# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-26-038468
**Filing Date:** 2026-4
**Character Count:** 271242
**Document Hash:** ac3c80e31605283e2460aa27418523ca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-038468.hdr.sgml**: 20260421

**ACCESSION NUMBER**: 0001410368-26-038468

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260421

**DATE AS OF CHANGE**: 20260421

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

**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:** 811-05349
- **FILM NUMBER:** 26877999

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Global Managed Beta Fund (Series ID: S000048066)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000151917 | Institutional Shares | GGMBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GOLDMAN SACHS TRUST

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71  SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4600

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

- **a. Name of Series:** Goldman Sachs Global Managed Beta Fund

- **b. EDGAR series identifier (if any):** S000048066

- **c. LEI of Series:** 5493005YV1ZAFT4HDQ82

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $5810681961.96

**Total Liabilities:** $1013314203.55

**Net Assets:** $4797367758.41

**Cash Not Reported:** $1135752039.00

**Currency Risk Metrics (dv01):**

- 

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

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

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

- **3-Month:** -0.03000000 | **1-Year:** -0.03000000 | **5-Year:** -0.03000000 | **10-Year:** -0.03000000 | **30-Year:** -0.03000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151917 | 0.74%                | 2.85%                | 2.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12934136.12             | $9113822.20                                |
| Month 2  | $4208.38                 | $131176033.55                              |
| Month 3  | $10025670.67             | $61850691.10                               |

**Designated Index Information**

- **Index Name:** MSCI ACWI IMI (Net, USD Unhedged)

- **Index Identifier:** MSC1000756

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley & Co. LLC                                  | FXO004403 CALL USD PUT CLP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    9575000 | OU      | $1790.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR26C 96                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1922 | NC      | $1717787.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | Long: ES130105  TRS USD R E .CIEQDUG2 INDEX / Short: ES130105  TRS USD P F   .00000 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    3726531 | OU      | $19588.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004511 PUT AUD CALL USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    9287000 | OU      | $1771.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD ILS                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $4148.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED SEK / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SE        |          1 | NC      | $18735.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN27C 96.5                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       3036 | NC      | $5047350.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining PLC                                      | Endeavour Mining PLC                                                                | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      15468 | NS      | $1105157.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                              | Nordson Corp                                                                        | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        169 | NS      | $49591.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                          | Pure Storage Inc                                                                    | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       8619 | NS      | $553512.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004459 PUT NZD CALL JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   11647000 | OU      | $4883.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                            | Kingfisher PLC                                                                      | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     425333 | NS      | $2139437.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |      58318 | NS      | $333564.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      23327 | NS      | $1853563.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004398 PUT CAD CALL JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   11261000 | OU      | $1973.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs MarketBeta US Equity ETF                    | Goldman Sachs MarketBeta US Equity ETF                                              | CUSIP: 381430123<br>LEI: 549300EMEG7T4I7JWK22 | Long             | EC               | RF                | US        |   12162611 | NS      | $1149974870.05 | 23.97%            |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                            | Salesforce Inc                                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       4054 | NS      | $789678.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       1206 | NS      | $493290.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD GBP                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $7269.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                                 | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       8148 | NS      | $364939.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                                   | Zebra Technologies Corp                                                             | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        612 | NS      | $137063.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                 | Warner Bros Discovery Inc                                                           | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      31643 | NS      | $891383.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD ILS                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $204.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astera Labs Inc                                           | Astera Labs Inc                                                                     | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |        533 | NS      | $63336.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                       | Dollar General Corp                                                                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      17181 | NS      | $2684359.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Comercial Portugues SA                              | Banco Comercial Portugues SA                                                        | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |      29895 | NS      | $31400.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                       | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       3993 | NS      | $833418.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                | L'Oreal SA                                                                          | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        219 | NS      | $102611.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    6251000 | PA      | $6171289.06    | 0.13%             | 2026-07-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Western Digital Corp                                      | Western Digital Corp                                                                | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       5556 | NS      | $1554013.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD SEK                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $17846.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings Inc                                                  | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      44469 | NS      | $1239191.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals Inc                                                         | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       1598 | NS      | $532006.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004230 PUT AUD CALL USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    7676000 | OU      | $5.47          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc                | Expeditors International of Washington Inc                                          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       4434 | NS      | $643063.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                        | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       4182 | NS      | $566380.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co                                                                    | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       1366 | NS      | $162909.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       7700 | NS      | $1645182.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                               | Jack Henry & Associates Inc                                                         | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       1188 | NS      | $193002.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                            | Atlassian Corp                                                                      | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       7240 | NS      | $543941.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT DEC26C 96.37                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        620 | NC      | $910625.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       1997 | NS      | $992169.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      13810 | NS      | $3430818.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       7784 | NS      | $770849.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR27C 97.25                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       4239 | NC      | $2516906.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding NV                                       | Heineken Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |        580 | NS      | $50243.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       4118 | NS      | $1207685.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -1 | NC      | $-4130.55      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp                                                | Aisin Corp                                                                          | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |       4369 | NS      | $77552.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                             | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |        956 | NS      | $133421.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                    | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |        754 | NS      | $108513.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd                                   | Toromont Industries Ltd                                                             | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |        168 | NS      | $26073.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                     | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        723 | NS      | $1051537.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       6619 | NS      | $1236627.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    4453300 | PA      | $4417866.47    | 0.09%             | 2026-05-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       4810 | NS      | $1155410.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD EUR                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1861.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                        | Valero Energy Corp                                                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        485 | NS      | $99250.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       5265 | NS      | $769005.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      16134 | NS      | $1314114.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                       | Northern Trust Corp                                                                 | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       8791 | NS      | $1257904.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                 | News Corp                                                                           | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      13189 | NS      | $320360.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP26C 96.62                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        559 | NC      | $349375.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -53 | NC      | $-131440.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD EUR                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-2574413.54   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Nebius Group NV                                           | Nebius Group NV                                                                     | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | EC               | CORP              | NL        |       1388 | NS      | $126571.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD HKD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1114.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                            | BPER Banca SPA                                                                      | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |      17063 | NS      | $240314.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD AUD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-4140524.68   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                            | Continental AG                                                                      | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |       3865 | NS      | $333062.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR27C 96.25                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1302 | NC      | $2604000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | Long: ES128812  TRS USD R E RE .CIEQDUG2 / Short: ES128812  TRS USD P F   .00000 PF | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    2982971 | OU      | $15679.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                     | Deutsche Lufthansa AG                                                               | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |      65619 | NS      | $700905.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       8452 | NS      | $1961540.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                         | Tractor Supply Co                                                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       5837 | NS      | $302590.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd                             | Insurance Australia Group Ltd                                                       | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |      24923 | NS      | $118087.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                           | Seagate Technology Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       3446 | NS      | $1405416.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                                      | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      11614 | NS      | $657969.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd                     | Check Point Software Technologies Ltd                                               | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |        572 | NS      | $86984.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd                                    | Singapore Exchange Ltd                                                              | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      17507 | NS      | $251411.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN27C 96.25                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1302 | NC      | $2799300.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -3 | NC      | $-11562.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 96.62                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        580 | NC      | $108750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004305 CALL USD PUT NOK                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    2411000 | OU      | $2.41          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                              | Olympus Corp                                                                        | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      14126 | NS      | $138417.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -54 | NC      | $-220590.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                               | Italgas SpA                                                                         | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |       6698 | NS      | $86321.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                            | Advantest Corp                                                                      | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |       9924 | NS      | $1718533.03    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004242 CALL CHF PUT SEK                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    6975000 | OU      | $9.08          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acciona SA                                                | Acciona SA                                                                          | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |       2299 | NS      | $667209.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                     | Swiss Life Holding AG                                                               | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |        373 | NS      | $427143.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                     | Costco Wholesale Corp                                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       2310 | NS      | $2334924.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group Inc                                                                   | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       7779 | NS      | $1677852.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004475 PUT AUD CALL JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   22311000 | OU      | $3064.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                           | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      13918 | NS      | $1279498.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 PR                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -64 | NC      | $-5369.19      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                 | Endesa SA                                                                           | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      13940 | NS      | $568699.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                              | Carrefour SA                                                                        | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      36583 | NS      | $693808.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street SPDR Portfolio S&P 500 Growth ETF            | State Street SPDR Portfolio S&P 500 Growth ETF                                      | CUSIP: 78464A409<br>LEI: 549300VUPJJVH7HVPB06 | Long             | EC               | RF                | US        |    2063247 | NS      | $213690491.79  | 4.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software Inc/Canada                                                   | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        119 | NS      | $219902.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                     | Uber Technologies Inc                                                               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       9722 | NS      | $733233.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                              | Teradyne Inc                                                                        | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       2367 | NS      | $757511.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | E-MINI RUSS 2000 MAR26                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       2306 | NC      | $2634178.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                                            | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      12465 | NS      | $539833.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                       | Cognizant Technology Solutions Corp                                                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      17818 | NS      | $1148013.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                | Masco Corp                                                                          | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      16707 | NS      | $1196555.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED CHF / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |          1 | NC      | $80981.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                                    | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      30158 | NS      | $761131.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                                  | eBay Inc                                                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      14388 | NS      | $1307293.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                                   | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       8279 | NS      | $1027258.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs MarketBeta Russell 1000 Value Equity ETF    | Goldman Sachs MarketBeta Russell 1000 Value Equity ETF                              | CUSIP: 38149W580<br>LEI: 984500C7ED1E3E108047 | Long             | EC               | RF                | US        |    6750041 | NS      | $390790923.68  | 8.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                                              | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      10808 | NS      | $1082421.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                           | Sony Group Corp                                                                     | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |       2345 | NS      | $53907.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology Inc                                                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       2548 | NS      | $1050718.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                                  | Jeronimo Martins SGPS SA                                                            | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      23192 | NS      | $609509.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAYMAN COMMODITY GMB, LLC                                 | CAYMAN COMMODITY GMB, LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |    1650000 | NS      | $33297000.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR26C 97.25                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1368 | NC      | $8550.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                               | HubSpot Inc                                                                         | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       2043 | NS      | $540393.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                               | Snap-on Inc                                                                         | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       2074 | NS      | $798946.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       7390 | NS      | $814304.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                                             | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      43378 | NS      | $1050160.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                               | Randstad NV                                                                         | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |      12229 | NS      | $403214.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Long: ES129202  TRS USD R E .CIEQDUG2 / Short: ES129202  TRS USD P F   .00000       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    2990573 | OU      | $15719.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                           | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       2385 | NS      | $812951.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD JPY                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2330538.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -26 | NC      | $-130.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                   | Sea Ltd                                                                             | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        257 | NS      | $27871.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                          | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -7 | NC      | $-1524.03      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                                                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        514 | NS      | $109147.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                              | ROCKWOOL A/S                                                                        | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |      14293 | NS      | $473920.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd                                                            | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      12358 | NS      | $925891.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -27 | NC      | $-13905.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                     | Robinhood Markets Inc                                                               | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       6533 | NS      | $495528.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      23787 | NS      | $1071489.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004668 CALL CHF PUT SEK                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   14676000 | OU      | $61769.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR26C 96.75                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        480 | NC      | $3000.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                  | S+P/TSX 60 IX FUT MAR26                                                             | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |        495 | NC      | $8385051.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                              | Allegion plc                                                                        | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       8040 | NS      | $1295646.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                               | Fujitsu Ltd                                                                         | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      29095 | NS      | $648612.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                                           | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      24411 | NS      | $2378016.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP26C 96.37                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        658 | NC      | $670337.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                                  | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      14952 | NS      | $1510381.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                                 | Talanx AG                                                                           | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |       5308 | NS      | $667642.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                              | Moody's Corp                                                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        476 | NS      | $227332.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD NOK                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-3389.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                                | Casey's General Stores Inc                                                          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        740 | NS      | $507336.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      21224 | NS      | $1195760.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                 | Buzzi SpA                                                                           | CUSIP: 000000000<br>LEI: 5299003DX5YLKSVJ6K59 | Long             | EC               | CORP              | IT        |       4229 | NS      | $243816.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED HKD / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | HK        |          1 | NC      | $-7458.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                              | GEA Group AG                                                                        | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      14044 | NS      | $1088882.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -27 | NC      | $-16065.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | Long: ES130584  TRS USD R E .CIEQDUG2 / Short: ES130584  TRS USD P F   .00000       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    2957289 | OU      | $15544.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004232 CALL USD PUT KRW                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    5674000 | OU      | $5.67          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co Ltd                                               | Aeon Co Ltd                                                                         | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |      21867 | NS      | $311765.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                               | Cintas Corp                                                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2353 | NS      | $473258.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs MarketBeta International Equity ETF         | Goldman Sachs MarketBeta International Equity ETF                                   | CUSIP: 381430180<br>LEI: 549300PSCHS4CU0WAP45 | Long             | EC               | RF                | US        |    8294403 | NS      | $632199396.66  | 13.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                       | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        999 | NS      | $97562.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                            | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       7271 | NS      | $1325063.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                               | Corteva Inc                                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       3437 | NS      | $275372.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE Small-Cap ETF                           | iShares MSCI EAFE Small-Cap ETF                                                     | CUSIP: 464288273<br>LEI: 549300MJV5OZGVS4LX86 | Long             | EC               | RF                | US        |    2448943 | NS      | $209923393.96  | 4.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices Inc                                                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       1038 | NS      | $207817.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       2806 | NS      | $476290.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                          | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -2 | NC      | $-6403.48      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| T&D Holdings Inc                                          | T&D Holdings Inc                                                                    | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |      10573 | NS      | $284756.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO005045 CALL CHF PUT NOK                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   12658000 | OU      | $87569.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                       | PayPal Holdings Inc                                                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      20423 | NS      | $943746.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                              | Centene Corp                                                                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       1638 | NS      | $73513.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD JPY                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $3005.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      34887 | NS      | $10876371.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolta AG                                                 | Avolta AG                                                                           | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      29174 | NS      | $1917877.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                  | Estee Lauder Cos Inc/The                                                            | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       9645 | NS      | $1055838.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -36 | NC      | $-90.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                        | Cenovus Energy Inc                                                                  | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |      21165 | NS      | $471540.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO005009 PUT NZD CALL JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   17065000 | OU      | $75063.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                | Genmab A/S                                                                          | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       2118 | NS      | $623595.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                  | Visa Inc                                                                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       9239 | NS      | $2957773.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA/NV                                                                         | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      21016 | NS      | $1559946.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                               | Pandora A/S                                                                         | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       5584 | NS      | $441417.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                    | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       3760 | NS      | $1789389.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd                                                                | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |      15348 | NS      | $393464.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                              | Securitas AB                                                                        | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |      32114 | NS      | $571488.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       5849 | NS      | $449495.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                 | Sampo Oyj                                                                           | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      55950 | NS      | $620098.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                                          | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       1189 | NS      | $117045.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                | CONSTELLATION SOFTWARE INC                                                          | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |        264 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Otsuka Holdings Co Ltd                                    | Otsuka Holdings Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      21612 | NS      | $1489289.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                          | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -3 | NC      | $-22092.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co                                                           | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        731 | NS      | $50468.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd                                     | Daikin Industries Ltd                                                               | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       1423 | NS      | $180799.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                                | ResMed Inc                                                                          | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       3047 | NS      | $780824.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                                         | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      27814 | NS      | $1068421.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                       | Elevance Health Inc                                                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        913 | NS      | $292160.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      12096 | NS      | $593783.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      12082 | NS      | $2825858.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 96.5                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        408 | NC      | $117300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc                                                   | NTT Inc                                                                             | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     120839 | NS      | $118220.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                       | Leidos Holdings Inc                                                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       4473 | NS      | $783222.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -6 | NC      | $-606.44       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -53 | NC      | $-24115.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                               | Raymond James Financial Inc                                                         | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       5115 | NS      | $783004.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                        | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      13728 | NS      | $613310.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                               | Brenntag SE                                                                         | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |       5425 | NS      | $333666.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                | Biogen Inc                                                                          | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       3762 | NS      | $721626.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                 | Block Inc                                                                           | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       4499 | NS      | $286586.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 97                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        998 | NC      | $81087.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       3411 | NS      | $570319.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Co Ltd                                             | Empire Co Ltd                                                                       | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |      50539 | NS      | $1792512.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                    | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |        584 | NS      | $46779.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                 | Unibail-Rodamco-Westfield                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | FR        |       1603 | NS      | $200836.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -19 | NC      | $-2816.59      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004451 CALL CHF PUT NOK                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    9258000 | OU      | $10066.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                        | CONTRA ABIOMED INC                                                                  | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |        580 | NS      | $591.60        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       9850 | NS      | $1266907.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottery Corp Ltd/The                                      | Lottery Corp Ltd/The                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      53077 | NS      | $208166.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                 | H & M Hennes & Mauritz AB                                                           | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |      42976 | NS      | $916237.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                                   | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      90626 | NS      | $752414.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR26C 96.25                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        727 | NC      | $195381.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd                                                                    | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |      22358 | NS      | $69680.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                      | Power Corp of Canada                                                                | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |      10446 | NS      | $524731.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       6447 | NS      | $1705682.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                  | United Therapeutics Corp                                                            | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       3113 | NS      | $1568640.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                                    | Koninklijke Philips NV                                                              | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |       7855 | NS      | $251716.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004373 CALL USD PUT MXN                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    5275000 | OU      | $617.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 96.25                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        658 | NC      | $468825.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    5000000 | PA      | $4963609.70    | 0.10%             | 2026-05-14      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO005094 CALL USD PUT CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   39171000 | OU      | $148810.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc                                               | Cummins Inc                                                                         | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        284 | NS      | $165819.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                               | Workday Inc                                                                         | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       2311 | NS      | $309119.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD AUD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-4145.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004184 PUT AUD CALL JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   18102000 | OU      | $12.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp/DE                                                                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       1247 | NS      | $152932.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd                                              | Fujikura Ltd                                                                        | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |       1671 | NS      | $285327.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      39587 | NS      | $15547398.38   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy Inc                                                                   | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |      26505 | NS      | $1497166.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                              | Insulet Corp                                                                        | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       1043 | NS      | $257214.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                            | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      44020 | NS      | $529338.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD AUD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-24686.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD ILS                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-2054.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                        | Vertiv Holdings Co                                                                  | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       1605 | NS      | $409098.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR28C 96.37                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       2615 | NC      | $5409781.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 PRICE INDEX                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -130 | NC      | $-15.36        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                           | Dollar Tree Inc                                                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      18179 | NS      | $2299279.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR27C 96                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1952 | NC      | $5026400.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                   | Comfort Systems USA Inc                                                             | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        573 | NS      | $819029.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD GBP                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1500827.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED SGD / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SG        |          1 | NC      | $212.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004847 PUT NZD CALL JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   16878000 | OU      | $30312.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                     | Applied Materials Inc                                                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       5989 | NS      | $2229704.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | STOXX W OPTIONS W2                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -65 | NC      | $-19354.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                        | Trade Desk Inc/The                                                                  | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       1993 | NS      | $47473.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                | Dai-ichi Life Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      44842 | NS      | $460139.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                 | Aptiv PLC                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       3434 | NS      | $252536.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                   | Rockwell Automation Inc                                                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        289 | NS      | $117753.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                                 | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       2972 | NS      | $269167.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                           | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       2645 | NS      | $211883.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -25 | NC      | $-5559.06      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                              | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        589 | NS      | $272306.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                              | Newmont Corp                                                                        | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      10845 | NS      | $1409850.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004274 CALL USD PUT CLP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    7503000 | OU      | $7.50          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                                  | Willis Towers Watson PLC                                                            | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       1293 | NS      | $394584.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     149876 | NS      | $26556528.44   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD SGD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-2682.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monday.com Ltd                                            | Monday.com Ltd                                                                      | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |        757 | NS      | $54988.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      21394 | NS      | $1325786.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED HKD / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | HK        |          1 | NC      | $-306.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                       | Williams-Sonoma Inc                                                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       6439 | NS      | $1324180.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT DEC26C 96                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       2008 | NC      | $4743900.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                 | Adobe Inc                                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       4846 | NS      | $1271638.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                          | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -4 | NC      | $-9861.36      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                          | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -14 | NC      | $-8875.23      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software Inc                                                   | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       1553 | NS      | $328428.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                              | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      18591 | NS      | $909138.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                          | SBI Holdings Inc                                                                    | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |      58943 | NS      | $1260713.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                   | GSK PLC                                                                             | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      52596 | NS      | $1562799.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsuruha Holdings Inc                                      | Tsuruha Holdings Inc                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      21316 | NS      | $358303.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                                     | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      11139 | NS      | $581171.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      29734 | NS      | $9260059.62    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                                    | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |       8447 | NS      | $312288.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                        | SITC International Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     349937 | NS      | $1492728.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                         | Admiral Group PLC                                                                   | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      30957 | NS      | $1236716.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD JPY                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $44015.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      15298 | NS      | $1436176.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                          | W R Berkley Corp                                                                    | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      18799 | NS      | $1347888.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                     | Great-West Lifeco Inc                                                               | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |       9237 | NS      | $446258.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      11004 | NS      | $879219.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD NOK                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-618.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                           | EMCOR Group Inc                                                                     | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       3336 | NS      | $2417332.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                              | Illumina Inc                                                                        | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       9794 | NS      | $1316901.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                         | Bureau Veritas SA                                                                   | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |       7986 | NS      | $277525.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004262 CALL USD PUT SEK                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    7173000 | OU      | $7.17          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     306248 | NS      | $1128919.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                              | DNB Bank ASA                                                                        | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      32550 | NS      | $1030350.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO005061 CALL CHF PUT SEK                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   14434000 | OU      | $145513.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd                               | Suntory Beverage & Food Ltd                                                         | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |       2631 | NS      | $82738.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD NZD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-95.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD DKK                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $3181.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -72 | NC      | $-180.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                               | Target Corp                                                                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       7665 | NS      | $872200.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                               | Gartner Inc                                                                         | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       4814 | NS      | $756760.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       1972 | NS      | $368251.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      34015 | NS      | $4352219.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma Inc                                                                 | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      85686 | NS      | $1425943.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        308 | NS      | $25120.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                          | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -4 | NC      | $-17929.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                              | Fortinet Inc                                                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       8558 | NS      | $676338.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                               | GoDaddy Inc                                                                         | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       3009 | NS      | $262264.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED NOK / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NO        |          1 | NC      | $7613.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                                                  | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      48358 | NS      | $892690.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co Ltd                                              | Eisai Co Ltd                                                                        | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |       2990 | NS      | $100662.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 97.12                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        408 | NC      | $28050.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zensho Holdings Co Ltd                                    | Zensho Holdings Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |       1684 | NS      | $106894.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |       9203 | NS      | $1538747.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004360 CALL USD PUT CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   29120000 | OU      | $28770.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co Ltd                                     | Japan Airlines Co Ltd                                                               | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |     104930 | NS      | $2168036.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |      79001 | NS      | $1279474.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP26C 97                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1398 | NC      | $436875.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                | Airbnb Inc                                                                          | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        396 | NS      | $53503.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       8105 | NS      | $1236012.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -13 | NC      | $-1401.56      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED CHF / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |          1 | NC      | $491.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                                   | Sekisui Chemical Co Ltd                                                             | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |       9197 | NS      | $179101.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED CAD / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |          1 | NC      | $1015539.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004993 CALL USD PUT KRW                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    9704000 | OU      | $54885.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                          | Osaka Gas Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |       7595 | NS      | $317045.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD NOK                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-275983.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004544 PUT NZD CALL USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    5047000 | OU      | $7529.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD CHF                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-13560.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004711 CALL USD PUT SEK                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    8468000 | OU      | $26809.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    6217700 | PA      | $6142566.62    | 0.13%             | 2026-07-02      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 96.75                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        494 | NC      | $67925.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Holdings Corp                   | Pan Pacific International Holdings Corp                                             | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     113889 | NS      | $761110.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                 | Palantir Technologies Inc                                                           | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      17341 | NS      | $2379011.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD SGD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1228.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP27C 96.5                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       2397 | NC      | $4269656.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004751 CALL USD PUT CLP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   13030000 | OU      | $18372.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                | Sandvik AB                                                                          | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |       2631 | NS      | $115951.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                          | Asahi Kasei Corp                                                                    | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      43504 | NS      | $512713.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                                                    | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        854 | NS      | $337133.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      13347 | NS      | $2157676.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004822 CALL JPY PUT KRW                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 1176981000 | OU      | $27139.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                          | Nitto Denko Corp                                                                    | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      10587 | NS      | $245517.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                               | Incyte Corp                                                                         | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      25560 | NS      | $2588461.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                                  | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      11345 | NS      | $124837.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD SEK                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-6699.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                     | Monster Beverage Corp                                                               | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      19235 | NS      | $1640745.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd                             | Nomura Research Institute Ltd                                                       | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |       5348 | NS      | $146728.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                          | Wartsila OYJ Abp                                                                    | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |       9968 | NS      | $432856.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO005089 PUT CAD CALL JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   16531000 | OU      | $89584.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       5808 | NS      | $2932749.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                                          | Markel Group Inc                                                                    | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |         12 | NS      | $24869.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                              | DoorDash Inc                                                                        | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        816 | NS      | $143999.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004284 CALL USD PUT MXN                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    3684000 | OU      | $3.68          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                                 | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     178570 | NS      | $1225266.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      17747 | NS      | $772265.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -54 | NC      | $-120150.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED GBP / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |          1 | NC      | $7052.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 97.25                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1469 | NC      | $82631.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      16749 | NS      | $1611923.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                     | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       5700 | NS      | $1199466.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund            | Goldman Sachs Financial Square Government Fund                                      | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        |  297087002 | NS      | $297087002.00  | 6.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004418 CALL USD PUT SEK                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    6149000 | OU      | $1192.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004498 CALL USD PUT KRW                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    6659000 | OU      | $41838.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       4799 | NS      | $2482090.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED DKK / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | DK        |          1 | NC      | $1186.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      29303 | NS      | $820777.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004548 CALL JPY PUT KRW                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  807229000 | OU      | $2718.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      19774 | NS      | $6318781.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        153 | NS      | $59388.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      31016 | NS      | $1545527.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP27C 96.25                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1323 | NC      | $2976750.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004209 PUT NZD CALL USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    4201000 | OU      | $2.52          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                     | JD Sports Fashion PLC                                                               | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    1164601 | NS      | $1282953.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd                                     | Phoenix Financial Ltd                                                               | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |      26844 | NS      | $1372485.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR26C 97                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1854 | NC      | $11587.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       5475 | NS      | $2203742.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                          | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       6985 | NS      | $381800.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                                | Inpex Corp                                                                          | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      14919 | NS      | $364213.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                         | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |        843 | NS      | $790733.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                                 | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       9789 | NS      | $393127.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                                        | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      22966 | NS      | $662636.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reddit Inc                                                | Reddit Inc                                                                          | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       3448 | NS      | $502752.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       5168 | NS      | $1967560.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    5400000 | PA      | $5398370.98    | 0.11%             | 2026-03-05      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -1 | NC      | $-101.07       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004340 PUT CAD CALL JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |    8981000 | OU      | $6.58          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                               | HOCHTIEF AG                                                                         | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |       2963 | NS      | $1429236.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD EUR                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-126654.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED ILS / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IL        |          1 | NC      | $3240.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                      | Labcorp Holdings Inc                                                                | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        925 | NS      | $267436.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR26                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       1337 | NC      | $-4803185.18   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Autotrader Group PLC                                      | Autotrader Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      37252 | NS      | $246755.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |       3805 | NS      | $93021.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004333 CALL CHF PUT NOK                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    6143000 | OU      | $7.99          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co Ltd                                     | Ryohin Keikaku Co Ltd                                                               | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |      24032 | NS      | $548421.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seibu Holdings Inc                                        | Seibu Holdings Inc                                                                  | CUSIP: 000000000<br>LEI: 353800JY9TYV9WTCN620 | Long             | EC               | CORP              | JP        |       1564 | NS      | $46429.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD SEK                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-924713.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                       | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      52385 | NS      | $2585484.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD ILS                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-165037.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                       | Abbott Laboratories                                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       2074 | NS      | $241309.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                                 | Bandai Namco Holdings Inc                                                           | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      12262 | NS      | $332446.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                          | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       1207 | NS      | $467109.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                              | Veralto Corp                                                                        | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       8387 | NS      | $817145.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                                 | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      31679 | NS      | $2189335.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                                | Kenvue Inc                                                                          | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       2615 | NS      | $49998.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                              | Apollo Global Management Inc                                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       2004 | NS      | $209618.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | CITIBANK NA DDCA                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |     478425 | NS      | $478424.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                       | Arista Networks Inc                                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        619 | NS      | $82636.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                        | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      79792 | NS      | $983458.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                        | Domino's Pizza Inc                                                                  | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       2288 | NS      | $920942.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD NZD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-58978.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD EUR                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-5263.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO005032 PUT AUD CALL JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   29642000 | OU      | $115641.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP26C 96.5                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1245 | NC      | $996000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004678 CALL CHF PUT NOK                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   12790000 | OU      | $57275.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD SEK                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-1423.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corpay Inc                                                | Corpay Inc                                                                          | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        506 | NS      | $164500.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD EUR                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-66796.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    4690200 | PA      | $4682183.70    | 0.10%             | 2026-03-19      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD HKD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $108181.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                 | Cincinnati Financial Corp                                                           | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       4179 | NS      | $685272.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                | Ciena Corp                                                                          | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       2226 | NS      | $776206.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                          | Coca-Cola HBC AG                                                                    | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      11252 | NS      | $730382.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004733 CALL USD PUT MXN                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    7000000 | OU      | $12313.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                                           | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       6384 | NS      | $585688.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                               | FinecoBank Banca Fineco SpA                                                         | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       4398 | NS      | $103502.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins Inc                                               | Rollins Inc                                                                         | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      19094 | NS      | $1162633.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                              | Bankinter SA                                                                        | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |      47414 | NS      | $786756.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                            | Mitsubishi Chemical Group Corp                                                      | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |      40632 | NS      | $301519.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                  | Ipsen SA                                                                            | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       9908 | NS      | $1934066.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                            | ServiceNow Inc                                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       1292 | NS      | $139548.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                       | Curtiss-Wright Corp                                                                 | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        205 | NS      | $143567.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                | Sysco Corp                                                                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      17884 | NS      | $1630305.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                            | BAWAG Group AG                                                                      | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |       2440 | NS      | $377914.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004688 PUT CAD CALL JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   16416000 | OU      | $18593.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd                                                             | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      77700 | NS      | $1206633.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                   | Sherwin-Williams Co/The                                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        660 | NS      | $239309.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO005006 CALL JPY PUT KRW                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 1221949000 | OU      | $46244.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                | Dexcom Inc                                                                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       1628 | NS      | $119544.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    1131091 | NS      | $1422646.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                       | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      16821 | NS      | $1432263.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                         | Suzuki Motor Corp                                                                   | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      37762 | NS      | $571088.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                         | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       3651 | NS      | $642719.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                           | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       1403 | NS      | $1058317.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                           | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       3561 | NS      | $306242.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                    | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        486 | NS      | $240890.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      10773 | NS      | $1025589.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                   | Illinois Tool Works Inc                                                             | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        213 | NS      | $61904.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                    | F5 Inc                                                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       5577 | NS      | $1513374.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                          | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       3447 | NS      | $1547969.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD GBP                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $2845.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      12678 | NS      | $8217626.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                              | VeriSign Inc                                                                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       9959 | NS      | $2270054.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                           | Ross Stores Inc                                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       4535 | NS      | $932577.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD GBP                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $37862.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Gold Inc                                           | Lundin Gold Inc                                                                     | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |      10819 | NS      | $1019756.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                   | Lululemon Athletica Inc                                                             | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       7063 | NS      | $1307855.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WSP Global Inc                                            | WSP Global Inc                                                                      | CUSIP: 92938W202<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | EC               | CORP              | CA        |       7013 | NS      | $1188001.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      19897 | NS      | $997635.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                  | Generali                                                                            | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |       4265 | NS      | $181608.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                              | Associated British Foods PLC                                                        | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |      12068 | NS      | $321399.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                             | Lasertec Corp                                                                       | CUSIP: 000000000<br>LEI: 5299008UY0JUHZ3SAQ87 | Long             | EC               | CORP              | JP        |        513 | NS      | $110604.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                              | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      16935 | NS      | $417742.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd                                                                   | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |      17205 | NS      | $1262830.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd                                                      | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |        758 | NS      | $1304640.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004248 CALL USD PUT CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   19875000 | OU      | $19.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD CHF                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-2438105.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                                          | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      13735 | NS      | $2368496.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                              | Autodesk Inc                                                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       3083 | NS      | $758017.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                              | Prysmian SpA                                                                        | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       8555 | NS      | $1030457.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon PLC                                                   | Aon PLC                                                                             | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        999 | NS      | $335134.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMerieux                                                | BioMerieux                                                                          | CUSIP: 000000000<br>LEI: 549300AK8Y0LBIQ4T071 | Long             | EC               | CORP              | FR        |       2973 | NS      | $351384.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                                  | Fox Corp                                                                            | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      21239 | NS      | $1098693.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                            | GE Vernova Inc                                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       1247 | NS      | $1089379.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004765 CALL USD PUT KRW                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    9958000 | OU      | $135179.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI USA Quality Factor ETF                       | iShares MSCI USA Quality Factor ETF                                                 | CUSIP: 46432F339<br>LEI: 5493007KMK0CQLE2O168 | Long             | EC               | RF                | US        |      94610 | NS      | $19381804.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                         | Allstate Corp/The                                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      10224 | NS      | $2193252.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                            | Solventum Corp                                                                      | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       1386 | NS      | $102841.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares U.S. Technology ETF                               | iShares U.S. Technology ETF                                                         | CUSIP: 464287721<br>LEI: 5493003RR427QZS78C77 | Long             | EC               | RF                | US        |      93691 | NS      | $17761939.78   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                       | Cardinal Health Inc                                                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       1576 | NS      | $361266.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN26C 96                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1712 | NC      | $2289800.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                                          | Bridgestone Corp                                                                    | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      45881 | NS      | $1107570.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    6181100 | PA      | $6153135.96    | 0.13%             | 2026-04-16      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                             | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       8043 | NS      | $1791919.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                  | Bayer AG                                                                            | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      33510 | NS      | $1658102.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                                   | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      49238 | NS      | $1820006.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004196 PUT NZD CALL JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    9578000 | OU      | $5.75          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                         | Devon Energy Corp                                                                   | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      13804 | NS      | $600888.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd                                                  | IREN Ltd                                                                            | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Long             | EC               | CORP              | AU        |      12406 | NS      | $508025.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      14836 | NS      | $1024277.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                                  | Mitsubishi Electric Corp                                                            | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      16491 | NS      | $627696.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                          | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -6 | NC      | $-16136.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                                       | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      77156 | NS      | $800863.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    5000000 | PA      | $4995976.35    | 0.10%             | 2026-03-10      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD CHF                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-12136.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airtel Africa PLC                                         | Airtel Africa PLC                                                                   | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |     102338 | NS      | $480140.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004980 PUT AUD CALL USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   11836000 | OU      | $32033.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                       | TE Connectivity PLC                                                                 | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       3874 | NS      | $891601.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                            | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       7308 | NS      | $1213026.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                                | iShares Core MSCI EAFE ETF                                                          | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |    2965615 | NS      | $291579266.80  | 6.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT DEC27C 96.5                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       2969 | NC      | $5455537.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    6100000 | PA      | $6086544.93    | 0.13%             | 2026-03-24      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Open Text Corp                                            | Open Text Corp                                                                      | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       6214 | NS      | $153932.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                                                     | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       3483 | NS      | $585701.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc                                   | Zoom Communications Inc                                                             | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      11370 | NS      | $840697.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004854 PUT NZD CALL USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    7151000 | OU      | $21880.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co Ltd                                    | SCREEN Holdings Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |        808 | NS      | $117788.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD HKD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $1641.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -16 | NC      | $-40752.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Shiseido Co Ltd                                           | Shiseido Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      37885 | NS      | $799927.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                    | iShares Core MSCI Emerging Markets ETF                                              | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |    7560924 | NS      | $580376526.24  | 12.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 WKLY INDEX                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -130 | NC      | $-4301.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ayvens SA                                                 | Ayvens SA                                                                           | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | EC               | CORP              | FR        |       6414 | NS      | $81420.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1391100 | PA      | $1377421.23    | 0.03%             | 2026-06-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                            | PulteGroup Inc                                                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3181 | NS      | $436433.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                  | Ferguson Enterprises Inc                                                            | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       5872 | NS      | $1531182.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                                             | Fresnillo PLC                                                                       | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |      32012 | NS      | $1826580.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                  | Nice Ltd                                                                            | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       2850 | NS      | $326376.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR26C 96.62                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        615 | NC      | $7687.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                                    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      17997 | NS      | $2143442.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 WKLY INDEX                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -65 | NC      | $-6528.34      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      10087 | NS      | $1679586.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       3445 | NS      | $2359101.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       1377 | NS      | $1022876.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                                  | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     130553 | NS      | $1646542.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                           | Kuehne + Nagel International AG                                                     | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |       1015 | NS      | $236167.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                     | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      49950 | NS      | $966559.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstService Corp                                         | FirstService Corp                                                                   | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |       2186 | NS      | $344458.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp Ltd                                                    | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      17309 | NS      | $292923.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED EUR / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $48314.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                | CF Industries Holdings Inc                                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       4881 | NS      | $485854.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      10938 | NS      | $1557133.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                                | Natera Inc                                                                          | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |       2114 | NS      | $439796.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004971 PUT NZD CALL USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   13447000 | OU      | $47219.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004207 CALL JPY PUT KRW                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  655617000 | OU      | $4.20          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                               | Textron Inc                                                                         | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        750 | NS      | $73987.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD SGD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-195525.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                | Asics Corp                                                                          | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      18840 | NS      | $577365.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                          | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -5 | NC      | $-9925.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004429 CALL CHF PUT SEK                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   10517000 | OU      | $5799.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                              | AutoZone Inc                                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        461 | NS      | $1731322.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                           | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       1190 | NS      | $776621.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                  | Ameriprise Financial Inc                                                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       3491 | NS      | $1641188.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       1491 | NS      | $789782.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Financial Group Inc                                  | Sony Financial Group Inc                                                            | CUSIP: 000000000<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |     162962 | NS      | $166676.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                          | Imperial Oil Ltd                                                                    | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |       3185 | NS      | $372542.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                                    | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      37811 | NS      | $2226505.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                       | Otis Worldwide Corp                                                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       8527 | NS      | $789259.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                            | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       1286 | NS      | $1960571.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                                     | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     131620 | NS      | $1521524.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED JPY / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |          1 | NC      | $-29724.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                          | Ajinomoto Co Inc                                                                    | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |       2696 | NS      | $85749.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group Inc/The                                                    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      14533 | NS      | $2046682.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                               | Stantec Inc                                                                         | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |       6123 | NS      | $566940.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | Takeda Pharmaceutical Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |       1343 | NS      | $50264.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                             | Banco BPM SpA                                                                       | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |      32860 | NS      | $484032.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                                   | NVR Inc                                                                             | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        126 | NS      | $947241.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                       | Electronic Arts Inc                                                                 | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       9324 | NS      | $1870114.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                             | McKesson Corp                                                                       | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        275 | NS      | $271526.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                          | Skandinaviska Enskilda Banken AB                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |      11823 | NS      | $251370.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                                              | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       1747 | NS      | $48619.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED AUD / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |          1 | NC      | $172443.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       5267 | NS      | $1003574.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                    | SGS SA                                                                              | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |       8124 | NS      | $1026267.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                                                     | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |       9924 | NS      | $1298915.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                              | Tapestry Inc                                                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      17600 | NS      | $2736272.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                 | Keysight Technologies Inc                                                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        653 | NS      | $200686.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                             | Kroger Co/The                                                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      33499 | NS      | $2285971.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    5000000 | PA      | $4992448.50    | 0.10%             | 2026-03-17      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Pinterest Inc                                             | Pinterest Inc                                                                       | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |      58233 | NS      | $997531.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc                                                   | TIS Inc                                                                             | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      24796 | NS      | $512473.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                              | United Airlines Holdings Inc                                                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       3624 | NS      | $385231.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Isracard Ltd                                              | Isracard Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |          1 | NS      | $3.90          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                               | ROBLOX Corp                                                                         | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      11448 | NS      | $786019.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                     | RPM International Inc                                                               | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       3112 | NS      | $355141.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                                | Twilio Inc                                                                          | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       4282 | NS      | $517950.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004783 PUT AUD CALL JPY                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   31651000 | OU      | $42909.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    4444400 | PA      | $4417985.46    | 0.09%             | 2026-04-30      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      88374 | NS      | $23346643.32   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED SGD / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SG        |          1 | NC      | $6323.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                                 | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       4837 | NS      | $574123.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004698 CALL USD PUT CAD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   41095000 | OU      | $97025.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD AUD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-8357.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                    | MatsukiyoCocokara & Co                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      82518 | NS      | $1368034.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                        | FTSE 100 INDEX                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -13 | NC      | $-12701.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                                      | Banca Mediolanum SpA                                                                | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      89405 | NS      | $1917607.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc                                  | Lennox International Inc                                                            | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        843 | NS      | $480459.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                        | Poste Italiane SpA                                                                  | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      60690 | NS      | $1625882.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        801 | NS      | $626117.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF   | Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF                             | CUSIP: 38149W598<br>LEI: 98450077HF54081CCA21 | Long             | EC               | RF                | US        |    3651878 | NS      | $223823602.62  | 4.67%             |  |  |  | No            |                  1 | On Loan: —       |
| Cboe Global Markets Inc                                   | Cboe Global Markets Inc                                                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       1519 | NS      | $455274.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                                  | Builders FirstSource Inc                                                            | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      16392 | NS      | $1709521.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     422705 | NS      | $650893.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP26C 96                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1600 | NC      | $3100000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                                 | Seven & i Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      40751 | NS      | $574692.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 PRICE INDEX                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -65 | NC      | $-7.68         | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO005080 CALL USD PUT CLP                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   16388000 | OU      | $95755.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Demant A/S                                                | Demant A/S                                                                          | CUSIP: 000000000<br>LEI: 213800RM6L9LN78BVA56 | Long             | EC               | CORP              | DK        |      18825 | NS      | $587113.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -26 | NC      | $-325.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                             | AppLovin Corp                                                                       | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       4399 | NS      | $1912553.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                     | Rivian Automotive Inc                                                               | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |      34696 | NS      | $531889.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                    | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        322 | NS      | $565940.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                              | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      33489 | NS      | $1335775.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO004809 PUT AUD CALL USD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   12942000 | OU      | $19986.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                          | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -7 | NC      | $-2779.11      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| InPost SA                                                 | InPost SA                                                                           | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | EC               | CORP              | LU        |      18896 | NS      | $339181.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                           | WW Grainger Inc                                                                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       1287 | NS      | $1473267.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT SEP26C 97.25                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1143 | NC      | $250031.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                            | Prudential PLC                                                                      | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |      61321 | NS      | $939222.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                           | T-Mobile US Inc                                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        990 | NS      | $214919.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                         | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      14133 | NS      | $2376347.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International Inc                                                    | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        604 | NS      | $825480.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD DKK                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-117431.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                          | Sumitomo Electric Industries Ltd                                                    | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |       9650 | NS      | $637664.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       5888 | NS      | $1817272.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                             | AIA Group Ltd                                                                       | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      60364 | NS      | $665906.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saputo Inc                                                | Saputo Inc                                                                          | CUSIP: 802912105<br>LEI: 549300HH4U1DPY0TBT90 | Long             | EC               | CORP              | CA        |      44133 | NS      | $1408709.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                      | Deckers Outdoor Corp                                                                | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      13010 | NS      | $1525682.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                                  | NEC Corp                                                                            | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      39357 | NS      | $1091105.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs ActiveBeta Emerging Markets Equity ETF      | Goldman Sachs ActiveBeta Emerging Markets Equity ETF                                | CUSIP: 381430206<br>LEI: 549300PZDHNP7HDURN13 | Long             | EC               | RF                | US        |    1345401 | NS      | $64027633.59   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED EUR / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |          1 | NC      | $197114.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Stock Exchange Of India                          | IFSC NIFTY 50 FUT MAR26                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |        428 | NC      | $-378404.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD NZD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-203.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -71 | NC      | $-24850.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | STOXX W OPTIONS W2                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -129 | NC      | $-13870.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                      | Las Vegas Sands Corp                                                                | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       1467 | NS      | $83208.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        404 | NS      | $1712697.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       5825 | NS      | $551219.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                      | Banco de Sabadell SA                                                                | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |     119327 | NS      | $449269.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                          | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -11 | NC      | $-8382.16      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      13239 | NS      | $1639252.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR26C 97.5                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        363 | NC      | $2268.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co Ltd                                        | Kyowa Kirin Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |       8579 | NS      | $159467.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT JUN27C 96                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1731 | NC      | $4684518.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain PLC                                                | Entain PLC                                                                          | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |      53433 | NS      | $413995.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                        | Expand Energy Corp                                                                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        838 | NS      | $90436.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD JPY                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-17698.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                      | Colgate-Palmolive Co                                                                | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       6616 | NS      | $655910.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                     | Quest Diagnostics Inc                                                               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       1665 | NS      | $352830.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd                                  | Israel Discount Bank Ltd                                                            | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      34677 | NS      | $419694.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                  | Unipol Assicurazioni SpA                                                            | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |      24578 | NS      | $611463.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       3477 | NS      | $3657769.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings Inc                                                           | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      26147 | NS      | $1085927.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -36 | NC      | $-270.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| iA Financial Corp Inc                                     | iA Financial Corp Inc                                                               | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |       3787 | NS      | $430686.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                          | Zillow Group Inc                                                                    | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       6833 | NS      | $304888.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED DKK / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | DK        |          1 | NC      | $1606.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      18093 | NS      | $5433327.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |      14595 | NS      | $412369.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      53193 | NS      | $11170530.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                                              | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       1872 | NS      | $35549.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | Long: ES128220  TRS USD R E CIEQDUG2 INDEX / Short: ES128220  TRS USD P F   .00000  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |   81455028 | OU      | $428168.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                         | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      19347 | NS      | $579716.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                              | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      16687 | NS      | $844732.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                         | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |       1749 | NS      | $32429.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zalando SE                                                | Zalando SE                                                                          | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |      35015 | NS      | $851204.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                          | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        646 | NS      | $71072.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD NOK                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-2895.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | FXO005050 CALL USD PUT SEK                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    8810000 | OU      | $54666.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3800000 | PA      | $3780921.64    | 0.08%             | 2026-04-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                           | Fair Isaac Corp                                                                     | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        268 | NS      | $377708.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                 | Graco Inc                                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       6183 | NS      | $580707.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                    | IDEXX Laboratories Inc                                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        844 | NS      | $554280.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      66926 | NS      | $981496.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Inc                                              | Reliance Inc                                                                        | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       4854 | NS      | $1532116.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD NZD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $27.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                               | Hologic Inc                                                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        846 | NS      | $63754.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -72 | NC      | $-85320.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 PR                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -129 | NC      | $-42831.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      26709 | NS      | $1665840.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED USD / SOLD DKK                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-3705.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                  | PURCHASED NZD / SOLD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |          1 | NC      | $3356.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       4822 | NS      | $1489515.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                                 | CH Robinson Worldwide Inc                                                           | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      13054 | NS      | $2418253.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    2036400 | PA      | $2013304.31    | 0.04%             | 2026-06-25      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | S+P 500 INDEX                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -36 | NC      | $-1260.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mapfre SA                                                 | Mapfre SA                                                                           | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |      28482 | NS      | $132386.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                               | Fastenal Co                                                                         | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      25898 | NS      | $1192343.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                             | Annaly Capital Management Inc                                                       | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |      30857 | NS      | $717116.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                                      | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      32518 | NS      | $1507120.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                                  | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      88197 | NS      | $2042783.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                     | Kirin Holdings Co Ltd                                                               | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      12592 | NS      | $218568.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      17803 | NS      | $2651756.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                  | Svenska Handelsbanken AB                                                            | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      22028 | NS      | $352168.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT MAR27C 96.5                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1232 | NC      | $1824900.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR OPT DEC26C 96.5                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       2891 | NC      | $3559543.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                          | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |         -5 | NC      | $-960.52       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                 | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3100000 | PA      | $3069031.65    | 0.06%             | 2026-06-11      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                   | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      31747 | NS      | $593383.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group                                      | NIKKEI 225                                                                          | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |        -11 | NC      | $-3028.85      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Allison Fracchiolla

**Name of Signer:** Allison Fracchiolla

**Title:** Vice President