.66    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | COTERRA ENERGY INC CFD                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       17006 | OU      | $1272.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NETCOMPANY GROUP AS CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      160360 | OU      | $-1213.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CENTURI HOLDINGS INC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15127 | OU      | $2056.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS PLN 4.62% 09/16/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -104000 | OU      | $-457.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BIRKENSTOCK HOLDING PLC TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |     -107229 | OU      | $-2637.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ALLIANT ENERGY CORP CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12236 | OU      | $-174.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | STOXX EUROPE 600 INSURANCE TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | EC        |     -467878 | OU      | $9865.51      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 8.215% 09/04/2036 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1858000 | OU      | $2854.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2644.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-3168.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $46.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | XIAOMI CORP-CLASS B CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -79992 | OU      | $964.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT ILS/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $2779.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |      988000 | PA      | $377402.38    | 0.73%             | 2073-10-22      | None          | 1.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ISHARES RUSSELL 2000 ETF CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -60819 | OU      | $-890.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-5410.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GLOBANT SA CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |        2242 | OU      | $-345.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -989625 | PA      | $-311935.72   | -0.60%            | 2061-10-22      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $5.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 7.91% 06/21/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1569000 | OU      | $144.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ONE GAS INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       23145 | OU      | $140.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2903.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TECNICAS REUNIDAS SA CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       16184 | OU      | $562.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                       | U.K. Inflation-Linked Gilts                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2038-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SUNBELT RENTALS HOLDINGS INC CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -422 | OU      | $-37.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MADRIGAL PHARMACEUTICALS INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       38479 | OU      | $-709.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HURON CONSULTING GROUP INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -128 | OU      | $-2.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2056-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CASTELLUM AB CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -19958 | OU      | $77.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $-2403.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VISTRA CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1915 | OU      | $21.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SWISS RE AG TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -179957 | OU      | $7146.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $39.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SUMITOMO HEAVY INDUSTRIES CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -542594 | OU      | $-172.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SNOWFLAKE INC-CLASS A CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       40274 | OU      | $-3290.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |     3462800 | PA      | $0.00         | 0.00%             | 2046-10-12      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | CA        |           1 | NC      | $406.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1062.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROCHE HOLDINGS LTD-SPONS ADR CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -42730 | OU      | $92.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds            | Hungary Government International Bonds                  | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Short            | DBT              | NUSS              | HU        |     -200000 | PA      | $-215126.00   | -0.41%            | 2055-09-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SO-ITRAXX-XOVERS45V1-5Y     5.0000% 06-20-31            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     -525000 | NC      | $-563.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AKER BP ASA CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     1107758 | OU      | $5422.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $-26.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD NZD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $424.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | UCB SA CFD                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |      -22274 | OU      | $23262.13     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |      948250 | PA      | $955537.90    | 1.84%             | 2063-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2044-09-01      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | REPSOL SA CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       41852 | OU      | $6699.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT ILS/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |           1 | NC      | $557.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $0.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PORTLAND GENERAL ELECTRIC CO - CFD                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -59900 | OU      | $1374.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT COP/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $8248.86      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | KR        |           1 | NC      | $-747.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | SEMI CONDUCTOR HLD TRUST 05/01/26W 470P                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          21 | NC      | $231.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TOKYO SEIMITSU CO LTD TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -2134305 | OU      | $-643.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |      612000 | PA      | $0.00         | 0.00%             | 2032-11-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WOODSIDE ENERGY GROUP LTD CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AU        |      -29737 | OU      | $-1117.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CHF/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $3113.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ADVANTAGE ENERGY LTD CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -20568 | OU      | $-1038.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                              | Michaels Cos Inc/The                                    | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Short            | DBT              | CORP              | US        |     -285000 | PA      | $-281451.72   | -0.54%            | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |    -1241860 | PA      | $-1409340.88  | -2.72%            | 2045-10-12      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-82.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AISIN CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -1374230 | OU      | $-1117.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-4196.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |     -914000 | PA      | $-750457.89   | -1.45%            | 2053-08-15      | None          | 1.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CARDINAL HEALTH INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       31347 | OU      | $-2415.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | THOMSON REUTERS CORP CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -126999 | OU      | $-4479.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2071-10-22      | None          | 1.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-106.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TRANE TECHNOLOGIES PLC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -48569 | OU      | $-3147.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | J.P. MORGAN IDEX EURO PURE TRS 0.0000% 11-30-2026       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | XX        |     -854473 | OU      | $-4682.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IPSOS CFD                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       68382 | OU      | $7164.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | ISHARES RUSSELL 2000 MAY 26 260P                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          44 | NC      | $3432.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $2478.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $156.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FUJITSU LIMITED CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -375300 | OU      | $350.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CELLNEX TELECOM SAU CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -56281 | OU      | $110.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | FTSE 100 INDEX MAY 26 10400P                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               |  | GB        |         180 | NC      | $35343.69     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SWEDBANK AB CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -4780048 | OU      | $6099.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TESLA INC TRS 0.0000% 05-15-2033                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -352109 | OU      | $7878.51      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT CHF/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-376.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MORGAN STANLEY CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -403963 | OU      | $-28676.43    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |           1 | NC      | $1565.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BRIDGEBIO PHARMA INC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       35851 | OU      | $-2357.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FUCHS SE-PREF CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       26308 | OU      | $3140.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CZK/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $5293.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.78% 01/15/2035 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1736000 | OU      | $-33888.65    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NOK 3.96875% 06/17/2028 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |    -4959000 | OU      | $-10174.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $2881.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD CLP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1103.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                   | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      411000 | PA      | $413044.46    | 0.80%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | JENTECH PRECISION INDUSTRIAL CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |        4467 | OU      | $2129.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP PAY 1 Fixed     3.3880% 05-12-27             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4536000 | NC      | $47400.62     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | EDP RENOVAVEIS SA CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      -41657 | OU      | $-1634.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BHP GROUP LTD-SPON ADR CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AU        |     -137253 | OU      | $-14.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SAFRAN SA CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -6176 | OU      | $836.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD NZD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $56.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1878.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FASTIGHETS AB BALDER-B SHRS CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -229992 | OU      | $2316.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                    | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |     -100000 | PA      | $-100187.66   | -0.19%            | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     1907000 | PA      | $1301499.84   | 2.51%             | 2051-09-01      | None          | 1.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | RESOLUTE HOLDINGS MANAG CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11717 | OU      | $1102.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-229.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS PLN 4.6% 06/17/2031 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -203000 | OU      | $52.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MACH NATURAL RESOURCES LP CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14402 | OU      | $-1247.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $2681.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 7.739% 09/11/2031 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    -1906000 | OU      | $-2242.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                 | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Short            | DBT              | NUSS              | CO        |     -200000 | PA      | $-228280.00   | -0.44%            | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | AMAZON.COM INC WEEKLY 05/08/26W 250P                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           5 | NC      | $390.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SANDISK CORP 05/01/26W 810P                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |          -5 | NC      | $-325.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $10158.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 3.24% 03/31/2027 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -4914000 | OU      | $-17260.85    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2037-02-01      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |    -2827200 | PA      | $-3282203.45  | -6.33%            | 2047-05-15      | None          | 3.40%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                               | CPPIB Capital, Inc.                                     | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              |  | CA        |     1583000 | PA      | $0.00         | 0.00%             | 2035-08-27      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $71.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | JP        |           1 | NC      | $697.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CHORD ENERGY CORP TRS 0.0000% 05-05-2028                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      172619 | OU      | $4139.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SKAN GROUP AG CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |        9963 | OU      | $-692.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HEIDELBERG MATERIALS AG CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       16155 | OU      | $92.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DEERE & CO CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -590 | OU      | $0.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | EO-USDCHF(USD) 06/02/26 .7867P                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       36000 | OU      | $489.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AZBIL CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -1207399 | OU      | $131.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                               | Province of Alberta Canada                              | CUSIP: 013051EY9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1105000 | PA      | $1079470.99   | 2.08%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GLOBALWAFERS CO LTD CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -20802 | OU      | $-2984.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $2338.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DHL GROUP CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        1138 | OU      | $28.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SNOWFLAKE INC-CLASS A CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       32652 | OU      | $-1810.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TOTALENERGIES SE CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      239079 | OU      | $19357.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                           | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      325000 | PA      | $251015.28    | 0.48%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ENTEGRIS INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3702 | OU      | $-822.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                            | Starz Capital Holdings LLC                              | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      366000 | PA      | $317311.02    | 0.61%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.8125% 09/20/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      704000 | OU      | $2754.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 9.215% 06/18/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -2547000 | OU      | $994.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-8019.70     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TOPPAN HOLDINGS INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1639389 | OU      | $331.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 6.945% 06/16/2027 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    17877000 | OU      | $1210.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5718.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | EMCOR GROUP INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3030 | OU      | $-536.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $25.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SWISS LIFE HOLDING AG TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -214700 | OU      | $3163.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                           | Sweden Government Bonds                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              |  | SE        |           0 | PA      | $0.00         | 0.00%             | 2032-06-01      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 8.243% 06/18/2031 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    -1344000 | OU      | $-642.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MCKESSON CORP CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -43811 | OU      | $2235.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CREDIT AGRICOLE SA TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -136914 | OU      | $6512.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $412.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | KLA TENCOR CORP MAY 26 1500P                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -2 | NC      | $-2080.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                    | SOLD CZK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-981.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AMGEN INC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       44474 | OU      | $191.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT ILS/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $17407.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MAPLEBEAR INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      184565 | OU      | $4189.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                          | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      925000 | PA      | $863048.57    | 1.66%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FUJITSU LIMITED CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1712888 | OU      | $1281.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SHAKE SHACK INC - CLASS A CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -136827 | OU      | $-8359.18     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | RIYAD BANK TRS 0.0000% 05-15-2033                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SA        |      -93828 | OU      | $6583.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CIENA CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -28686 | OU      | $-1385.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 3.59375% 06/17/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      598000 | OU      | $3437.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EOG RESOURCES INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -210272 | OU      | $-18575.48    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AOZORA BANK LTD CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -8437836 | OU      | $2127.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD KRW/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1817.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     2111250 | PA      | $1461055.06   | 2.82%             | 2065-07-22      | None          | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1896.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMEREN CORPORATION CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -63274 | OU      | $-1506.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.41% 02/15/2035 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -4690200 | OU      | $-167657.94   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ASSA ABLOY AB-B CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |    -3128936 | OU      | $6810.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 7.789% 06/11/2031 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1840000 | OU      | $1513.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOKUSAI ELECTRIC CORP                             | Kokusai Electric Corp.                                  | CUSIP: 000000000<br>LEI: 549300CDY6N3WKYK2I96 | Long             | EC               | CORP              | JP        |         300 | NS      | $12475.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CANON INC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -4247540 | OU      | $2800.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DSV DE SAMMENSLUT VOGN CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |        8434 | OU      | $-97.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EDWARDS LIFESCIENCES CORP CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15783 | OU      | $416.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | QATAR NATIONAL BANK CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | QA        |      -99787 | OU      | $1886.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                       | U.K. Inflation-Linked Gilts                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -1206789 | PA      | $-1591722.62  | -3.07%            | 2031-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $4342.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | UBS GROUP AG-REG CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      216092 | OU      | $2922.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |      428000 | PA      | $492226.60    | 0.95%             | 2057-05-25      | None          | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BRINKER INTERNATIONAL INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       77904 | OU      | $-2849.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CHORD ENERGY CORP CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       68198 | OU      | $8242.50      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3091.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BANCO DE SABADELL SA CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       44495 | OU      | $2733.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AIRBNB INC TRS 0.0000% 05-15-2033                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      106637 | OU      | $1861.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CONOCOPHILLIPS CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       29619 | OU      | $-1318.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $209.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | ZA        |           1 | NC      | $-173.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4305.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | OVINTIV INC TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       39519 | OU      | $4674.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                               | CPPIB Capital, Inc.                                     | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              |  | CA        |     4667000 | PA      | $3312873.97   | 6.39%             | 2029-01-15      | None          | 4.40%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD CLP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-703.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-173.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INSMED INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12326 | OU      | $-874.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-444.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-13.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.24% 06/17/2027 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -308535000 | OU      | $-357.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-260.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                            | Blackstone Private Credit Fund                          | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Short            | DBT              | CORP              | US        |     -400000 | PA      | $-393293.44   | -0.76%            | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $8051.53      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |           0 | PA      | $0.00         | 0.00%             | 2034-05-21      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $2907.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHAWBROOK GROUP PLC W/I                           | SHAWBROOK GROUP PLC W/I                                 | CUSIP: 000000000<br>LEI: 21380071539WSMTM4410 | Long             | EC               | CORP              | GB        |       19647 | NS      | $87551.03     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GOLDMAN SACHS GROUP INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      253656 | OU      | $6846.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SEIKO GROUP CORP CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -534955 | OU      | $40.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SEA LTD TRS 0.0000% 05-15-2033                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       19069 | OU      | $-989.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CASTELLUM AB CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -20533 | OU      | $88.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NORWEGIAN CRUISE LINE HOLDIN CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |     -172030 | OU      | $20917.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                       | U.K. Inflation-Linked Gilts                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -609034 | PA      | $-616626.49   | -1.19%            | 2045-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | VANECK VECTORS SEMICONDUCTOR CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -396 | OU      | $-110.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-930.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS BRL 13.67% 01/02/2031 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      207742 | OU      | $-233.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS GBP 4.53% 09/07/2037 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1365000 | OU      | $13154.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ENVISTA HOLDINGS CORP CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16877 | OU      | $-1157.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PALANTIR TECHNOLOGIES INC TRS 0.0000% 05-20-2033        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -25531 | OU      | $1186.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SO-ITRAXX-XOVERS45V1-5Y     5.0000% 06-20-31            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     -225000 | NC      | $-2924.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CONAGRA BRANDS INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -27025 | OU      | $-498.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $412.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROCKWELL AUTOMATION INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19075 | OU      | $-552.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ANNEXON INC CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       19186 | OU      | $231.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | STRYKER CORP CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9555 | OU      | $-731.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SAMYANG FOODS CO LTD CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      -86689 | OU      | $1849.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BRENNTAG SE TRS 0.0000% 05-05-2028                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      114314 | OU      | $10782.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DUTCH BROS INC-CLASS A CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37756 | OU      | $4226.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TENET HEALTHCARE CORP CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -24673 | OU      | $1824.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-38.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ROLLS-ROYCE HOLDINGS PLC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -2083 | OU      | $172.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                     | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Short            | DBT              | CORP              | US        |     -325000 | PA      | $-337325.86   | -0.65%            | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ILS 3.55% 06/17/2027 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |     4668000 | OU      | $2125.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NISOURCE INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24680 | OU      | $474.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | JAZZ PHARMACEUTICALS PLC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       55308 | OU      | $4786.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BROADCOM INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       21580 | OU      | $961.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ISHARES RUSSELL 2000 ETF TRS 0.0000% 05-15-2033         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -144819 | OU      | $-1671.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BUNGE GLOBAL SA CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       14450 | OU      | $543.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ROLLS-ROYCE HOLDINGS PLC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      192811 | OU      | $-17017.33    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PRUDENTIAL CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       82323 | OU      | $-1491.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | QUALCOMM INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -157185 | OU      | $-48074.58    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MARRIOTT INTERNATIONAL-CL A CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -301300 | OU      | $13394.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-283.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.626% 06/17/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -809175000 | OU      | $-5005.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $7.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT PLN/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PL        |           1 | NC      | $2591.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-3067.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD PEN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $766.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |      190800 | PA      | $176731.64    | 0.34%             | 2035-07-31      | None          | 0.63%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | WTI CRUDE FUTURE  Jan27                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           9 | NC      | $29252.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ROIVANT SCIENCES LTD CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |       15732 | OU      | $-297.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 5.935% 09/16/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9857000 | OU      | $-183.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ARISTA NETWORKS INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -32564 | OU      | $-3878.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SILERGY CORP CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       34616 | OU      | $20076.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD DKK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-4.34        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SO-CDX-NAHYS46V1-5Y     5.0000% 06-20-31                | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DCR              |  | US        |     -475000 | NC      | $-5268.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                             | Province of Ontario Canada                              | CUSIP: 683234EW4<br>LEI: C7PVKCRGLG18EBQGZV36 | Short            | DBT              | NUSS              | CA        |    -3867000 | PA      | $0.00         | 0.00%             | 2031-04-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 2.49% 11/29/2034 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4468000 | OU      | $58192.42     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | JAMES HARDIE IND PLC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       19342 | OU      | $1018.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 3.591% 01/30/2046 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5000000 | OU      | $-52501.37    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $73.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $105.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LEGAL & GENERAL GROUP PLC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -281800 | OU      | $15114.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AUTOSTORE HOLDINGS LTD CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      -26785 | OU      | $-275.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                           | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48745.57     | 0.09%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 7.99% 09/16/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      851000 | OU      | $950.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HILL & SMITH HOLDINGS PLC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       21267 | OU      | $1902.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     2296000 | PA      | $2986204.03   | 5.76%             | 2034-07-31      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SPIE SA CFD                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       32796 | OU      | $4278.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | COMMONWEALTH BANK OF AUSTRAL CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |     -590095 | OU      | $5662.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUXL 30Y BND Jun26                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -17 | NC      | $-22395.56    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | JERONIMO MARTINS CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PT        |      147240 | OU      | $-5422.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP PAY 1 Fixed     4.5000% 03-10-28             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -23802000 | NC      | $-63730.91    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $41.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $1463.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD CLP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $2024.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PFIZER INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2888 | OU      | $4.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT PHP/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PH        |           1 | NC      | $-6003.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GRIFOLS SA TRS 0.0000% 05-15-2033                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       -5080 | OU      | $288.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TOAST INC-CLASS A CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       65472 | OU      | $837.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                    | MINI TPX IDX FUT  Jun26                                 | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           3 | NC      | $1090.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DELTA ELECTRONICS INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       27521 | OU      | $12919.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SUMITOMO MITSUI FINCL GRP  TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -25707500 | OU      | $2611.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |     -612000 | PA      | $0.00         | 0.00%             | 2032-11-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 7.465% 06/17/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -73327000 | OU      | $16127.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MERCK & CO. INC. CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       48823 | OU      | $-4714.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS INR 6.434% 09/16/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -12873000 | OU      | $-1670.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $4028.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT THB/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TH        |           1 | NC      | $-1475.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURE STORAGE-B  PIPE (CFD)                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17520 | OU      | $-1771.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD COP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $907.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |           1 | NC      | $13597.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $55.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HYUNDAI ROTEM COMPANY CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |       94500 | OU      | $15819.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VONOVIA SE CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -8712 | OU      | $167.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-206.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2046-04-30      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | CELSIUS HOLDINGS INC MAY 26 37.5C                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |          14 | NC      | $1918.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INTERCONTINENTAL HOTELS GROU CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -28057 | OU      | $-442.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-331.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | I3 VERTICALS INC-CLASS A CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3235 | OU      | $10.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ATLAS COPCO AB-A SHS CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |       -6203 | OU      | $47.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ACCOR SA TRS 0.0000% 05-15-2033                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -21528 | OU      | $1808.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AVANZA BANK HOLDING AB CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -572751 | OU      | $11085.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-10106.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CN        |           1 | NC      | $-963.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NAVER CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      -57955 | OU      | $132.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                             | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $-19.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TERADYNE INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       96429 | OU      | $-8157.18     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                             | Trivium Packaging Finance BV                            | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $436111.60    | 0.84%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.94% 08/27/2035 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1613000 | OU      | $14049.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FLOOR & DECOR HOLDINGS- CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1801 | OU      | $204.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $3.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 5.685% 06/17/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -29924000 | OU      | $-656.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                       | U.K. Inflation-Linked Gilts                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      682729 | PA      | $913192.66    | 1.76%             | 2038-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SAP SE TRS 0.0000% 05-15-2033                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -66090 | OU      | $1167.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2587.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                       | MICRO COPPER      Jul26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -8 | NC      | $2287.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ADP CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -42150 | OU      | $3956.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-104.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TENCENT HOLDINGS LTD TRS 0.0000% 05-15-2033             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      360278 | OU      | $-2241.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | NATURAL  GAS NOV 26                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $5083.33      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HYUNDAI MOTOR CO LTD-PRF CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |       -5923 | OU      | $-23.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $3167.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SCREEN HOLDINGS CO LTD TRS  0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -169200 | OU      | $24.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NOK 3.96875% 06/21/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |     3227000 | OU      | $3691.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -1853480 | PA      | $-1927080.02  | -3.71%            | 2033-07-31      | None          | 0.88%                 | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | ALPHABET INC-CL C WEEKLY 05/01/26W 365C                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          14 | NC      | $24220.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TAKASHIMAYA CO LTD CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -576035 | OU      | $203.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2045-10-12      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DARDEN RESTAURANTS INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -28954 | OU      | $-127.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NORITSU KOKI CO LTD CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -412867 | OU      | $3.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | EO-USDNOK(USD) 05/21/26 9.278C                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      -36000 | OU      | $-380.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2068-07-22      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NVIDIA CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       56577 | OU      | $-697.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                     | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      975000 | PA      | $971202.78    | 1.87%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PRO MEDICUS LTD CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -18277 | OU      | $120.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANCO SANTANDER SA CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       44654 | OU      | $-178.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $2427.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ISUPETASYS CO LTD CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       43545 | OU      | $10131.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SPIE SA - W/I CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      101367 | OU      | $6036.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EDWARDS LIFESCIENCES CORP CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       21270 | OU      | $1441.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                  | Bundesobligation                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |           0 | PA      | $0.00         | 0.00%             | 2028-10-19      | None          | 2.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROIVANT SCIENCES LTD CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       28508 | OU      | $-834.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                      | NY Harb ULSD Fut  Jun26                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $8395.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SITIME CORP CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -17105 | OU      | $-9315.87     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MERCADOLIBRE INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       30787 | OU      | $1480.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2048-02-04      | None          | 2.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $2098.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | EO-USDJPY(USD) 05/27/26 158.8C                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       66000 | OU      | $224.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                              | Bridgebio Pharma Inc                                    | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29772.00     | 0.06%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WALLENSTAM AB-B SHS CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -364135 | OU      | $3041.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KESTRA MEDICAL TECHNOLOGIES CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |      -34755 | OU      | $3861.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -617308 | PA      | $-360579.00   | -0.69%            | 2054-10-22      | None          | 1.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $5.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WATERS CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7416 | OU      | $-303.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | POP MART INTERNATIONAL GROUP CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -535134 | OU      | $2172.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DAI-ICHI LIFE HOLDINGS INC CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     8285256 | OU      | $-139.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $9.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | XIAOMI CORP TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |    -1632478 | OU      | $11012.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CELLDEX THERAPEUTICS INC CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       59649 | OU      | $-2602.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ON SEMICONDUCTOR CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       60619 | OU      | $10956.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD PLN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $117.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | RS GROUP PLC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       17947 | OU      | $1970.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)Jun26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -101 | NC      | $27234.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ROBLOX CORP TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       42725 | OU      | $-4539.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                               | CDP Financial, Inc.                                     | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              |  | CA        |     2331000 | PA      | $0.00         | 0.00%             | 2032-02-13      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD PLN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-476.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KONGSBERG MARITIME AS CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      143839 | OU      | $209.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HALMA PLC CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -2822 | OU      | $53.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $90.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | OCADO GROUP PLC TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -18050 | OU      | $1093.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | COHERENT CORP CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        1266 | OU      | $332.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | XERO LTD CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NZ        |       -1582 | OU      | $-88.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KYOTO FINANCIAL GROUP INC TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    33496625 | OU      | $-758.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BLOOM ENERGY CORP- A CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35925 | OU      | $11679.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LUNR ROYALTIES CORP TRS 0.0000% 05-15-2033              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       15161 | OU      | $-1248.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | OTTER TAIL CORP CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -13635 | OU      | $-107.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SAMPO OYJ-A SHS CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |     -152322 | OU      | $8352.49      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                           | Canada Government Bonds                                 | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      745000 | PA      | $454919.53    | 0.88%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VERISIGN CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3034 | OU      | $78.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |           1 | NC      | $-448.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | OREILLY AUTOMOTIVE INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       48485 | OU      | $3004.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MDU RESOURCES GROUP INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16256 | OU      | $505.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CG ONCOLOGY INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       56813 | OU      | $-2953.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ADVANTEST CORP CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      -55170 | OU      | $-11.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $8170.41      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $762.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TEXAS PACIFIC LAND CORP TRS 0.0000% 05-20-2033          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -33481 | OU      | $-681.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | XCEL ENERGY INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -43062 | OU      | $-1565.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FIFTH THIRD BANCORP CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      184853 | OU      | $-797.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PERMIAN BASIN ROYALTY TRUST CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7466 | OU      | $-279.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $412.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ASTERA LABS INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9203 | OU      | $-5986.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |      843000 | PA      | $969733.15    | 1.87%             | 2035-10-31      | None          | 3.20%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $1615.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-97.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SGD 2.1835% 06/21/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      -68000 | OU      | $-41.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | LANDBRIDGE CO LLC-A CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -11175 | OU      | $-1195.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CLOUDFLARE INC - CLASS A CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15975 | OU      | $-12.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KLA-TENCOR CORPORATION CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24474 | OU      | $-31.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $1981.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS JPY PAY 5 FIXED     1.4200% 01-11-35             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   487392000 | NC      | $116238.56    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KEYSIGHT TECHNOLOGIES IN CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19515 | OU      | $-1479.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | Q2 HOLDINGS INC CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1413 | OU      | $-58.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.45% 06/17/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   374161000 | OU      | $-4490.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CAIXABANK CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -42936 | OU      | $-680.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | W&T OFFSHORE INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -11354 | OU      | $-2622.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $707.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1013.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INTERCOS SPA CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       -3574 | OU      | $28.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MGE ENERGY INC TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4743 | OU      | $-150.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME COPPER (LISTED) JUN 26                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $7631.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CORP ACCIONA ENERGIAS RENOVA CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -25687 | OU      | $-755.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CHOICE HOTELS INTL INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       82907 | OU      | $-13947.17    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-693.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS PLN 5.15% 06/18/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1460000 | OU      | $1262.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | IMMUNOVANT INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5212 | OU      | $54.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2906.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INTL BUSINESS MACHINES CORP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -51919 | OU      | $-1206.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ASTERA LABS INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29255 | OU      | $-3850.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AIRBNB INC TRS 0.0000% 05-20-2033                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        2441 | OU      | $-54.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ELI LILLY & CO TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9050 | OU      | $295.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BEIERSDORF AG CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       21123 | OU      | $-942.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TW        |           1 | NC      | $-250.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                | Herens Holdco SARL                                      | CUSIP: 000000000<br>LEI: 2221002FZ55AMAUX4G64 | Short            | LON              | CORP              | LU        |     -384288 | PA      | $-354985.58   | -0.68%            | 2028-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BROADRIDGE FINANCIAL SOLUTIO CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -29998 | OU      | $1357.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -816000 | PA      | $-822271.46   | -1.58%            | 2063-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | UNITED INTERNET AG-REG SHARE CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      108414 | OU      | $-7777.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | OGE ENERGY CORP CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -54764 | OU      | $-282.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD CLP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-839.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | JENTECH PRECISION INDUSTRIAL CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       37311 | OU      | $11993.57     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CVC CAPITAL PARTNERS PLC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      -21155 | OU      | $-434.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | JOST WERKE SE CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       20961 | OU      | $-1677.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DICKS SPORTING GOODS INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      118037 | OU      | $5407.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SE        |           1 | NC      | $-260.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CAIXABANK SA TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |        -695 | OU      | $-2.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CZK 4.48% 03/25/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -2457000 | OU      | $-875.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1498.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | JENTECH PRECISION INDUSTRIAL CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       14829 | OU      | $1316.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-3429.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NIBE INDUSTRIER AB-B SHS CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -261358 | OU      | $717.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GRAINGER PLC TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -29665 | OU      | $722.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD PEN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-45.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $740.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MOODYS CORP TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18417 | OU      | $-519.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PFIZER INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -49622 | OU      | $894.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | YAMAICHI ELECTRONICS CO LTD CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     2037750 | OU      | $-40.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                           | Aroundtown Finance SARL                                 | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Short            | DBT              | CORP              | LU        |     -280000 | PA      | $-316521.26   | -0.61%            | 2029-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BANQUE CANTONALE VAUDOIS-REG CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -38704 | OU      | $-319.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | BRENT CRUDE FUTR  Jul26                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           2 | NC      | $33860.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ONEOK INC TRS 0.0000% 05-20-2033                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       87885 | OU      | $9105.32      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | VOSSLOH AG CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       37541 | OU      | $2906.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BLUE OWL CAPITAL INC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -82169 | OU      | $-2295.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                               | OMERS Finance Trust                                     | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              |  | CA        |     1719000 | PA      | $0.00         | 0.00%             | 2029-01-25      | None          | 3.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $-866.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMPHENOL CORP-CL A CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1071 | OU      | $-40.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $2004.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                 | PSP Capital, Inc.                                       | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |     1175000 | PA      | $0.00         | 0.00%             | 2034-07-02      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $158.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT HUF/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $979.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NEXGEN ENERGY LTD CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       22638 | OU      | $515.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | IMPERIAL BRANDS PLC TRS 0.0000% 05-05-2028              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       48270 | OU      | $-1959.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $2063.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds                | Hellenic Republic Government Bonds                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              |  | GR        |     2703000 | PA      | $2998286.40   | 5.78%             | 2054-06-15      | None          | 4.13%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds              | Republic of Austria Government Bonds                    | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              |  | AT        |      625000 | PA      | $709218.36    | 1.37%             | 2039-07-15      | None          | 3.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SHOPIFY INC TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       95814 | OU      | $-9908.27     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ARCHROCK INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       14276 | OU      | $1146.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-14.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ELANCO ANIMAL HEALTH INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        7165 | OU      | $-141.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-890.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SONY GROUP CORP - SP ADR CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |       -9290 | OU      | $510.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $813.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VISTRY GROUP PLC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -1488 | OU      | $108.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.9375% 09/16/2036 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       73000 | OU      | $1278.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LONDON STOCK EXCHANGE GROUP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -1572 | OU      | $-62.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | QUALCOMM INC 05/01/26W 160C                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          12 | NC      | $23760.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AIR LIQUIDE SA CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -1883 | OU      | $58.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $113.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SHERWIN-WILLIAMS CO/THE CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -165295 | OU      | $2881.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ANTA SPORTS PRODUCTS LTD CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      723516 | OU      | $-1915.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -4440000 | PA      | $-5879195.66  | -11.33%           | 2031-05-01      | None          | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TERADYNE INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -33018 | OU      | $2793.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CELLNEX TELECOM SA CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       -2309 | OU      | $20.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                           | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | DBT              | CORP              | PA        |     -150000 | PA      | $-153007.50   | -0.29%            | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 3.6875% 09/16/2036 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1105000 | OU      | $-25450.09    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | BRENT CRUDE DEC 27                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           5 | NC      | $14660.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD BRL/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2967.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CARIS LIFE SCIENCES INC CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -21055 | OU      | $1959.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SUN LIFE FINANCIAL INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -155106 | OU      | $-4830.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | STATE STREET CORP CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      211974 | OU      | $321.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DRAFTKINGS INC CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       44041 | OU      | $-596.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD CHF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-74.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 7.1% 06/17/2031 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -75628000 | OU      | $12882.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SCHAEFFLER AG CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -66997 | OU      | $1459.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $3588.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MGE ENERGY INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2977 | OU      | $-71.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AAON INC CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       80284 | OU      | $615.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CNY 1.5965% 06/17/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -259000 | OU      | $68.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | JERONIMO MARTINS CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | PT        |        7757 | OU      | $-19.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | STRUCTURE THERAPEUTICS INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |        2990 | OU      | $-419.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | STELLANTIS NV CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -4181 | OU      | $436.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NOKIA OYJ CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |       -7640 | OU      | $-4007.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FUKUOKA FINANCIAL GROUP INC CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    42193592 | OU      | $-6264.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KOKUSAI ELECTRIC CORP CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    16555266 | OU      | $-3469.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SUMCO CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -920142 | OU      | $-2533.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2050-11-04      | None          | 0.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | COHERENT CORP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       45305 | OU      | $1691.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ISETAN MITSUKOSHI HOLDINGS L CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -564320 | OU      | $158.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS GBP 3.9375% 09/16/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1094000 | OU      | $25175.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EQT CORP CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -68459 | OU      | $-3817.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BREAD FINANCIAL HOLDINGS INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9817 | OU      | $745.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              |  | DE        |     -822000 | PA      | $-953962.62   | -1.84%            | 2036-02-15      | None          | 2.90%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.4795% 03/12/2028 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | -1693489000 | OU      | $-5279.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | EO-EURHUF(EUR) 10/14/26 393C                            | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     -201000 | OU      | $-2118.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PEPSICO INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -28539 | OU      | $-147.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $3654.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SEA LTD-ADR CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       -6684 | OU      | $403.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EVERGY INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -88960 | OU      | $-1418.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2054-07-31      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ADIDAS AG CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -55912 | OU      | $-1575.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NIKON CORP CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -347973 | OU      | $216.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                            | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      473000 | PA      | $489483.10    | 0.94%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                 | PSP Capital, Inc.                                       | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |     2976000 | PA      | $2115855.41   | 4.08%             | 2029-02-06      | None          | 4.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MITSUBISHI UFJ FINL-SPON ADR CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -124584 | OU      | $1913.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD CLP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $2759.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MASTERCARD INC TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      379738 | OU      | $-10091.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NITTO DENKO CORP CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1206375 | OU      | $559.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | COHERENT CORP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16335 | OU      | $-610.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CISCO SYSTEMS INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12455 | OU      | $-538.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NZD 3.1875% 06/17/2028 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     4228000 | OU      | $24365.03     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $154.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                              | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | DBT              | CORP              | US        |     -100000 | PA      | $-93676.76    | -0.18%            | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SS SPDR S&P BIOTECH ETF CFD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -47621 | OU      | $1786.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Five Below Inc                                    | Five Below Inc                                          | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |         351 | NS      | $82716.66     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                            | BOUGHT SGD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $273.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MORGAN STANLEY CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      241164 | OU      | $34809.92     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-07-31      | None          | 0.25%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                 | CPPIB Capital Inc                                       | CUSIP: 22411VBG2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1255000 | PA      | $1244606.88   | 2.40%             | 2028-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CN        |           1 | NC      | $7749.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD TWD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1537.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | SE        |           1 | NC      | $634.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PEYTO EXPLORATION & DEV CORP CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -242937 | OU      | $-5883.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions Inc           | Kratos Defense & Security Solutions Inc                 | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |         365 | NS      | $23013.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-7730.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $33.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME LEAD FUTURE   Jun26                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $-128.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BAYTEX ENERGY CORP CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -111953 | OU      | $-16317.06    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $501.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PROCORE TECHNOLOGIES INC CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        2690 | OU      | $-31.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $810.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $198.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $745.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -949500 | PA      | $-1166693.08  | -2.25%            | 2040-01-31      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IMI PLC CFD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       55594 | OU      | $-2335.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-127.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $844.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT CLP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $811.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SO-ITRAXX-EUROPES45V1-5     1.0000% 06-20-31            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     2151000 | NC      | $1053.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TAIYO YUDEN CO LTD CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -2583832 | OU      | $-6968.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EDP RENOVAVEIS SA CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       -2166 | OU      | $-70.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MICRON TECHNOLOGY INC TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       37195 | OU      | $4178.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $650.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS MYR 3.53% 06/18/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -231000 | OU      | $-5.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | COWAY CO LTD CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       76806 | OU      | $3646.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT SGD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $2748.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ASCENDIS PHARMA A/S CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |       15795 | OU      | $720.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |     3462800 | PA      | $4037113.89   | 7.78%             | 2046-10-12      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MAIRE SPA CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -24209 | OU      | $-2115.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                     | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     3870000 | PA      | $3863051.88   | 7.45%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                     | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2950000 | PA      | $2942101.38   | 5.67%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KAGA ELECTRONICS CO LTD CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -274752 | OU      | $-177.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds              | Republic of Austria Government Bonds                    | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Short            | DBT              |  | AT        |     -341000 | PA      | $0.00         | 0.00%             | 2117-09-20      | None          | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CARRIER GLOBAL CORP CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1346 | OU      | $-131.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.72% 06/17/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10913000 | OU      | $-2713.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                            | Diamondback Energy Inc                                  | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        1778 | NS      | $365610.14    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     1453000 | PA      | $1641408.47   | 3.16%             | 2046-04-30      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-323.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NOVONESIS (NOVOZYMES) B CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |     -511833 | OU      | $787.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | EO-USDCHF(USD) 05/26/26 .7837P                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       66000 | OU      | $645.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT CHF/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $166.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ANALOG DEVICES INC CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        2946 | OU      | $674.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                     | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -4590000 | PA      | $-4539197.42  | -8.75%            | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CAD 3.46875% 12/18/2035 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -213000 | OU      | $-844.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SHELL PLC CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      299052 | OU      | $4052.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                             | Petronas Capital Ltd.                                   | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Short            | DBT              | CORP              | MY        |     -200000 | PA      | $-206577.00   | -0.40%            | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SHIN NIPPON AIR TECHNOLOGIES CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -437770 | OU      | $-153.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AIRBUS SE TRS 0.0000% 05-20-2033                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -89697 | OU      | $390.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | JACK HENRY & ASSOCIATES IN TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10431 | OU      | $-23.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD ILS/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5633.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NOVOZYMES A/S-B SHARES CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -130957 | OU      | $-489.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BUDWEISER BREWING CO APAC LT CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -725154 | OU      | $-2117.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS MYR 3.529% 09/20/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -226000 | OU      | $-163.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SS SPDR S&P OG EXP & PROD CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      223544 | OU      | $643.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LONDON STOCK EXCHANGE GROUP CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      223295 | OU      | $8936.40      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CZK/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $491.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DARDEN RESTAURANTS INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4460 | OU      | $48.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PDD HOLDINGS INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       -1428 | OU      | $29.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROLLS-ROYCE HOLDINGS PLC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -9109 | OU      | $925.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INTUITIVE SURGICAL INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -18158 | OU      | $311.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BAKER HUGHES CO TRS 0.0000% 05-20-2033                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7988 | OU      | $-1417.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOFINA CFD                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |      -31655 | OU      | $1328.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BNP PARIBAS SA TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -55725 | OU      | $624.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT THB/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-823.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | IMPERIAL BRANDS PLC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       12802 | OU      | $23.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IDACORP INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       38610 | OU      | $540.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ALFA LAVAL AB CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |        6249 | OU      | $-22.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ARM HOLDINGS PLC MAY 26 150P                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         -16 | NC      | $-1360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GLOBANT SA CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |        7462 | OU      | $-865.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 3.59% 04/16/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1040000 | OU      | $5872.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GREAT PORTLAND ESTATES PLC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        -473 | OU      | $21.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DEVON ENERGY CORP CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      153434 | OU      | $13826.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-07-31      | None          | 0.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |           0 | PA      | $0.00         | 0.00%             | 2032-05-21      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CAMPBELL SOUP CO CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -36042 | OU      | $-527.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |       72880 | PA      | $80030.63     | 0.15%             | 2042-05-25      | None          | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TENCENT MUSIC ENTERTAINM-ADR CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |       -8407 | OU      | $-139.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $794.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CADENCE DESIGN SYS INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -214572 | OU      | $-38553.60    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1523.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                 | EOG Resources Inc                                       | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Short            | DBT              | CORP              | US        |     -306000 | PA      | $-297654.42   | -0.57%            | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KIRBY CORP CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       67683 | OU      | $3823.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                          | European Investment Bank                                | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Short            | DBT              |  | LU        |    -1669000 | PA      | $-1915235.72  | -3.69%            | 2035-01-15      | None          | 2.88%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD KRW/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $0.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                             | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $-188.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $3870.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | EPAM SYSTEMS INC CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        2055 | OU      | $-348.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EXOSENS SAS CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -20779 | OU      | $582.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | INDUSTRIA DE DISENO TEXTIL CFD                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |       -5130 | OU      | $372.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.684% 06/16/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  -316944000 | OU      | $-616.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ON HOLDING AG TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -83721 | OU      | $-425.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ROHM CO LTD CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -160062 | OU      | $105.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SUMMIT THERAPEUTICS INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       30194 | OU      | $-4399.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                 | PSP Capital, Inc.                                       | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |      455000 | PA      | $523063.41    | 1.01%             | 2032-07-23      | None          | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BHP GROUP LTD CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      165132 | OU      | $-3892.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-101.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                 | Portugal Obrigacoes do Tesouro OT                       | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              |  | PT        |     2210000 | PA      | $2492384.56   | 4.80%             | 2040-06-15      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ROBERT HALF INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10073 | OU      | $492.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ECHOSTAR CORP-A CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       18916 | OU      | $-567.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ASSA ABLOY AB-B CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      115214 | OU      | $-426.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SANDISK CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        5478 | OU      | $1100.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-6992.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds               | Kingdom of Belgium Government Bonds                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Short            | DBT              |  | BE        |    -1011000 | PA      | $-1156406.90  | -2.23%            | 2034-06-22      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTICE HOLDINGS 1                                 | ALTICE HOLDINGS 1                                       | CUSIP: 000000000<br>LEI: 213800KN5HWZ17ATLB25 | Long             | EC               | CORP              | FR        |        2376 | NS      | $48438.73     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MEIDENSHA CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -576800 | OU      | $-132.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1301.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |    -1074000 | PA      | $-1240445.15  | -2.39%            | 2036-04-30      | None          | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT CHF/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $112.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $10997.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $772.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | LIFCO AB-B SHS CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -23503 | OU      | $-71.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CA        |           1 | NC      | $3838.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS EUR REC 10 Fixed     3.3200% 04-05-39            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -845000 | NC      | $504.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BLOCK INC TRS 0.0000% 05-20-2033                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       79949 | OU      | $-3657.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FRONTLINE PLC CFD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CY        |       23735 | OU      | $-308.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-143.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WOODWARD INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -789 | OU      | $62.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TENARIS SA-ADR CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |       65705 | OU      | $6821.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MAXLINEAR INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1956 | OU      | $-5543.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME PRI ALUM FUTR May26                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           4 | NC      | $13162.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                    | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-5436.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | REVOLUTION MEDICINES INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3661 | OU      | $-202.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-10991.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ON HOLDING AG-CLASS A CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -85556 | OU      | $1231.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WAL MART STORES STK CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -184650 | OU      | $-7732.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-180.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -2507164 | PA      | $-3074681.09  | -5.93%            | 2029-01-31      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SUMCO CORP CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1179490 | OU      | $-1389.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HYATT HOTELS CORP - CL A CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -37663 | OU      | $-2050.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HON HAI PRECISION INDUSTRY CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       55570 | OU      | $-669.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SPDR S&P OIL & GAS EXPLOR TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1009213 | OU      | $-85708.80    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MIRUM PHARMACEUTICALS INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       23162 | OU      | $387.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CNH INDUSTRIAL NV CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -28634 | OU      | $-668.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                   | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              |  | JP        |    69600000 | PA      | $432343.38    | 0.83%             | 2045-12-20      | None          | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KKR & CO INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13708 | OU      | $64.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | APPLOVIN CORP-CLASS A CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -24548 | OU      | $2230.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GEBERIT AG TRS 0.0000% 05-05-2028                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -35353 | OU      | $6.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CF INDUSTRIES HOLDINGS INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -684 | OU      | $-60.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | QUALCOMM INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -34421 | OU      | $-8139.66     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WYNDHAM HOTELS & RESORTS INC CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      158164 | OU      | $-14935.03    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TOYOTA TSUSHO CORP CFD                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -3056545 | OU      | $-510.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1817.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HON HAI PRECISION INDUSTRY CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -26277 | OU      | $-1840.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2745.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DIASORIN SPA CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |        1772 | OU      | $-175.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CORNING INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       27957 | OU      | $-35.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -990000 | PA      | $-1327038.44  | -2.56%            | 2034-01-31      | None          | 4.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VANECK OIL SERVICES ETF CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -138450 | OU      | $-17089.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-709.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HON HAI PRECISION INDUSTRY CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -16539 | OU      | $-2802.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | JGC HOLDINGS CORP CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -629300 | OU      | $203.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                           | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      320000 | PA      | $331529.60    | 0.64%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CNY 1.572% 06/17/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -923000 | OU      | $86.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | COTERRA ENERGY INC TRS 0.0000% 05-20-2033               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      332663 | OU      | $45218.07     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2041-10-22      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | EO-EURHUF(EUR) 10/13/26 358.6P                          | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      201000 | OU      | $2323.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | UNION TOOL CO CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -483166 | OU      | $-465.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $2514.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-533.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-322.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |     -857000 | PA      | $-576600.97   | -1.11%            | 2029-11-21      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-150.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3379300 | PA      | $1590161.58   | 3.06%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 5.94% 09/16/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2709000 | OU      | $-172.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TE CONNECTIVITY PLC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |        -248 | OU      | $36.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PARTNERS GROUP HOLDING AG TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -12049 | OU      | $1267.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |     2080000 | PA      | $2412345.86   | 4.65%             | 2032-11-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BANK OF IRELAND GROUP PLC CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |         574 | OU      | $57.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NEBIUS GROUP NV CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -68460 | OU      | $4182.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ORION CORP/REPUBLIC OF KOREA CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      186397 | OU      | $7745.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SHIGA BANK LTD/THE CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    15377984 | OU      | $-2918.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DHL GROUP CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -54530 | OU      | $-789.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SAFESTORE HOLDINGS PLC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -3653 | OU      | $156.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TAYLOR WIMPEY PLC CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -37628 | OU      | $741.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MONDELEZ INTERNATIONAL INC-A CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -103246 | OU      | $-8881.74     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CNX RESOURCES CORP CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       53162 | OU      | $-205.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                           | Sweden Government Bonds                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              |  | SE        |           0 | PA      | $0.00         | 0.00%             | 2028-05-12      | None          | 0.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1278.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MICRON TECHNOLOGY INC TRS 0.0000% 05-15-2033            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       32141 | OU      | $4060.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT HUF/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $11152.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MATADOR RESOURCES CO CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      255992 | OU      | $28726.50     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ISHARES PHLX SOX SEMICONDUCT SWP GS                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3109 | OU      | $-120.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $3781.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-237.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD COP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-783.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.5% 03/15/2031 LCH                            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1460000 | OU      | $-460.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                               | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | DBT              | CORP              | US        |     -125000 | PA      | $-122030.82   | -0.24%            | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NZ        |           1 | NC      | $877.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BAYERISCHE MOTOREN WERKE AG CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -50664 | OU      | $3018.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FUKUOKA FINANCIAL GROUP INC CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     5090400 | OU      | $430.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | XINYI SOLAR HOLDINGS LTD CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -139261 | OU      | $124.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KLA CORP CFD                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -10780 | OU      | $-1472.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                              | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      175000 | PA      | $132603.70    | 0.26%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SILERGY CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |       81696 | OU      | $45823.88     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD CZK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-11182.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WATERBRIDGE INFRASTRUC-CL A CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15714 | OU      | $-2158.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EO-EURUSD(EUR) 05/22/26 1.1779C                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |       56000 | OU      | $291.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $4080.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT PHP/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PH        |           1 | NC      | $-2038.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MITSUI E&S CO LTD CFD                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -584892 | OU      | $150.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HEADWATER EXPLORATION INC CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       99831 | OU      | $7257.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              |  | LU        |    -3093270 | PA      | $-3623918.50  | -6.98%            | 2035-12-12      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $189.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                 | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Short            | DBT              | NUSS              | CO        |     -200000 | PA      | $-219600.00   | -0.42%            | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $384.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CUMMINS INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -627 | OU      | $-44.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $3628.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AMADA CO LTD CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -512881 | OU      | $-582.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                    | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |     -450000 | PA      | $-367500.99   | -0.71%            | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2036-09-01      | None          | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CRESCENT ENERGY CO TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16327 | OU      | $-2005.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD BRL/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $192.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SAMSUNG ELECTRO-MECHANICS CO CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |       90682 | OU      | $21810.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | RYANAIR HOLDINGS PLC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       39530 | OU      | $-5660.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MSWEMG7E TRS 0.0000% 05-15-2033                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      423329 | OU      | $3693.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3898.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                   | KOREA 3YR BND FUT Jun26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |          -2 | NC      | $418.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURECYCLE TECHNOLOGIES INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7834 | OU      | $-925.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | DICKS SPORTING GOODS INC MAY 26 240C                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          30 | NC      | $6600.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ROTORK PLC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       46001 | OU      | $-5363.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MINIMAX GROUP INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       57424 | OU      | $-1444.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -1450000 | PA      | $-1718360.37  | -3.31%            | 2037-10-30      | None          | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BANKINTER SA CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |      -43830 | OU      | $-1250.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BLUE OWL CAPITAL INC CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -138935 | OU      | $-21374.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $75.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-3344.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                           | COTTON NO.2 FUTR  Jul26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -10 | NC      | $-27850.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT HUF/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $5516.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT PEN/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-1451.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | COMET HOLDING AG TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -17809 | OU      | $-108.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $309.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $-1451.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NOVARTIS AG-REG CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -12213 | OU      | $251.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 3.13% 10/01/2041 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1130000 | OU      | $9412.87      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NATWEST GROUP PLC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      201846 | OU      | $-12276.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT CHF/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $1928.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $344.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -871000 | PA      | $-1047478.22  | -2.02%            | 2040-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VIPER ENERGY INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      333528 | OU      | $20723.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KRYSTAL BIOTECH INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19747 | OU      | $-864.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | UBER TECHNOLOGIES INC TRS 0.0000% 05-20-2033            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      122349 | OU      | $-4390.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT ILS/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IL        |           1 | NC      | $271.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MERCADOLIBRE INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       11220 | OU      | $-464.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD PLN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1931.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Manitoba                              | Province of Manitoba                                    | CUSIP: 000000000<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |      691000 | PA      | $797828.83    | 1.54%             | 2036-02-04      | None          | 3.35%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 8.084% 09/04/2036 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1297000 | OU      | $2639.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MURPHY OIL CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -23781 | OU      | $-2987.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GALAPAGOS NV-SPON ADR CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |       -4758 | OU      | $193.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Liffe                               | LONG GILT FUTURE  Jun26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          -3 | NC      | $421.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -1540000 | PA      | $-1837930.97  | -3.54%            | 2043-09-01      | None          | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FIRSTENERGY CORP TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -59952 | OU      | $3593.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                          | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      800000 | PA      | $794381.63    | 1.53%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $561.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SWISS RE AG TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -9248 | OU      | $386.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AIR LIQUIDE CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -1110 | OU      | $12.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BT GROUP PLC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -2906 | OU      | $2.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ALLIANT ENERGY CORP CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -34354 | OU      | $-524.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HENNES & MAURITZ AB-B SHS CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -37965 | OU      | $219.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                | Japan Government Twenty Year Bonds                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        |   -69600000 | PA      | $0.00         | 0.00%             | 2045-12-20      | None          | 3.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $244.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | INTEL CORP 05/08/26W 95C                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          44 | NC      | $19140.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD NZD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3648.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SONY GROUP CORP - SP ADR CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |      -39633 | OU      | $2164.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $385.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1114.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $48.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MERCEDES-BENZ GROUP AG CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        -309 | OU      | $13.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2043-09-01      | None          | 4.45%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |           0 | PA      | $0.00         | 0.00%             | 2036-04-30      | None          | 3.30%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $4033.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. PLC                        | Bellis Acquisition Co. PLC                              | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $223690.08    | 0.43%             | 2031-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DINO POLSKA SA CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | PL        |       -9908 | OU      | $262.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-708.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME ZINC FUTURE   Jun26                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           3 | NC      | $1165.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $10.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | STOKE THERAPEUTICS INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16152 | OU      | $-1656.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                               | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Short            | DBT              | CORP              | US        |     -125000 | PA      | $-126717.50   | -0.24%            | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |           1 | NC      | $1176.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1795.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Life                                | PALANTIR TECHNOLOGIES INC-A 05/08/26W 123P              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          35 | NC      | $5355.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2040-01-31      | None          | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HEXAGON AB-B SHS CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      -69189 | OU      | $201.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2029-01-31      | None          | 0.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |           0 | PA      | $0.00         | 0.00%             | 2037-10-21      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD HKD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                             | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $-1341.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NEWAMSTERDAM PHARMA CO NV CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -23065 | OU      | $3587.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD CLP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-741.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AURAS TECHNOLOGY CO LTD CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -35046 | OU      | $-9850.33     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT BRL/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $1366.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $682.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LOUISIANA-PACIFIC CORP CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       14666 | OU      | $-300.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EPIROC AB-A CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -694300 | OU      | $-4433.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IMPERIAL BRANDS PLC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        -168 | OU      | $-0.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | LAS VEGAS SANDS CORP CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -86360 | OU      | $-578.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT CLP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $65.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ALPHABET INC-CL C CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       18447 | OU      | $2559.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT SGD/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |           1 | NC      | $394.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PROSUS NV CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       -4374 | OU      | $-184.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                            | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      325000 | PA      | $260612.31    | 0.50%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | OCCIDENTAL PETROLEUM CORP TRS 0.0000% 05-20-2033        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -29577 | OU      | $-2651.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PROSUS NV CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -1316 | OU      | $45.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1064.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 3% 10/30/2037 LCH                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1411000 | OU      | $-7860.29     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | INDUSTRIA DE DISENO TEXTIL CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |        -703 | OU      | $-7.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |     -404000 | PA      | $0.00         | 0.00%             | 2037-02-01      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP PAY 1 Fixed     3.6310% 08-11-27             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -2720000 | NC      | $-26595.24    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | CDX.NA.IG.46 1% 06/20/2031                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3475000 | OU      | $-76869.96    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD BRL/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1236.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-4125.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MURPHY USA INC CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       67037 | OU      | $8814.75      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VERTIV HOLDINGS CO TRS 0.0000% 05-15-2033               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -110388 | OU      | $-10495.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DANSKE BANK A/S CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     1591145 | OU      | $-3216.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $85.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2039-09-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                             | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1061566.23   | 2.05%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FORTINET INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2478 | OU      | $-51.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SIEMENS AG TRS 0.0000% 05-15-2033                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -11840 | OU      | $-667.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | MICRON MAY 26 470P                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           7 | NC      | $8190.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                      | WTI CRUDE FUTURE  Jul26                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $-65880.00    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CAD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4016.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MCKESSON CORP CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4317 | OU      | $241.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VERISK ANALYTICS INC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24404 | OU      | $-1055.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-139.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT ILS/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IL        |           1 | NC      | $7054.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $269.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NESTLE SA TRS 0.0000% 05-20-2033                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -58982 | OU      | $-2468.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     1306282 | PA      | $722313.54    | 1.39%             | 2051-07-31      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $6723.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS PLN 4.6775% 06/21/2031 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -465000 | OU      | $74.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD PHP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2033.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | EO-USDCNY(USD) 04/06/27 6.7159P                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      123000 | OU      | $1863.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                               | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      998000 | PA      | $781595.45    | 1.51%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NEW JERSEY RESOURCES CORP CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -37138 | OU      | $-252.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $5486.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TRATON SE CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -74418 | OU      | $-325.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ULVAC INC CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     2498238 | OU      | $1884.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | RPM INTERNATIONAL INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3103 | OU      | $148.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD KRW/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $531.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNG Bank NV                                       | BNG Bank NV                                             | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              |  | NL        |     1140000 | PA      | $690926.72    | 1.33%             | 2032-07-21      | None          | 2.45%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 7.96% 06/21/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -2801000 | OU      | $449.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AMBU A/S-B CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -436870 | OU      | $6737.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2046-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VERISURE PLC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -30658 | OU      | $-31.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD THB/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $616.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME ZINC FUTURE   May26                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -5 | NC      | $-11987.25    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SHIZUOKA FINANCIAL GROUP INC CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -16238540 | OU      | $2091.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SS SPDR S&P METALS MINING CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -29179 | OU      | $-740.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GLOBAL UNICHIP CORP CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -56716 | OU      | $-49320.73    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KOMERCNI BANKA AS CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CZ        |    -1351250 | OU      | $3668.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SONOVA HOLDING AG-REG CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -70631 | OU      | $7280.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SO-ITRAXX-EUROPES45V1-5     1.0000% 06-20-31            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    -2151000 | NC      | $-317.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp.                         | Queensland Treasury Corp.                               | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              |  | AU        |      555000 | PA      | $0.00         | 0.00%             | 2036-03-18      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INVESCO LTD CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |     -189965 | OU      | $-10489.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD NZD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-2962.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SCHNEIDER ELECTRIC SA CFD (EUR)                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -13998 | OU      | $288.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.53125% 06/17/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -782000 | OU      | $-15683.26    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1091.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                             | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | DBT              | CORP              | US        |     -775000 | PA      | $-703493.53   | -1.36%            | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GILEAD SCIENCES INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3804 | OU      | $140.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DAIMLER TRUCK HOLDING AG CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -53030 | OU      | $240.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |     -754520 | PA      | $-680912.72   | -1.31%            | 2054-05-25      | None          | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KINDER MORGAN INC TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5009 | OU      | $-184.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LLOYDS BANKING GROUP PLC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -103029 | OU      | $1842.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FLUIDRA SA CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       37835 | OU      | $-2954.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UTILITIES SELECT SECTOR SPDR (BARC SWAP)                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -121035 | OU      | $-2462.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | EURIBOR 3MO (LIFFE) 06/15/26 98C                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | GB        |        -317 | NC      | $5168.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | TESLA MOTORS-WEEKLY 05/08/26W 400C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          13 | NC      | $4212.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FOOD & LIFE COMPANIES LTD CFD                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -574911 | OU      | $182.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2053-10-22      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| Euronext Paris Matif                              | RAPESEED  EURO    Aug26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |          16 | NC      | $22624.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TECNICAS REUNIDAS SA CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      106163 | OU      | $631.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $385.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CAMPBELL SOUP CO CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -94527 | OU      | $-1252.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TENCENT HOLDINGS LTD CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -59944 | OU      | $501.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-320.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-915.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CZK 4.67% 03/14/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -3946000 | OU      | $-42.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-246.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds          | Abu Dhabi Government International Bonds                | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      200000 | PA      | $151875.00    | 0.29%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $1970.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | BOUGHT CLP/SOLD USD                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CL        |           1 | NC      | $-850.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TRI CHEMICAL LABORATORIES IN CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -509363 | OU      | $-545.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MCDONALDS CORP TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       44802 | OU      | $-1938.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ABB LTD-REG CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       18100 | OU      | $1980.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                  | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      134000 | PA      | $126252.12    | 0.24%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SARTORIUS AG-VORZUG CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -45158 | OU      | $-2481.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD CLP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-9.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NETFLIX INC CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6327 | OU      | $54.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | META PLATFORMS INC WEEEKLY 05/01/26W 702.5C             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           7 | NC      | $42.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-18.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NATIONAL FUEL GAS CO CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5548 | OU      | $316.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-663.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 3.34% 03/15/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1746000 | OU      | $4965.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | WOODSIDE ENERGY GROUP LTD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -194948 | OU      | $-1142.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MITSUI HIGH-TEC INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -367642 | OU      | $-31.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MEGACHIPS CORP CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -538532 | OU      | $-416.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS PLN 3.96% 06/17/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -808000 | OU      | $-2158.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BAWAG GROUP AG CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       17969 | OU      | $-693.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EXPEDIA GROUP INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -21882 | OU      | $770.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CZK 4.405% 06/17/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2075000 | OU      | $-1.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD IDR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $904.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DOLLARAMA INC CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |       -2810 | OU      | $23.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $3135.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CLOUDFLARE INC - CLASS A CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3803 | OU      | $-296.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3167.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-20.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1660.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CAD 3.03125% 09/20/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -572000 | OU      | $-1468.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $3979.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TECHNIP ENERGIES NV CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       21439 | OU      | $1175.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | BOUGHT CAD/SOLD USD                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $411.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA             | Banque Federative du Credit Mutuel SA                   | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Short            | DBT              | CORP              | FR        |     -200000 | PA      | $-237195.58   | -0.46%            | 2034-01-11      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EMCOR GROUP INC CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         808 | OU      | $83.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | IONOS GROUP SE CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        4215 | OU      | $274.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ZOETIS INC CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7805 | OU      | $217.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NITTO BOSEKI CO LTD CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    15653040 | OU      | $41566.07     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-245.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD NZD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $551.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $87.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ORIX CORP CFD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     5711960 | OU      | $-254.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | COMFORT SYSTEMS USA INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1680 | OU      | $-160.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond  | Republic of Poland Government International Bond        | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |      -60000 | PA      | $-70986.89    | -0.14%            | 2034-01-11      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-419.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4102.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CHIYODA CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -503601 | OU      | $-79.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CELESTICA INC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       63784 | OU      | $4617.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $4484.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                 | PSP Capital, Inc.                                       | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              |  | CA        |     3352000 | PA      | $2315491.31   | 4.46%             | 2030-08-13      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT HUF/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $1358.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-602.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1466.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CIENA CORP CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      106570 | OU      | $11607.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $2168.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | OKI ELECTRIC INDUSTRY CO LTD CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -718092 | OU      | $-678.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UNITED MICROELECTRONICS CORP CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -21116 | OU      | $-5816.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PEMBINA PIPELINE CORP CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -65769 | OU      | $-3988.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT CLP/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | CL        |           1 | NC      | $-1782.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $19.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-7.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-873.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD CZK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-16.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | REVVITY INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15164 | OU      | $1044.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2444.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-595.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 5.93% 09/16/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13713000 | OU      | $-842.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VISA INC-CLASS A SHRS CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -101717 | OU      | $-5151.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1326.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SEK 2.94% 02/09/2037 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    29609120 | OU      | $39028.92     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | CCCY USD SOFR COMP USD SEK 1D SEK STIBOR SEK USD 3      | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $373.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-125.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ZSCALER INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1348 | OU      | $41.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $301.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FIRST ABU DHABI BANK PJSC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AE        |      101165 | OU      | $-3379.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS BRL 13.2175% 01/02/2031 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-9024.98     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ALPHATEC HOLDINGS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15795 | OU      | $-728.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DIVERSIFIED ENERGY CO PLC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -33181 | OU      | $-2974.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | GIVAUDAN-REG CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -26073 | OU      | $1264.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KRAFT HEINZ CO/THE CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -31472 | OU      | $-637.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KUEHNE & NAGEL INTL AG-REG CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -1109 | OU      | $13.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                      | Netherlands Government Bonds                            | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              |  | NL        |      579000 | PA      | $655216.84    | 1.26%             | 2036-07-15      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BASIC-FIT NV-W/I CFD                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -24990 | OU      | $2638.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BILL HOLDINGS INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       73157 | OU      | $-3008.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PIRAEUS BANK SA CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GR        |      -44784 | OU      | $3057.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NORTHERN OIL & GAS INC TRS 0.0000% 05-15-2033           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -56526 | OU      | $-2818.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-3.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | T&D HOLDINGS INC TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -12890556 | OU      | $4069.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FORMFACTOR INC CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -31831 | OU      | $1790.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                          | Caisse d'Amortissement de la Dette Sociale              | CUSIP: 12802D2U9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     4620000 | PA      | $4481882.42   | 8.64%             | 2033-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | ISHARES MSCI 7-10 YEAR TRSURY BOND ETF JAN 27 96P       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -59 | NC      | $-14927.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SYNOPSYS INC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      255925 | OU      | $23982.73     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | US MOMENTUM LONG TRS 0.0000% 05-15-2033                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -175897 | OU      | $-7497.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe          | Bundesrepublik Deutschland Bundesanleihe                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              |  | DE        |     1129000 | PA      | $866246.06    | 1.67%             | 2048-08-15      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-5998.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | VOSSLOH AG CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       13505 | OU      | $-105.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PARTNERS GROUP-REG CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -92120 | OU      | $11202.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NVIDIA CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       67513 | OU      | $-856.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INTERCONTINENTAL HOTELS-ADR CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |     -213451 | OU      | $4105.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 5.15% 09/16/2031 CMD                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    98518000 | OU      | $-131.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $-2464.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANKINTER SA TRS 0.0000% 05-15-2033                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -152006 | OU      | $7844.13      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |     -358200 | PA      | $-337647.49   | -0.65%            | 2055-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SS SPDR S&P OG EXP & PROD CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      236156 | OU      | $21714.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SEK 2.875% 06/21/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |   -10108000 | OU      | $-2358.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FUBON FINANCIAL HOLDING CO CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      -43504 | OU      | $-1385.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                            | AthenaHealth Group Inc                                  | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      440000 | PA      | $419384.83    | 0.81%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BOBL FUTURE  Jun26                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          41 | NC      | $-7705.69     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DELTA ELECTRONICS INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       41279 | OU      | $6331.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LIBERTY MEDIA CORP-LIBERTY TRS 0.0000% 05-20-2033       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       86384 | OU      | $-3786.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |    -3169000 | PA      | $-3761879.48  | -7.25%            | 2055-10-01      | None          | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ADVANCED MICRO DEVICES CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       25038 | OU      | $9347.89      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $603.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $1241.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | COMET HOLDING AG-REG CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -2162 | OU      | $2.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | IMPERIAL OIL LTD CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -178916 | OU      | $-7984.76     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |     -850000 | PA      | $-981693.72   | -1.89%            | 2036-04-30      | None          | 3.30%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bonds         | PHILIP 4.2 03/29/47                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |      200000 | PA      | $160500.00    | 0.31%             | 2047-03-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-577.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ROBERT HALF INC CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4387 | OU      | $155.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EO-USDHUF(USD) 04/27/27 316.65C                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |     -165000 | OU      | $-8232.79     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2068-07-22      | None          | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 3.34375% 09/16/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      401000 | OU      | $1588.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |           1 | NC      | $-40.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TGS ASA CFD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      210203 | OU      | $4346.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PONY AI INC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -67106 | OU      | $9760.80      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS JPY 1.28% 07/28/2027 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  2529329000 | OU      | $-8340.95     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |      299500 | PA      | $174457.44    | 0.34%             | 2057-07-22      | None          | 1.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              |  | ES        |      379000 | PA      | $0.00         | 0.00%             | 2037-01-31      | None          | 4.20%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp.                         | Queensland Treasury Corp.                               | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              |  | AU        |      555000 | PA      | $642218.72    | 1.24%             | 2036-03-18      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $-1197.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | NVIDIA CORP CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      302343 | OU      | $37324.86     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | WORKDAY INC TRS 0.0000% 05-20-2033                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -26356 | OU      | $1141.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                           | Canada Government Bonds                                 | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Short            | DBT              | NUSS              | CA        |    -1025000 | PA      | $-847115.35   | -1.63%            | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CISCO SYSTEMS INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       56147 | OU      | $1132.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | EO-EURHUF(EUR) 10/14/26 360P                            | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      201000 | OU      | $2638.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | I3 VERTICALS INC-CLASS A CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4222 | OU      | $-288.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-64.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 5.135% 06/17/2031 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    55316000 | OU      | $-122.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | US MOMENTUM TRS 0.0000% 04-30-2027                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -506271 | OU      | $-4011.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $3.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | EO-USDBRL(USD) 05/07/26 5.128C                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       27000 | OU      | $27.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds              | Qatar Government International Bonds                    | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Short            | DBT              | NUSS              | QA        |     -200000 | PA      | $-182974.00   | -0.35%            | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ENTEGRIS INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -25614 | OU      | $1296.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PEARSON PLC CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -18248 | OU      | $-170.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 5.935% 09/16/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17697000 | OU      | $-1108.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-4337.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | FABEGE AB CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -299100 | OU      | $897.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TG THERAPEUTICS INC CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2145 | OU      | $50.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-149.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-30.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ARK INNOVATION ETF CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2380 | OU      | $104.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PALO ALTO NETWORKS INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2429 | OU      | $-260.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TRACTOR SUPPLY COMPANY CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -86774 | OU      | $5553.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                | Athene Holding Ltd                                      | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96845.96     | 0.19%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HD HYUNDAI ELECTRIC CO LTD CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      -37259 | OU      | $-7625.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -2787000 | PA      | $-3155127.65  | -6.08%            | 2046-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              |  | FR        |           0 | PA      | $0.00         | 0.00%             | 2060-04-25      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP PAY 1 Fixed     4.5000% 03-10-28             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -23825000 | NC      | $-51044.29    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SINGAPORE TELECOMMUNICATIONS CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |       -4241 | OU      | $212.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KLA CORP CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -240108 | OU      | $7311.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SWCC CORP CFD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -517027 | OU      | $-808.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SK HYNIX INC CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |       48148 | OU      | $5904.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | DIANTHUS THERAPEUTICS INC CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       33183 | OU      | $-1487.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TRANSUNION CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      218633 | OU      | $-18981.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | AVAGO TECHNOLOGIES LTD 05/08/26W 420C                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |          12 | NC      | $11700.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MEDTRONIC PLC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -67938 | OU      | $4781.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DEXCOM INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11939 | OU      | $-386.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | CORE SCIENTIFIC INC JUN 26 25C                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          63 | NC      | $5355.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tamboran Resources Corp                           | Tamboran Resources Corp                                 | CUSIP: 87507T101<br>LEI: 529900WBYBEP48BB5133 | Long             | EC               | CORP              | US        |         523 | NS      | $18880.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-291.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |     1976000 | PA      | $1955802.90   | 3.77%             | 2053-10-22      | None          | 3.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CNY 1.601% 09/16/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -346000 | OU      | $68.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP REC 1 Fixed     3.6000% 06-19-27             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2347000 | NC      | $-1466.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BROADCOM INC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      105334 | OU      | $34505.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-75.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $36.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $174.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | RYANAIR HOLDINGS PLC CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       26593 | OU      | $-3204.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | KYOCERA CORP CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -3292364 | OU      | $-1912.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD CHF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2987.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD MXN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $740.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AMERICAN TOWER CORP CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -389116 | OU      | $-2249.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PHILLIPS 66 TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      156435 | OU      | $17160.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD ZAR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1084.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-16.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2043-09-01      | None          | 4.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1448.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NOVATEK MICROELECTRONICS COR CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -18991 | OU      | $-300.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMERICAN ELECTRIC POWER CO TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1582 | OU      | $63.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MONGODB INC CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       10200 | OU      | $-167.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SES IMAGOTAG CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -38263 | OU      | $-650.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-13.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS INR 6.215% 09/16/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -15410000 | OU      | $-732.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ISHARES SEMICONDUCTOR ETF CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -30140 | OU      | $-4468.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | LEAN HOGS FUTURE  Jun26                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         -12 | NC      | $9415.61      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                       | SOLD INR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-260.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $2429.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |           0 | PA      | $0.00         | 0.00%             | 2038-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NASDAQ INC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       86639 | OU      | $4076.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DMG MORI CO LTD CFD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -518132 | OU      | $-647.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $44.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FRONTLINE PLC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CY        |        7654 | OU      | $45.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 7.74% 06/17/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1919000 | OU      | $-256.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | INDUTRADE AB TRS 0.0000% 05-05-2028                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -56974 | OU      | $425.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | OMNICOM GROUP INC TRS 0.0000% 05-20-2033                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -17270 | OU      | $391.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TC ENERGY CORP TRS 0.0000% 05-20-2033                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -29974 | OU      | $-2135.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | NASDAQ 100 E-MINI Jun26                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          -1 | NC      | $-3536.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                       | SOLD PEN/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $300.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SANDISK CORP CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6391 | OU      | $-1284.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $5693.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AL RAJHI BANK TRS 0.0000% 05-20-2033                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SA        |       99645 | OU      | $-1679.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ARK INNOVATION ETF CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -87154 | OU      | $1833.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | VAR ENERGI ASA CFD                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NO        |      304132 | OU      | $-1466.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-208.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $-200.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds              | Republic of Austria Government Bonds                    | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              |  | AT        |      341000 | PA      | $0.00         | 0.00%             | 2117-09-20      | None          | 2.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-326.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $4.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ENPHASE ENERGY INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -28061 | OU      | $-680.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | iTraxx Europe Crossover Series 45 Version 1 5% 06/      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |     1469000 | OU      | $-164049.49   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | EO-USDJPY(USD) 05/27/26 158.8P                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       66000 | OU      | $1238.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | EO-USDZAR(USD) 03/18/27 17.3405C                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      122000 | OU      | $5165.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TARGET CORP CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -37967 | OU      | $-2125.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2046-12-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SHENZHEN HANS CNC TECHNOL-H CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      121634 | OU      | $-512.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD HKD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $27.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PERFORMANCE FOOD GROUP CO CFD                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      114217 | OU      | $1881.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.88% 01/14/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1934000 | OU      | $28891.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-2012.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | OTTER TAIL CORP CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -20433 | OU      | $-449.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | RESMED INC CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -41413 | OU      | $2713.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VERIZON COMMUNICATIONS INC TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -40617 | OU      | $-2706.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | DIASORIN SPA CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |       58307 | OU      | $-1920.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GEBERIT AG-REG CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -4909 | OU      | $205.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-489.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EURONET SERVICES INC. CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9628 | OU      | $363.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CRINETICS PHARMACEUTICALS IN CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -16783 | OU      | $417.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT HKD/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | HK        |           1 | NC      | $-2651.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | RINGKJOEBING LANDBOBANK A/S CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -591864 | OU      | $1999.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | INTEL CORP CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      195230 | OU      | $48339.84     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 7.866% 06/17/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -6227000 | OU      | $-8615.44     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | EMEMORY TECHNOLOGY INC CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -57113 | OU      | $2238.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $185.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | SOLD AUD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-9030.07     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BONESUPPORT HOLDING AB CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -229332 | OU      | $4024.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT              | French Republic Government Bonds OAT                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              |  | FR        |    -1469195 | PA      | $-1506082.80  | -2.90%            | 2045-05-25      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DIAMONDBACK ENERGY INC CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       17943 | OU      | $2003.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2042-11-04      | None          | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $33.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -644661 | PA      | $-429246.95   | -0.83%            | 2047-07-22      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HYATT HOTELS CORP - CL A CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -730 | OU      | $-107.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $2067.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ISHARES J.P. MORGAN USD EM TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -2020876 | OU      | $9075.50      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | STELLANTIS NV CFD                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      -39780 | OU      | $5373.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 5.95% 06/17/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    27467000 | OU      | $-1717.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                | APLD ComputeCo LLC                                      | CUSIP: 00202DAA5<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -100000 | PA      | $-107593.48   | -0.21%            | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SUN LIFE FINANCIAL INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -81380 | OU      | $-1113.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EMEMORY TECHNOLOGY INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      -24095 | OU      | $2321.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $5.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2030-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | BRENT CRUDE FUTR  Dec26                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           4 | NC      | $-946.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MEDIATEK INC TRS 0.0000% 05-20-2033                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       34158 | OU      | $13175.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SVENSKA HANDELSBANKEN-A SHS CFD                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1285445 | OU      | $2058.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | INFINEON TECHNOLOGIES AG - CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -13199 | OU      | $-3013.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | IN        |           1 | NC      | $-1467.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Liffe                               | COCOA FUTURE - IC Jul26                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -6 | NC      | $-14770.70    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MARVELL TECHNOLOGY INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       14784 | OU      | $1731.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | SOLD CHF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-218.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANK OF NAGOYA LTD/THE CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     9504920 | OU      | $-81.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MARATHON PETROLEUM CORP TRS 0.0000% 05-15-2033          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15121 | OU      | $1266.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | BOUGHT CZK/SOLD USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $1267.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SYNDAX PHARMACEUTICALS INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       39818 | OU      | $-3558.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | JAPAN POST BANK CO LTD CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -13755960 | OU      | $-171.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                   | CUSIP: 25714PFH6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $146100.00    | 0.28%             | 2038-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | AT&T INC CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -395254 | OU      | $-2967.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | RIGAKU HOLDINGS CORP CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     8836171 | OU      | $9542.37      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS CAD 2.5625% 12/16/2027 LCH                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      942000 | OU      | $3043.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |     -986000 | PA      | $0.00         | 0.00%             | 2034-04-30      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -3211000 | PA      | $-2199111.64  | -4.24%            | 2028-11-21      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 4.849% 09/16/2028 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  -338771000 | OU      | $-788.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-24798.05    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HALEON PLC CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      113020 | OU      | $-7353.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PPG INDUSTRIES INC CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15138 | OU      | $-924.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TOTALENERGIES SE CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      190013 | OU      | $8330.55      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | IPSOS CFD                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       11444 | OU      | $800.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HANWHA AEROSPACE CO LTD CFD                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |       79906 | OU      | $724.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NETEASE INC CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |     -132742 | OU      | $-474.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1994.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CORNING INC CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        3851 | OU      | $419.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ISHARES TRST-ISHARES IBOXX TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -3886249 | OU      | $3894.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KEIYO BANK LTD/THE CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    24815160 | OU      | $-2540.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | BOUGHT DKK/SOLD USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | DK        |           1 | NC      | $31.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PALANTIR TECHNOLOGIES INC-A CFD                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -31544 | OU      | $1357.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SINGAPORE TECH ENGINEERING CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |       -4470 | OU      | $149.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | KIA CORP CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |       -6926 | OU      | $220.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                   | Japan Government Ten Year Bonds                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              |  | JP        |  -120450000 | PA      | $0.00         | 0.00%             | 2035-12-20      | None          | 2.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $442.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | TEXAS ROADHOUSE INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      176951 | OU      | $-2759.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EATON CORP PLC TRS 0.0000% 05-15-2033                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |     -207011 | OU      | $-19885.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD BRL/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-160.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NEUROCRINE BIOSCIENCES INC CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1314 | OU      | $-2.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $-691.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BEAZLEY PLC/UK CFD                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       34284 | OU      | $24.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | JABIL INC TRS 0.0000% 05-20-2033                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8918 | OU      | $-194.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds               | Kingdom of Belgium Government Bonds                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              |  | BE        |      131429 | PA      | $172076.53    | 0.33%             | 2035-03-28      | None          | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UCB SA CFD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |       -3188 | OU      | $3340.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | FURUKAWA ELECTRIC CO LTD CFD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -484900 | OU      | $-444.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PARTNERS GROUP HOLDING AG TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -139842 | OU      | $12403.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | GENERAL MILLS INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -103450 | OU      | $-2338.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD EUR/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-243.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | UCB SA CFD                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |       32375 | OU      | $-4117.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 9.37% 06/18/2036 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -3034000 | OU      | $1957.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | GLOBANT SA CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |       -1073 | OU      | $124.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MONSTER BEVERAGE CORP CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2473 | OU      | $70.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ANHEUSER-BUSCH INBEV SA/NV CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |       -1664 | OU      | $-88.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MARVELL TECHNOLOGY INC TRS 0.0000% 05-20-2033           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -67563 | OU      | $-7910.67     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | UNICREDIT SPA TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      149163 | OU      | $-4243.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ITALGAS SPA CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       10596 | OU      | $-183.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                          | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      375000 | PA      | $357337.95    | 0.69%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AT&T INC CFD                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -32716 | OU      | $-860.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CONSTELLATION BRANDS INC-A CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -29347 | OU      | $1319.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SIKA AG-BR CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -1885 | OU      | $14.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS NZD 3.09375% 09/16/2027 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -871000 | OU      | $-2622.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SO-ITRAXX-EUROPES45V1-5     1.0000% 06-20-31            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    -2150000 | NC      | $-317.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MITSUBISHI UFJ FINCL GRP I TRS 0.0000% 05-15-2033       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -26221500 | OU      | $3965.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CN        |           1 | NC      | $-326.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ASE TECHNOLOGY HOLDING CO LT CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |         198 | OU      | $78.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDGED COMPUTE LLC                                 | Edged Compute LLC                                       | CUSIP: 28002AAA4<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -505000 | PA      | $-495694.99   | -0.96%            | 2031-04-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT TWD/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TW        |           1 | NC      | $-1226.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IRON MOUNTAIN INC CFD                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       90398 | OU      | $4095.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | NORTHWESTERN ENERGY GROUP IN CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13236 | OU      | $-1.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | JM SMUCKER CO/THE CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       92879 | OU      | $2308.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | RYOHIN KEIKAKU CO LTD CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -558948 | OU      | $-44.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2051-07-31      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CHORD ENERGY CORP TRS 0.0000% 05-20-2033                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      209603 | OU      | $26269.08     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NO        |           1 | NC      | $1320.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS ZAR 6.819% 06/17/2028 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -12518000 | OU      | $-4872.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $2989.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -762000 | PA      | $-587844.88   | -1.13%            | 2041-10-22      | None          | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PARAMOUNT RESOURCES LTD -A CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -101278 | OU      | $-9560.65     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | SOLD HKD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1227.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                            | Spain Government Bonds                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              |  | ES        |    -2010000 | PA      | $-2645765.68  | -5.10%            | 2040-07-30      | None          | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SHIBAURA MECHATRONICS CORP CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -373460 | OU      | $193.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              |  | AU        |           0 | PA      | $0.00         | 0.00%             | 2036-03-21      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT ZAR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2831.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | WHEAT FUTURE(CBT) Jul26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           3 | NC      | $-2375.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SCHNEIDER ELECTRIC SE TRS 0.0000% 05-05-2028            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |        -273 | OU      | $-6.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EBAY INC CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2893 | OU      | $98.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT KRW/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | KR        |           1 | NC      | $-136.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT COP/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | CO        |           1 | NC      | $-135.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS MXN 7.466% 09/14/2028 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     -881000 | OU      | $-271.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT GBP/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $420.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ARM HOLDINGS PLC-ADR CFD                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -63590 | OU      | $-7497.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | AMERICAN INTERNATIONAL GROUP CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      158419 | OU      | $-3358.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CCCY USD SOFR COMP USD CAD 1D CAD CORRA COMP CAD U      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $375.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                              | IHO Verwaltungs GmbH                                    | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Short            | DBT              | CORP              | DE        |     -255000 | PA      | $-263018.99   | -0.51%            | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $221.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS JPY PAY 5 Fixed     1.7700% 09-09-35             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   274842000 | NC      | $48416.58     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | MINEBEA MITSUMI INC CFD                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -508459 | OU      | $-676.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.             | BOUGHT IDR/SOLD USD                                     | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | ID        |           1 | NC      | $-951.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BAKER HUGHES CO TRS 0.0000% 05-15-2033                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -39166 | OU      | $-6259.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | SOLD JPY/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-253.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | REGIONS FINANCIAL CORP CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -206313 | OU      | $-5185.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SANA BIOTECHNOLOGY INC CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12723 | OU      | $63.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $18.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BUNGE GLOBAL SA CFD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        7651 | OU      | $-26.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS USD 3.59% 03/31/2031 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -895000 | OU      | $-4941.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              |  | IT        |     -554000 | PA      | $-646352.39   | -1.25%            | 2053-10-01      | None          | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | SOLD CLP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $795.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | ISHARES SEMICONDUCTOR ETF MAY 26 440P                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          14 | NC      | $9800.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ADVANCED MICRO DEVICES CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9898 | OU      | $2863.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ROBLOX CORP -CLASS A CFD                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       62176 | OU      | $-2108.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CHINA MENGNIU DAIRY CO CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       96186 | OU      | $714.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FORTESCUE LTD CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -127216 | OU      | $3722.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | ADV. MICRO DEVICES 05/01/26W 315P                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          15 | NC      | $150.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                            | HIROSE ELECTRIC CO LTD CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -561735 | OU      | $-197.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |           1 | NC      | $1650.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                        | Australia Government Bonds                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              |  | AU        |    -3028000 | PA      | $-1855700.30  | -3.58%            | 2031-06-21      | None          | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BANCA MONTE DEI PASCHI SIENA CFD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      258310 | OU      | $11329.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $10.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                    | European Union                                          | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              |  | LU        |           0 | PA      | $0.00         | 0.00%             | 2036-12-12      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT PHP/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | PH        |           1 | NC      | $-281.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ZTE CORP-H CFD                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |     -142677 | OU      | $-882.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                               | Coinbase Global Inc                                     | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Short            | DBT              | CORP              | US        |     -660000 | PA      | $-579457.91   | -1.12%            | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP PAY 1 Fixed     4.0000% 03-10-28             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19041000 | NC      | $77380.22     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD CHF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3393.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                     | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2020000 | PA      | $2010713.17   | 3.88%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | FISCHER (GEORG)-REG CFD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -24058 | OU      | $905.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | HISCOX LTD CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       98740 | OU      | $-3510.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DBS GROUP HOLDINGS LTD CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SG        |      131344 | OU      | $2880.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |     -829500 | PA      | $-412357.76   | -0.79%            | 2071-10-22      | None          | 1.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | ASML HOLDING NV-NY REG SHS CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       46944 | OU      | $4859.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ACCENTURE PLC-CL A CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -19788 | OU      | $1559.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | SOLD SGD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-2812.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                      | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1082797.03   | 2.09%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | MURATA MANUFACTURING CO LTD CFD                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      829200 | OU      | $1452.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | EO-USDHUF(USD) 04/27/27 316.65P                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |     -165000 | OU      | $-7882.50     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | BOUGHT JPY/SOLD USD                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | JP        |           1 | NC      | $79.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2038-12-07      | None          | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CONSTELLATION BRANDS INC-A CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      134603 | OU      | $-6050.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -245639 | OU      | $7080.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NexGen Energy Ltd                                 | NexGen Energy Ltd                                       | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Long             | EC               | CORP              | CA        |        1704 | NS      | $21357.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP REC 1 Fixed     4.5800% 06-19-27             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2347000 | NC      | $137.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LG ENERGY SOLUTION CFD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       -1938 | OU      | $-264.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AMAZON.COM CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      664470 | OU      | $39263.99     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TAMARACK VALLEY ENERGY LTD CFD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       31676 | OU      | $1091.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $0.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | IOVANCE BIOTHERAPEUTICS INC CFD                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8849 | OU      | $983.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PEARSON PLC CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -1831 | OU      | $-17.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BETA BIONICS INC CFD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4765 | OU      | $1032.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD NOK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-836.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | AXA SA TRS 0.0000% 05-15-2033                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      228146 | OU      | $-7057.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SIONNA THERAPEUTICS INC CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8869 | OU      | $819.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BAE SYSTEMS PLC TRS 0.0000% 05-05-2028                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |         494 | OU      | $-58.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO STOXX 50     Jun26                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -12 | NC      | $4926.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BOOKING HOLDINGS INC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -140558 | OU      | $11762.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SAMSUNG SDI CO LTD CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      -28407 | OU      | $-8978.03     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                               | CDP Financial, Inc.                                     | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              |  | CA        |     2331000 | PA      | $2668740.45   | 5.14%             | 2032-02-13      | None          | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ROKO AB CFD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -879608 | OU      | $2682.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS GBP 4.15625% 09/20/2031 LCH                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      337000 | OU      | $1762.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MICRON TECHNOLOGY INC CFD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -121958 | OU      | $-13538.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                 | Italy Buoni Poliennali Del Tesoro                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              |  | IT        |           0 | PA      | $0.00         | 0.00%             | 2032-11-15      | None          | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SO-CDX-NAIGS46V1-5Y     1.0000% 06-20-31                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |    -2450000 | NC      | $-4239.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | NETFLIX INC TRS 0.0000% 05-15-2033                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       55565 | OU      | $-5764.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                     | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1680000 | PA      | $1671012.52   | 3.22%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | KONINKLIJKE HEIJMANS N.V CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        8745 | OU      | $-140.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds            | Romania Government International Bonds                  | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Short            | DBT              | NUSS              | RO        |     -132000 | PA      | $-123750.00   | -0.24%            | 2044-01-22      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BLUE OWL CAPITAL INC TRS 0.0000% 05-20-2033             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -80537 | OU      | $-5429.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ELEVANCE HEALTH INC CFD                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       33922 | OU      | $2967.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS KRW 3.564% 09/16/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   -69199000 | OU      | $-666.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | LG ENERGY SOLUTION CFD                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |      -17424 | OU      | $-1453.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                    | SPDR S&P OIL & GAS EXPLORATION MAY 26 173P              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          21 | NC      | $5964.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                          | CIRS HUF 6.585% 06/17/2031 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    33198000 | OU      | $-3331.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ARGENX SE CFD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -2123 | OU      | $138.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT CNH/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $6536.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS BRL 13.1925% 01/02/2031 CMD                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      307500 | OU      | $806.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | METSO CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |       20691 | OU      | $-220.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT AUD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $535.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD GBP/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6845.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -3715107 | PA      | $-4908884.07  | -9.46%            | 2031-10-22      | None          | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TAKASAGO THERMAL ENGINEERING CFD                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -569237 | OU      | $-103.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | CRACKER BARREL OLD COUNTRY CFD                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -78441 | OU      | $-4463.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | COMMERZBANK AG CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       65569 | OU      | $-22.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | MIZRAHI TEFAHOT BANK LTD CFD                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |      -36285 | OU      | $422.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | DXC TECHNOLOGY CO TRS 0.0000% 05-15-2033                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6568 | OU      | $681.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SAP SE TRS 0.0000% 05-15-2033                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -5463 | OU      | $144.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | BOUGHT NZD/SOLD USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $-371.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | EXOSENS SAS CFD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -2799 | OU      | $80.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | YOKOHAMA RUBBER CO LTD CFD                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -538057 | OU      | $-94.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT INR/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-347.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | CIRS CLP 4.486% 06/17/2027 CMD                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   587754000 | OU      | $3352.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | SOLD NZD/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | OSB GROUP PLC CFD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -47163 | OU      | $221.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SAMPO OYJ-A SHS CFD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -86615 | OU      | $5720.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | CCCY USD SOFR COMP USD NOK 1D NOK NIBOR NOK USD 3M      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $607.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SNOWFLAKE INC TRS 0.0000% 05-15-2033                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20661 | OU      | $1145.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              |  | GB        |           0 | PA      | $0.00         | 0.00%             | 2032-06-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS GBP 4.28% 07/31/2033 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -980000 | OU      | $-8191.23     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $168.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP PAY 1 Fixed     3.4810% 08-11-27             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      905000 | NC      | $10004.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | BARCLAYS PLC CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       67481 | OU      | $-152.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SIGMAROC PLC CFD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        1963 | OU      | $-158.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SHERWIN-WILLIAMS CO/THE CFD                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        5393 | OU      | $-247.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | SOLD CNH/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-880.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | SONY FINANCIAL GROUP INC CFD                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -15133120 | OU      | $2840.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | EBARA CORP CFD                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    11425511 | OU      | $12137.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RD MICHIGAN PROP OWNER I                          | RD Michigan Property Owner I LLC                        | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1214755.85   | 2.34%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS SGD 2.562% 06/18/2036 LCH                          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -128000 | OU      | $-129.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                               | CDP Financial, Inc.                                     | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              |  | CA        |     2472000 | PA      | $1709122.78   | 3.29%             | 2030-06-13      | None          | 4.10%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                             | LME LEAD FUTURE   May26                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           6 | NC      | $9020.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT SEK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $593.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | SOYBEAN MEAL FUTR Jul26                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           6 | NC      | $-6000.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | VERMILION ENERGY INC CFD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -289909 | OU      | $-19531.48    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                              | Maple Parent Holdings Corp                              | CUSIP: 56530KAD8<br>LEI: 254900J6FBJ1E892Q074 | Short            | DBT              | CORP              | US        |     -200000 | PA      | $-202807.51   | -0.39%            | 2056-03-26      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | MASTERCARD INC-CLASS A CFD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       94113 | OU      | $-3084.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | STANDARD CHARTERED PLC TRS 0.0000% 05-20-2033           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      213645 | OU      | $10496.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | EO-USDCHF(USD) 05/11/26 .7865P                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       50000 | OU      | $433.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | TWILIO INC - A CFD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       52203 | OU      | $3023.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              |  | GB        |    -1885000 | PA      | $-2404256.72  | -4.63%            | 2036-03-07      | None          | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SOLD KRW/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1681.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TEXAS INSTRUMENTS INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -60042 | OU      | $-24844.52    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | PULSE BIOSCIENCES INC CFD                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       30635 | OU      | $-3304.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | CIRS EUR 2.25% 05/19/2028 LCH                           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1959000 | OU      | $25500.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BRUNELLO CUCINELLI SPA CFD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -71007 | OU      | $3495.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $14.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | BOUGHT NOK/SOLD USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $997.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | TEXAS INSTRUMENTS INC CFD                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -27719 | OU      | $-11350.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                     | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6985000 | PA      | $6956401.24   | 13.41%            | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                               | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Short            | DBT              | NUSS              | CA        |     -821000 | PA      | $-499744.50   | -0.96%            | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | EO-GBPUSD(GBP) 05/05/26 1.3314P                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      -20000 | OU      | $-1.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOUTHWEST GAS HOLDINGS INC CFD                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       85098 | OU      | $2933.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | BOUGHT MXN/SOLD USD                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $155.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                           | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      420000 | PA      | $426139.14    | 0.82%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SWISS RE AG CFD                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -7541 | OU      | $460.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | SAMSUNG C&T CORP CFD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |       89288 | OU      | $13124.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Slovakia Government Bonds                         | Slovakia Government Bonds                               | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              |  | SK        |      340000 | PA      | $389203.29    | 0.75%             | 2037-11-04      | None          | 3.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | HELIX ENERGY SOLUTIONS GROUP CFD                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       69199 | OU      | $5672.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | SO-IRS GBP REC 1 Fixed     4.5000% 06-19-27             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2350000 | NC      | $-3208.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LEONARDO SPA CFD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       -2140 | OU      | $194.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | CROWN CASTLE INC TRS 0.0000% 05-20-2033                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      102545 | OU      | $1238.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                  | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      125000 | PA      | $126375.00    | 0.24%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                            | SOLD SEK/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-198.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | SOLD HUF/BOUGHT USD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-121.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | LVMH MOET HENNESSY LOUIS TRS 0.0000% 05-15-2033         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -105538 | OU      | $6996.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | BOUGHT EUR/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-156.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | BOUGHT PEN/SOLD USD                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $48.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | ISHARES SEMICONDUCTOR ETF CFD                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -22965 | OU      | $-2413.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                           | OMEROS CORP CFD                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19389 | OU      | $1547.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | BOUGHT HKD/SOLD USD                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HK        |           1 | NC      | $-1387.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-20

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

**Signature:** Neslly Lynch

**Name of Signer:** Neslly Lynch

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