# EDGAR Filing Document

**Accession Number:** 0001314414
**File Stem:** 0000910472-26-008585
**Filing Date:** 2026-6
**Character Count:** 106609
**Document Hash:** 09312efc08e0cdff5135a2be2578c691
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-008585.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000910472-26-008585

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Northern Lights Fund Trust
- **CENTRAL INDEX KEY:** 0001314414

**ORGANIZATION NAME:**
- **EIN:** 043023766
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21720
- **FILM NUMBER:** 261047574

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 631-470-2600

**MAIL ADDRESS:**
- **STREET 1:** 17605 WRIGHT STREET
- **STREET 2:** SUITE 200
- **CITY:** OMAHA
- **STATE:** NE
- **ZIP:** 68130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Strategy Shares
- **DATE OF NAME CHANGE:** 20160223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Mutual Fund & Variable Insurance Trust
- **DATE OF NAME CHANGE:** 20160223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Northern Lights Fund Trust
- **DATE OF NAME CHANGE:** 20050121

## Series and Classes Contracts Data

### Altegris Futures Evolution Strategy Fund (Series ID: S000034148)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000105241 | Altegris Futures Evolution Strategy Fund Class A Funds | EVOAX           |
| C000105242 | Altegris Futures Evolution Strategy Fund Class C Funds | EVOCX           |
| C000105243 | Altegris Futures Evolution Strategy Fund Class I Funds | EVOIX           |

## Nport-Ex

---

| | | | | |
|:---|:---|:---|:---|:---|
| **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** |
| **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** |
| **Shares** |  |  |  | **Fair Value** |
|  | **SHORT-TERM INVESTMENTS — 79.3%** |  |  |  |
|  | **MONEY MARKET FUNDS - 79.3%** |  |  |  |
| 18059614 | First American Government Obligations Fund, Class X, 3.57%<sup>(a),(c)</sup> |  |  | &nbsp;&nbsp;&nbsp; $18059614 |
|  | **TOTAL SHORT-TERM INVESTMENTS (Cost $18,059,614)** | **TOTAL SHORT-TERM INVESTMENTS (Cost $18,059,614)** |  | &nbsp;&nbsp; 18059614 |
|  | **TOTAL INVESTMENTS - 79.3% (Cost $18,059,614)** |  |  | &nbsp;&nbsp;&nbsp; $18059614 |
|  | **OTHER ASSETS IN EXCESS OF LIABILITIES- 20.7%** |  |  | &nbsp;&nbsp; 4701473 |
|  | **NET ASSETS - 100.0%** |  |  | &nbsp;&nbsp; $22761087 |
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** |  |  |  |
| **Number of Contracts** | **Open Long Futures Contracts** | **Expiration** | **Notional Amount<sup>(b)</sup>** | **Value and Unrealized Appreciation (Depreciation)** |
| 3 | CBOT Corn Future<sup>(c)</sup> | 07/15/2026 | &nbsp;&nbsp;&nbsp; $70238 | &nbsp;&nbsp;&nbsp; $(850) |
| 3 | CBOT Corn Future<sup>(c)</sup> | 09/15/2026 | &nbsp;&nbsp;&nbsp; 70537 | &nbsp;&nbsp;&nbsp; (1188) |
| 6 | CBOT Soybean Future<sup>(c)</sup> | 07/15/2026 | &nbsp;&nbsp;&nbsp; 355800 | &nbsp;&nbsp;&nbsp; (8125) |
| 4 | CBOT Soybean Future<sup>(c)</sup> | 11/16/2026 | &nbsp;&nbsp;&nbsp; 231500 | &nbsp;&nbsp;&nbsp; 1612 |
| 4 | CBOT Soybean Meal Future<sup>(c)</sup> | 07/15/2026 | &nbsp;&nbsp;&nbsp; 125720 | &nbsp;&nbsp;&nbsp; (4310) |
| 12 | CBOT Soybean Oil Future<sup>(c)</sup> | 07/15/2026 | &nbsp;&nbsp;&nbsp; 495936 | &nbsp;&nbsp;&nbsp; 23580 |
| 6 | CBOT Soybean Oil Future<sup>(c)</sup> | 12/15/2026 | &nbsp;&nbsp;&nbsp; 235080 | &nbsp;&nbsp;&nbsp; 8592 |
| 4 | CBOT Wheat Future<sup>(c)</sup> | 07/15/2026 | &nbsp;&nbsp;&nbsp; 125300 | &nbsp;&nbsp;&nbsp; 2725 |
| 2 | CBOT Wheat Future<sup>(c)</sup> | 09/15/2026 | &nbsp;&nbsp;&nbsp; 63825 | &nbsp;&nbsp;&nbsp; 2000 |
| 31 | CME Australian Dollar Currency Future | 06/16/2026 | &nbsp;&nbsp;&nbsp; 2133575 | &nbsp;&nbsp;&nbsp; (60343) |
| 8 | CME British Pound Currency Future | 06/16/2026 | &nbsp;&nbsp;&nbsp; 661300 | &nbsp;&nbsp;&nbsp; (7778) |
| 5 | CME Canadian Dollar Currency Future | 06/17/2026 | &nbsp;&nbsp;&nbsp; 360000 | &nbsp;&nbsp;&nbsp; (8610) |
| 1 | CME Feeder Cattle Future<sup>(c)</sup> | 08/28/2026 | &nbsp;&nbsp;&nbsp; 182213 | &nbsp;&nbsp;&nbsp; 463 |
| 6 | CME Lean Hogs Future<sup>(c)</sup> | 06/15/2026 | &nbsp;&nbsp;&nbsp; 252120 | &nbsp;&nbsp;&nbsp; (10820) |
| 9 | CME Lean Hogs Future<sup>(c)</sup> | 07/16/2026 | &nbsp;&nbsp;&nbsp; 386010 | &nbsp;&nbsp;&nbsp; (16870) |
| 7 | CME Live Cattle Future<sup>(c)</sup> | 07/01/2026 | &nbsp;&nbsp;&nbsp; 681170 | &nbsp;&nbsp;&nbsp; 17050 |
| 4 | CME Live Cattle Future<sup>(c)</sup> | 09/01/2026 | &nbsp;&nbsp;&nbsp; 383680 | &nbsp;&nbsp;&nbsp; 11780 |
| 13 | CME Mexican Peso Currency Future | 06/16/2026 | &nbsp;&nbsp;&nbsp; 359840 | &nbsp;&nbsp;&nbsp; (2515) |
| 1 | CME Swiss Franc Currency Future | 06/16/2026 | &nbsp;&nbsp;&nbsp; 157475 | &nbsp;&nbsp;&nbsp; (3963) |
| 1 | COMEX Copper Future<sup>(c)</sup> | 07/30/2026 | &nbsp;&nbsp;&nbsp; 141638 | &nbsp;&nbsp;&nbsp; 2575 |
| 1 | COMEX Gold 100 Troy Ounces Future<sup>(c)</sup> | 06/29/2026 | &nbsp;&nbsp;&nbsp; 467860 | &nbsp;&nbsp;&nbsp; (45420) |
| 1 | Euronext Milling Wheat Future<sup>(c)</sup> | 05/12/2026 | &nbsp;&nbsp;&nbsp; 11833 | &nbsp;&nbsp;&nbsp; (159) |
| 1 | Euronext Milling Wheat Future<sup>(c)</sup> | 09/11/2026 | &nbsp;&nbsp;&nbsp; 12454 | &nbsp;&nbsp;&nbsp; (59) |
| 2 | Euronext Milling Wheat Future<sup>(c)</sup> | 12/11/2026 | &nbsp;&nbsp;&nbsp; 25717 | &nbsp;&nbsp;&nbsp; 419 |
| 1 | Euronext Rapeseed Future<sup>(c)</sup> | 05/01/2026 | &nbsp;&nbsp;&nbsp; 29719 | &nbsp;&nbsp;&nbsp; 1552 |
| 1 | Euronext Rapeseed Future<sup>(c)</sup> | 08/03/2026 | &nbsp;&nbsp;&nbsp; 29357 | &nbsp;&nbsp;&nbsp; 2187 |
| 1 | FTSE 100 Index Future | 06/22/2026 | &nbsp;&nbsp;&nbsp; 134990 | &nbsp;&nbsp;&nbsp; (1431) |
| 1 | ICE Brent Crude Oil Future<sup>(c)</sup> | 06/01/2026 | &nbsp;&nbsp;&nbsp; 96170 | &nbsp;&nbsp;&nbsp; 1780 |
| 1 | ICE Brent Crude Oil Future<sup>(c)</sup> | 07/01/2026 | &nbsp;&nbsp;&nbsp; 90170 | &nbsp;&nbsp;&nbsp; (1150) |
| 1 | ICE Gas Oil Future<sup>(c)</sup> | 05/13/2026 | &nbsp;&nbsp;&nbsp; 123925 | &nbsp;&nbsp;&nbsp; 28425 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** |
| **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | | | |
| **Number of Contracts** | **Open Long Futures Contracts** | **Expiration** | **Notional Amount<sup>(b)</sup>** | **Value and Unrealized Appreciation (Depreciation)** |
| 1 | ICE Gas Oil Future<sup>(c)</sup> | 06/12/2026 | &nbsp;&nbsp;&nbsp; $110200 | &nbsp;&nbsp;&nbsp; $13675 |
| 1 | ICE US MSCI Emerging Markets EM Index Futures | 06/22/2026 | &nbsp;&nbsp;&nbsp; 72730 | &nbsp;&nbsp;&nbsp; (2140) |
| 4 | KCBT Hard Red Winter Wheat Future<sup>(c)</sup> | 07/15/2026 | &nbsp;&nbsp;&nbsp; 129750 | &nbsp;&nbsp;&nbsp; 4800 |
| 2 | KCBT Hard Red Winter Wheat Future<sup>(c)</sup> | 09/15/2026 | &nbsp;&nbsp;&nbsp; 66175 | &nbsp;&nbsp;&nbsp; 1350 |
| 1 | LME Copper Future<sup>(c)</sup> | 06/16/2026 | &nbsp;&nbsp;&nbsp; 308338 | &nbsp;&nbsp;&nbsp; (22412) |
| 2 | LME Nickel Future<sup>(c)</sup> | 06/16/2026 | &nbsp;&nbsp;&nbsp; 205032 | &nbsp;&nbsp;&nbsp; (7086) |
| 9 | LME Primary Aluminum Future<sup>(c)</sup> | 06/16/2026 | &nbsp;&nbsp;&nbsp; 783481 | &nbsp;&nbsp;&nbsp; 81745 |
| 2 | LME Zinc Future<sup>(c)</sup> | 06/16/2026 | &nbsp;&nbsp;&nbsp; 162150 | &nbsp;&nbsp;&nbsp; (3801) |
| 2 | MDE Crude Palm Oil Future<sup>(c)</sup> | 06/16/2026 | &nbsp;&nbsp;&nbsp; 59620 | &nbsp;&nbsp;&nbsp; 3229 |
| 1 | MDE Crude Palm Oil Future<sup>(c)</sup> | 07/16/2026 | &nbsp;&nbsp;&nbsp; 29810 | &nbsp;&nbsp;&nbsp; 1758 |
| 4 | MIAX Futures Onyx Hard Red Spring Wheat Futures<sup>(c)</sup> | 05/15/2026 | &nbsp;&nbsp;&nbsp; 131699 | &nbsp;&nbsp;&nbsp; 3599 |
| 2 | MIAX Futures Onyx Hard Red Spring Wheat Futures<sup>(c)</sup> | 07/15/2026 | &nbsp;&nbsp;&nbsp; 67275 | &nbsp;&nbsp;&nbsp; 1937 |
| 1 | Montreal Exchange S&P/TSX 60 Index Future | 06/22/2026 | &nbsp;&nbsp;&nbsp; 274231 | &nbsp;&nbsp;&nbsp; (983) |
| 1 | NYMEX Light Sweet Crude Oil Future<sup>(c)</sup> | 05/20/2026 | &nbsp;&nbsp;&nbsp; 93160 | &nbsp;&nbsp;&nbsp; 18430 |
| 1 | NYMEX Light Sweet Crude Oil Future<sup>(c)</sup> | 06/23/2026 | &nbsp;&nbsp;&nbsp; 86530 | &nbsp;&nbsp;&nbsp; 15280 |
| 1 | NYMEX NY Harbor ULSD Futures<sup>(c)</sup> | 06/01/2026 | &nbsp;&nbsp;&nbsp; 157118 | &nbsp;&nbsp;&nbsp; 2932 |
| 1 | NYMEX NY Harbor ULSD Futures<sup>(c)</sup> | 07/01/2026 | &nbsp;&nbsp;&nbsp; 145051 | &nbsp;&nbsp;&nbsp; 8379 |
| 1 | NYMEX Platinum Future<sup>(c)</sup> | 07/30/2026 | &nbsp;&nbsp;&nbsp; 98510 | &nbsp;&nbsp;&nbsp; 4570 |
| 2 | NYMEX Reformulated Gasoline Blendstock for Oxygen Future<sup>(c)</sup> | 06/01/2026 | &nbsp;&nbsp;&nbsp; 256671 | &nbsp;&nbsp;&nbsp; 6166 |
| 1 | NYMEX Reformulated Gasoline Blendstock for Oxygen Future<sup>(c)</sup> | 07/01/2026 | &nbsp;&nbsp;&nbsp; 122056 | &nbsp;&nbsp;&nbsp; 1835 |
| 1 | SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines Future<sup>(c)</sup> | 05/01/2026 | &nbsp;&nbsp;&nbsp; 10659 | &nbsp;&nbsp;&nbsp; (201) |
| 13 | SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines Future<sup>(c)</sup> | 06/01/2026 | &nbsp;&nbsp;&nbsp; 137124 | &nbsp;&nbsp;&nbsp; (1161) |
| 11 | SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines Future<sup>(c)</sup> | 07/01/2026 | &nbsp;&nbsp;&nbsp; 115027 | &nbsp;&nbsp;&nbsp; (1148) |
| 5 | SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines Future<sup>(c)</sup> | 08/03/2026 | &nbsp;&nbsp;&nbsp; 51890 | &nbsp;&nbsp;&nbsp; (400) |
| 1 | SGX FTSE Taiwan Index Futures | 04/30/2026 | &nbsp;&nbsp;&nbsp; 103320 | &nbsp;&nbsp;&nbsp; (5658) |
| 3 | SGX MSCI Singapore Index Future | 04/30/2026 | &nbsp;&nbsp;&nbsp; 101871 | &nbsp;&nbsp;&nbsp; 56 |
| 1 | TSE TOPIX (Tokyo Price Index) Future | 06/12/2026 | &nbsp;&nbsp;&nbsp; 220776 | &nbsp;&nbsp;&nbsp; (7418) |
| 3 | WCE Canola Future<sup>(c)</sup> | 05/15/2026 | &nbsp;&nbsp;&nbsp; 31557 | &nbsp;&nbsp;&nbsp; 558 |
| 1 | WCE Canola Future<sup>(c)</sup> | 07/15/2026 | &nbsp;&nbsp;&nbsp; 10702 | &nbsp;&nbsp;&nbsp; 211 |
|  | **TOTAL LONG FUTURES CONTRACTS** | **TOTAL LONG FUTURES CONTRACTS** |  | &nbsp;&nbsp; $49251 |
| **OPEN FUTURES CONTRACTS** | **OPEN FUTURES CONTRACTS** |  |  |  |
| **Number of Contracts** | **Open Short Futures Contracts** | **Expiration** | **Notional Amount<sup>(b)</sup>** | **Value and Unrealized Appreciation (Depreciation)** |
| 5 | 3 Month Euro Euribor Future | 12/15/2026 | &nbsp;&nbsp;&nbsp; $1404011 | &nbsp;&nbsp;&nbsp; $3403 |
| 6 | 3 Month Euro Euribor Future | 09/14/2027 | &nbsp;&nbsp;&nbsp; 1685680 | &nbsp;&nbsp;&nbsp; 2432 |
| 5 | 3 Month Euro Euribor Future | 06/20/2028 | &nbsp;&nbsp;&nbsp; 1405528 | &nbsp;&nbsp;&nbsp; 1239 |
| 6 | 3 Month Euro Euribor Future | 06/15/2027 | &nbsp;&nbsp;&nbsp; 1684639 | &nbsp;&nbsp;&nbsp; 3111 |
| 2 | 3 Month Euro Euribor Future | 03/20/2029 | &nbsp;&nbsp;&nbsp; 561864 | &nbsp;&nbsp;&nbsp; 388 |
| 6 | 3 Month Euro Euribor Future | 03/14/2028 | &nbsp;&nbsp;&nbsp; 1686807 | &nbsp;&nbsp;&nbsp; 1806 |
| 6 | 3 Month Euro Euribor Future | 03/16/2027 | &nbsp;&nbsp;&nbsp; 1684293 | &nbsp;&nbsp;&nbsp; 3741 |
| 6 | 3 Month Euro Euribor Future | 12/14/2027 | &nbsp;&nbsp;&nbsp; 1686633 | &nbsp;&nbsp;&nbsp; 1725 |
| 4 | 3 Month Euro Euribor Future | 12/19/2028 | &nbsp;&nbsp;&nbsp; 1124018 | &nbsp;&nbsp;&nbsp; 763 |
| 4 | 3 Month Euro Euribor Future | 09/19/2028 | &nbsp;&nbsp;&nbsp; 1124249 | &nbsp;&nbsp;&nbsp; 729 |
| 3 | 3-Month CORRA Futures | 09/16/2026 | &nbsp;&nbsp;&nbsp; 526231 | &nbsp;&nbsp;&nbsp; (338) |
| 4 | 3-Month CORRA Futures | 12/16/2026 | &nbsp;&nbsp;&nbsp; 700204 | &nbsp;&nbsp;&nbsp; (1064) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** |
| **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | | | |
| **Number of Contracts** | **Open Short Futures Contracts** | **Expiration** | **Notional Amount<sup>(b)</sup>** | **Value and Unrealized Appreciation (Depreciation)** |
| 3 | Carbon Emissions Future<sup>(c)</sup> | 12/15/2026 | &nbsp;&nbsp;&nbsp; $251422 | &nbsp;&nbsp;&nbsp; $(4668) |
| 12 | CBOT 10 Year US Treasury Note Future | 06/22/2026 | &nbsp;&nbsp;&nbsp; 1332563 | &nbsp;&nbsp;&nbsp; (5469) |
| 35 | CBOT 2 Year US Treasury Note Future | 07/01/2026 | &nbsp;&nbsp;&nbsp; 7260585 | &nbsp;&nbsp;&nbsp; 20299 |
| 21 | CBOT 5 Year US Treasury Note Future | 07/01/2026 | &nbsp;&nbsp;&nbsp; 2271773 | &nbsp;&nbsp;&nbsp; (3531) |
| 1 | CBOT Rough Rice Future<sup>(c)</sup> | 05/15/2026 | &nbsp;&nbsp;&nbsp; 22750 | &nbsp;&nbsp;&nbsp; 290 |
| 5 | CBOT US Treasury Bond Futures | 06/22/2026 | &nbsp;&nbsp;&nbsp; 569375 | &nbsp;&nbsp;&nbsp; (4344) |
| 1 | CME E-mini Russell 2000 Index Futures | 06/22/2026 | &nbsp;&nbsp;&nbsp; 125610 | &nbsp;&nbsp;&nbsp; 1190 |
| 1 | CME E-Mini Standard & Poor's 500 Index Future | 06/22/2026 | &nbsp;&nbsp;&nbsp; 328537 | &nbsp;&nbsp;&nbsp; 2775 |
| 12 | CME Euro Foreign Exchange Currency Future | 06/16/2026 | &nbsp;&nbsp;&nbsp; 1737825 | &nbsp;&nbsp;&nbsp; (3375) |
| 45 | CME Japanese Yen Currency Future | 06/16/2026 | &nbsp;&nbsp;&nbsp; 3562875 | &nbsp;&nbsp;&nbsp; 15224 |
| 10 | CME New Zealand Dollar Currency Future | 06/16/2026 | &nbsp;&nbsp;&nbsp; 575300 | &nbsp;&nbsp;&nbsp; 8745 |
| 3 | Cocoa Future<sup>(c)</sup> | 09/16/2026 | &nbsp;&nbsp;&nbsp; 100656 | &nbsp;&nbsp;&nbsp; (10669) |
| 5 | Cocoa Future<sup>(c)</sup> | 07/17/2026 | &nbsp;&nbsp;&nbsp; 166239 | &nbsp;&nbsp;&nbsp; (11658) |
| 22 | Eurex 10 Year Euro BUND Future | 06/09/2026 | &nbsp;&nbsp;&nbsp; 3188373 | &nbsp;&nbsp;&nbsp; 18769 |
| 31 | Eurex 2 Year Euro SCHATZ Future | 06/09/2026 | &nbsp;&nbsp;&nbsp; 3789008 | &nbsp;&nbsp;&nbsp; 21947 |
| 6 | Eurex 30 Year Euro BUXL Future | 06/09/2026 | &nbsp;&nbsp;&nbsp; 764632 | &nbsp;&nbsp;&nbsp; 2907 |
| 15 | Eurex 5 Year Euro BOBL Future | 06/09/2026 | &nbsp;&nbsp;&nbsp; 2001214 | &nbsp;&nbsp;&nbsp; 11473 |
| 2 | Eurex EURO STOXX 50 Future | 06/22/2026 | &nbsp;&nbsp;&nbsp; 127023 | &nbsp;&nbsp;&nbsp; 169 |
| 2 | Euro-BTP Italian Bond Futures | 06/09/2026 | &nbsp;&nbsp;&nbsp; 268793 | &nbsp;&nbsp;&nbsp; (1992) |
| 2 | Euronext CAC 40 Index Future | 04/20/2026 | &nbsp;&nbsp;&nbsp; 180883 | &nbsp;&nbsp;&nbsp; 2793 |
| 3 | EUX Short term Euro-BTP Futures | 06/09/2026 | &nbsp;&nbsp;&nbsp; 367025 | &nbsp;&nbsp;&nbsp; (460) |
| 4 | French Government Bond Futures | 06/09/2026 | &nbsp;&nbsp;&nbsp; 548729 | &nbsp;&nbsp;&nbsp; 84 |
| 3 | HKG Hang Seng China Enterprises Index Future | 04/30/2026 | &nbsp;&nbsp;&nbsp; 159872 | &nbsp;&nbsp;&nbsp; 515 |
| 1 | HKG Hang Seng Index Future | 04/30/2026 | &nbsp;&nbsp;&nbsp; 157857 | &nbsp;&nbsp;&nbsp; (881) |
| 2 | IFSC NIFTY 50 Index Futures | 04/29/2026 | &nbsp;&nbsp;&nbsp; 89926 | &nbsp;&nbsp;&nbsp; 3714 |
| 12 | LME Lead Future<sup>(c)</sup> | 06/16/2026 | &nbsp;&nbsp;&nbsp; 569064 | &nbsp;&nbsp;&nbsp; 21061 |
| 3 | Long Gilt Future | 06/29/2026 | &nbsp;&nbsp;&nbsp; 348585 | &nbsp;&nbsp;&nbsp; 2425 |
| 3 | Montreal Exchange 10 Year Canadian Bond Future | 06/22/2026 | &nbsp;&nbsp;&nbsp; 258758 | &nbsp;&nbsp;&nbsp; (1399) |
| 1 | NYBOT CSC C Coffee Future<sup>(c)</sup> | 09/21/2026 | &nbsp;&nbsp;&nbsp; 104288 | &nbsp;&nbsp;&nbsp; 1012 |
| 2 | NYBOT CSC Cocoa Future<sup>(c)</sup> | 09/16/2026 | &nbsp;&nbsp;&nbsp; 68340 | &nbsp;&nbsp;&nbsp; 1510 |
| 3 | NYBOT CSC Cocoa Future<sup>(c)</sup> | 07/17/2026 | &nbsp;&nbsp;&nbsp; 101010 | &nbsp;&nbsp;&nbsp; 1850 |
| 3 | NYBOT CSC Number 11 World Sugar Future<sup>(c)</sup> | 07/01/2026 | &nbsp;&nbsp;&nbsp; 52685 | &nbsp;&nbsp;&nbsp; (1008) |
| 4 | NYBOT CSC Number 11 World Sugar Future<sup>(c)</sup> | 10/01/2026 | &nbsp;&nbsp;&nbsp; 71904 | &nbsp;&nbsp;&nbsp; (1658) |
| 2 | NYBOT CTN Frozen Concentrated Orange Juice A Future<sup>(c)</sup> | 05/11/2026 | &nbsp;&nbsp;&nbsp; 57000 | &nbsp;&nbsp;&nbsp; (5482) |
| 7 | NYBOT CTN Number 2 Cotton Future<sup>(c)</sup> | 07/10/2026 | &nbsp;&nbsp;&nbsp; 252455 | &nbsp;&nbsp;&nbsp; (10345) |
| 4 | NYBOT CTN Number 2 Cotton Future<sup>(c)</sup> | 12/09/2026 | &nbsp;&nbsp;&nbsp; 148680 | &nbsp;&nbsp;&nbsp; (9750) |
| 8 | NYMEX Henry Hub Natural Gas Futures<sup>(c)</sup> | 05/28/2026 | &nbsp;&nbsp;&nbsp; 240480 | &nbsp;&nbsp;&nbsp; 13570 |
| 6 | NYMEX Henry Hub Natural Gas Futures<sup>(c)</sup> | 06/29/2026 | &nbsp;&nbsp;&nbsp; 193980 | &nbsp;&nbsp;&nbsp; 8850 |
| 9 | Robusta Coffee Future 10-Tonne<sup>(c)</sup> | 07/28/2026 | &nbsp;&nbsp;&nbsp; 306450 | &nbsp;&nbsp;&nbsp; 9571 |
| 5 | Robusta Coffee Future 10-Tonne<sup>(c)</sup> | 09/25/2026 | &nbsp;&nbsp;&nbsp; 167000 | &nbsp;&nbsp;&nbsp; 6790 |
| 24 | SFE 10 Year Australian Bond Future | 06/16/2026 | &nbsp;&nbsp;&nbsp; 1784274 | &nbsp;&nbsp;&nbsp; 7927 |
| 74 | SFE 3 Year Australian Bond Future | 06/16/2026 | &nbsp;&nbsp;&nbsp; 5292237 | &nbsp;&nbsp;&nbsp; 17737 |
| 8 | SFE 90 Day Australian Bank Accepted Bills Future | 12/11/2026 | &nbsp;&nbsp;&nbsp; 5454904 | &nbsp;&nbsp;&nbsp; 5864 |
| 19 | SFE 90 Day Australian Bank Accepted Bills Future | 09/11/2026 | &nbsp;&nbsp;&nbsp; 12957608 | &nbsp;&nbsp;&nbsp; 12540 |
| 24 | SFE 90 Day Australian Bank Accepted Bills Future | 06/12/2026 | &nbsp;&nbsp;&nbsp; 16377485 | &nbsp;&nbsp;&nbsp; 11248 |
| 8 | SFE 90 Day Australian Bank Accepted Bills Future | 03/12/2027 | &nbsp;&nbsp;&nbsp; 5454904 | &nbsp;&nbsp;&nbsp; 6293 |
| 2 | SFE S&P ASX Share Price Index 200 Future | 06/22/2026 | &nbsp;&nbsp;&nbsp; 293677 | &nbsp;&nbsp;&nbsp; 1683 |
| 3 | SGX FTSE China A50 Futures | 04/30/2026 | &nbsp;&nbsp;&nbsp; 43608 | &nbsp;&nbsp;&nbsp; (264) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |
| **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** |
| **OPEN FUTURES CONTRACTS (Continued)** | **OPEN FUTURES CONTRACTS (Continued)** | | | |
| **Number of Contracts** | **Open Short Futures Contracts** | **Expiration** | **Notional Amount<sup>(b)</sup>** | **Value and Unrealized Appreciation (Depreciation)** |
| 1 | Three Month SARON Index Futures | 09/16/2026 | &nbsp;&nbsp;&nbsp; $312715 | &nbsp;&nbsp;&nbsp; $(109) |
| 2 | Three Month SONIA Index Future | 12/20/2028 | &nbsp;&nbsp;&nbsp; 634811 | &nbsp;&nbsp;&nbsp; 117 |
| 2 | Three Month SONIA Index Future | 06/16/2027 | &nbsp;&nbsp;&nbsp; 632925 | &nbsp;&nbsp;&nbsp; 2732 |
| 2 | Three Month SONIA Index Future | 06/21/2028 | &nbsp;&nbsp;&nbsp; 634579 | &nbsp;&nbsp;&nbsp; 970 |
| 2 | Three Month SONIA Index Future | 09/15/2027 | &nbsp;&nbsp;&nbsp; 633289 | &nbsp;&nbsp;&nbsp; 2545 |
| 2 | Three Month SONIA Index Future | 09/20/2028 | &nbsp;&nbsp;&nbsp; 634745 | &nbsp;&nbsp;&nbsp; 1018 |
| 2 | Three Month SONIA Index Future | 12/15/2027 | &nbsp;&nbsp;&nbsp; 633884 | &nbsp;&nbsp;&nbsp; 1960 |
| 2 | Three Month SONIA Index Future | 03/17/2027 | &nbsp;&nbsp;&nbsp; 632925 | &nbsp;&nbsp;&nbsp; 3081 |
| 2 | Three Month SONIA Index Future | 03/15/2028 | &nbsp;&nbsp;&nbsp; 634381 | &nbsp;&nbsp;&nbsp; 1489 |
| 2 | Three Month SONIA Index Future | 03/21/2029 | &nbsp;&nbsp;&nbsp; 634778 | &nbsp;&nbsp;&nbsp; (16) |
| 1 | Three Month SONIA Index Futures | 06/20/2029 | &nbsp;&nbsp;&nbsp; 317372 | &nbsp;&nbsp;&nbsp; 51 |
| 12 | Three-Month SOFR Future | 12/15/2027 | &nbsp;&nbsp;&nbsp; 2896050 | &nbsp;&nbsp;&nbsp; (862) |
| 12 | Three-Month SOFR Future | 09/15/2027 | &nbsp;&nbsp;&nbsp; 2893350 | &nbsp;&nbsp;&nbsp; (1150) |
| 11 | Three-Month SOFR Future | 06/21/2028 | &nbsp;&nbsp;&nbsp; 2656363 | &nbsp;&nbsp;&nbsp; (350) |
| 10 | Three-Month SOFR Future | 03/17/2027 | &nbsp;&nbsp;&nbsp; 2409125 | &nbsp;&nbsp;&nbsp; (1237) |
| 12 | Three-Month SOFR Future | 03/15/2028 | &nbsp;&nbsp;&nbsp; 2897850 | &nbsp;&nbsp;&nbsp; (775) |
| 11 | Three-Month SOFR Future | 06/16/2027 | &nbsp;&nbsp;&nbsp; 2650588 | &nbsp;&nbsp;&nbsp; (1000) |
| 5 | Three-Month SOFR Futures | 06/19/2029 | &nbsp;&nbsp;&nbsp; 1205813 | &nbsp;&nbsp;&nbsp; 75 |
| 10 | Three-Month SOFR Futures | 09/20/2028 | &nbsp;&nbsp;&nbsp; 2414125 | &nbsp;&nbsp;&nbsp; (237) |
| 9 | Three-Month SOFR Futures | 12/20/2028 | &nbsp;&nbsp;&nbsp; 2171925 | &nbsp;&nbsp;&nbsp; 75 |
| 8 | Three-Month SOFR Futures | 03/21/2029 | &nbsp;&nbsp;&nbsp; 1930000 | &nbsp;&nbsp;&nbsp; (125) |
| 4 | TSE Japanese 10 Year Bond Futures | 06/16/2026 | &nbsp;&nbsp;&nbsp; 3284167 | &nbsp;&nbsp;&nbsp; 39208 |
| 7 | Ultra U.S. Treasury Bond Futures | 06/22/2026 | &nbsp;&nbsp;&nbsp; 815938 | &nbsp;&nbsp;&nbsp; (1750) |
| 4 | White Sugar Future<sup>(c)</sup> | 09/16/2026 | &nbsp;&nbsp;&nbsp; 91080 | &nbsp;&nbsp;&nbsp; (9470) |
| 5 | White Sugar Future<sup>(c)</sup> | 07/17/2026 | &nbsp;&nbsp;&nbsp; 113000 | &nbsp;&nbsp;&nbsp; (9705) |
|  | **TOTAL SHORT FUTURES CONTRACTS** | **TOTAL SHORT FUTURES CONTRACTS** |  | &nbsp;&nbsp; $208342 |
|  | **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** |  | &nbsp;&nbsp; $257593 |

---

<sup>(a)</sup> Rate disclosed is the seven day effective yield as of March 31, 2026.

<sup>(b)</sup> The amounts shown are the underlying reference notional amounts to stock exchange indices and equities upon which the fair value of the futures contracts held by the Fund are based. Notional values do not represent the current fair value of, and are not necessarily indicative of the future cash flows of the Fund's futures contracts. Further, the underlying price changes in relation to the variables specified by the notional values affects the fair value of these derivative financial instruments. The notional values as set forth within this schedule do not purport to represent economic value at risk to the Fund.

<sup>(c)</sup> All or a portion of this investment is a holding of the WMFTF Fund Limited.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** |  |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |  |
| **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** |  |
| **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS** | | | |
| <br>**Foreign Currency** | <br>**Settlement Date** | <br>**Counterparty** | <br>**Local Currency** | <br>**U.S. Dollar Value** | **Unrealized**<br>**Appreciation/(Depreciation)** |
| **To Buy:** | | |  |  |  |
| Malaysian Ringgit | 04/01/2026 | UBS | &nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp; $988 | &nbsp;&nbsp;&nbsp; $(9) |
| South African Rand | 04/01/2026 | UBS | &nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; 59109 | &nbsp;&nbsp;&nbsp; 895 |
| Chinese Yuan Offshore | 04/01/2026 | UBS | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 72593 | &nbsp;&nbsp;&nbsp; 298 |
| Brazilian Real | 04/02/2026 | UBS | &nbsp;&nbsp;&nbsp; 3146746 | &nbsp;&nbsp;&nbsp; 607533 | &nbsp;&nbsp;&nbsp; 7533 |
| Chilean Peso | 04/30/2026 | UBS | &nbsp;&nbsp;&nbsp; 91011001 | &nbsp;&nbsp;&nbsp; 98092 | &nbsp;&nbsp;&nbsp; (1908) |
| Brazilian Real | 05/05/2026 | UBS | &nbsp;&nbsp;&nbsp; 3173491 | &nbsp;&nbsp;&nbsp; 608687 | &nbsp;&nbsp;&nbsp; 8687 |
| South African Rand | 06/17/2026 | UBS | &nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp; 293830 | &nbsp;&nbsp;&nbsp; (4703) |
| Turkish Lira | 06/17/2026 | UBS | &nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp; 30960 | &nbsp;&nbsp;&nbsp; (102) |
| Chinese Yuan Offshore | 06/17/2026 | UBS | &nbsp;&nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp; 1459627 | &nbsp;&nbsp;&nbsp; (948) |
|  |  |  |  | &nbsp;&nbsp; **$3231419** | &nbsp;&nbsp; **$9743** |
| **To Sell:** |  |  |  |  |  |
| Chinese Yuan Offshore | 04/01/2026 | UBS | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; $72593 | &nbsp;&nbsp;&nbsp; $(258) |
| South African Rand | 04/01/2026 | UBS | &nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; 59109 | &nbsp;&nbsp;&nbsp; (877) |
| Brazilian Real | 04/02/2026 | UBS | &nbsp;&nbsp;&nbsp; 3153714 | &nbsp;&nbsp;&nbsp; 608879 | &nbsp;&nbsp;&nbsp; (8879) |
| Euro | 04/02/2026 | UBS | &nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp; – |
| Chilean Peso | 04/30/2026 | UBS | &nbsp;&nbsp;&nbsp; 91482220 | &nbsp;&nbsp;&nbsp; 98600 | &nbsp;&nbsp;&nbsp; 1400 |
| Indian Rupee | 04/30/2026 | UBS | &nbsp;&nbsp;&nbsp; 102710560 | &nbsp;&nbsp;&nbsp; 1092103 | &nbsp;&nbsp;&nbsp; 7895 |
| Indonesia Rupiah | 04/30/2026 | UBS | &nbsp;&nbsp;&nbsp; 5105340000 | &nbsp;&nbsp;&nbsp; 300745 | &nbsp;&nbsp;&nbsp; (745) |
| Philippine Peso | 04/30/2026 | UBS | &nbsp;&nbsp;&nbsp; 6055550 | &nbsp;&nbsp;&nbsp; 100008 | &nbsp;&nbsp;&nbsp; (8) |
| South Korean Won | 04/30/2026 | UBS | &nbsp;&nbsp;&nbsp; 754312300 | &nbsp;&nbsp;&nbsp; 501635 | &nbsp;&nbsp;&nbsp; (1635) |
| Taiwanese Dollar | 04/30/2026 | UBS | &nbsp;&nbsp;&nbsp; 6424200 | &nbsp;&nbsp;&nbsp; 199993 | &nbsp;&nbsp;&nbsp; 7 |
| Chinese Yuan Offshore | 06/17/2026 | UBS | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 72981 | &nbsp;&nbsp;&nbsp; (303) |
| South African Rand | 06/17/2026 | UBS | &nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp; 176298 | &nbsp;&nbsp;&nbsp; (119) |
|  |  |  |  | &nbsp;&nbsp; **$3282967** | &nbsp;&nbsp; **$(3522)** |
| **Total** |  |  |  |  | &nbsp;&nbsp; **$6221** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Foreign Currency** | **Foreign Currency** | **Settlement Date** | **Counterparty** | **Local Currency Amount Purchased Sell** | **Local Currency Amount Purchased Sell** | **U.S. Dollar Market Value Buy** | **U.S. Dollar Market Value Sell** | **Unrealized Appreciation/(Depreciation)** |
| **To Buy:** | **To Sell:** | **To Sell:** | |  | |  |  |  |
| Euro | Swedish Krona | 4/1/2026 | UBS | &nbsp;&nbsp;&nbsp; 91656 | &nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; 105936 | &nbsp;&nbsp;&nbsp; (105616) | &nbsp;&nbsp;&nbsp; $320 |
| Swedish Krona | Euro | 4/1/2026 | UBS | &nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; 91636 | &nbsp;&nbsp;&nbsp; 105616 | &nbsp;&nbsp;&nbsp; (105913) | &nbsp;&nbsp;&nbsp; (297) |
| Euro | Norwegian Krone | 4/7/2026 | UBS | &nbsp;&nbsp;&nbsp; 89128 | &nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; 103041 | &nbsp;&nbsp;&nbsp; (103299) | &nbsp;&nbsp;&nbsp; (258) |
| Norwegian Krone | Euro | 4/7/2026 | UBS | &nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp; 89119 | &nbsp;&nbsp;&nbsp; 103299 | &nbsp;&nbsp;&nbsp; (103030) | &nbsp;&nbsp;&nbsp; 269 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** | **WINTON MANAGED FUTURES TREND FUND** |  |  |  |  |
| **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** | **CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)** |  |
| **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** | **March 31, 2026** |  |  |  |  |
| **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | **OPEN FORWARD FOREIGN CURRENCY CONTRACTS (Continued)** | | | | | |
| **Foreign Currency** | **Foreign Currency** | **Settlement Date** | **Counterparty** | **Local Currency Amount Purchased Sell** | **Local Currency Amount Purchased Sell** | **U.S. Dollar Market Value Buy** | **U.S. Dollar Market Value Sell** | **Unrealized Appreciation/(Depreciation)** |
| **To Buy: (continued)** | | |  |  |  |  |  |  |
| Euro | Polish Zloty | 6/17/2026 | UBS | &nbsp;&nbsp;&nbsp; 116499 | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 135122 | &nbsp;&nbsp;&nbsp; (134664) | &nbsp;&nbsp;&nbsp; $458 |
| Euro | Swedish Krona | 6/17/2026 | UBS | &nbsp;&nbsp;&nbsp; 462259 | &nbsp;&nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp; 536157 | &nbsp;&nbsp;&nbsp; (530130) | &nbsp;&nbsp;&nbsp; 6027 |
| Norwegian Krone | Euro | 6/17/2026 | UBS | &nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp; 534637 | &nbsp;&nbsp;&nbsp; 619398 | &nbsp;&nbsp;&nbsp; (620104) | &nbsp;&nbsp;&nbsp; (706) |
| Polish Zloty | Euro | 6/17/2026 | UBS | &nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp; 116899 | &nbsp;&nbsp;&nbsp; 134664 | &nbsp;&nbsp;&nbsp; (135586) | &nbsp;&nbsp;&nbsp; (922) |
| Swedish Krona | Euro | 6/17/2026 | UBS | &nbsp;&nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp; 746182 | &nbsp;&nbsp;&nbsp; 848208 | &nbsp;&nbsp;&nbsp; (865464) | &nbsp;&nbsp;&nbsp; (17256) |
|  |  |  |  | &nbsp;&nbsp;&nbsp; **17259542** | &nbsp;&nbsp;&nbsp; **9078473** | &nbsp;&nbsp;&nbsp; **$2691441** | &nbsp;&nbsp;&nbsp; **$2703806** | &nbsp;&nbsp;&nbsp; **$(12365)** |
| **Total** |  |  |  |  |  |  |  | &nbsp;&nbsp; **$(6144)** |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Northern Lights Fund Trust

- **b. Investment Company Act file number:** 811-21720

- **c. CIK number of Registrant:** 0001314414

- **d. LEI of Registrant:** 549300BSYF57GRCG4861

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

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Winton Managed Futures Trend Fund

- **b. EDGAR series identifier (if any):** S000034148

- **c. LEI of Series:** 549300QS50K1YX3VUM61

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $32064396.95

**Total Liabilities:** $9303306.90

**Net Assets:** $22761090.05

**Amount of Assets Invested in Other Investment Companies:** $4472799.67

**Cash Not Reported:** $4418605.38

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105241 | 3.34%                | 2.62%                | -1.20%               |
| Class ID C000105242 | 3.18%                | 2.62%                | -1.20%               |
| Class ID C000105243 | 3.21%                | 2.80%                | -1.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $179700.77               | $0.00                                      |
| Month 2  | $92079.87                | $0.00                                      |
| Month 3  | $222184.32               | $0.00                                      |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| First American Funds Inc.                           | FRST AM-GV OB-X          | CUSIP: 31846V336<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   18059614 | PA      | $18059613.68  | 79.34%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | AUDUSD Crncy Fut  Jun26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |         31 | NC      | $-60343.00    | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR  Jul26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |         12 | NC      | $23580.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR  Dec26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          6 | NC      | $8592.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | BP CURRENCY FUT   Jun26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          8 | NC      | $-7778.13     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Short Euro-BTP Fu Jun26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |         -3 | NC      | $-460.13      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE       Jul26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          3 | NC      | $-850.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE       Sep26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          3 | NC      | $-1187.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | MILL WHEAT EURO   May26  | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DCO              | CORP              | FR        |          1 | NC      | $-159.85      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | MILL WHEAT EURO   Sep26  | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DCO              | CORP              | FR        |          1 | NC      | $-59.06       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | MILL WHEAT EURO   Dec26  | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DCO              | CORP              | FR        |          2 | NC      | $418.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COCOA FUTURE      Jul26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -3 | NC      | $1850.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $1555.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $1891.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $1434.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $1220.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $557.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $872.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $1712.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $2289.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $1274.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $1492.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $828.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - BRL  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $1088.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CLP  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     100000 | NC      | $-1908.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     364444 | NC      | $463.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     292640 | NC      | $-714.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     219795 | NC      | $-850.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      73122 | NC      | $-140.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     510573 | NC      | $297.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - CNH  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      72295 | NC      | $297.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1000000 | NC      | $1824.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1000000 | NC      | $1568.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     500000 | NC      | $457.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1000000 | NC      | $1138.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1000000 | NC      | $1207.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1000000 | NC      | $319.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1000000 | NC      | $288.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - EUR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1000000 | NC      | $-258.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - MYRF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |        997 | NC      | $-8.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      89260 | NC      | $-296.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      89251 | NC      | $-285.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     178218 | NC      | $-241.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      89118 | NC      | $-131.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      89119 | NC      | $268.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - NOK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      88790 | NC      | $248.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - PLN  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     116899 | NC      | $-922.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      93592 | NC      | $-2527.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      93627 | NC      | $-2568.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      94231 | NC      | $-3268.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      93180 | NC      | $-2049.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      93032 | NC      | $-1877.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      92848 | NC      | $-1665.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      92883 | NC      | $-1705.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      92789 | NC      | $-1596.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - SEK  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      91636 | NC      | $-297.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      10406 | NC      | $-86.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      10317 | NC      | $2.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - TRY  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      10339 | NC      | $-19.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1000000 | NC      | $383.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   37170440 | NC      | $4773.22      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       | 5105340000 | NC      | $-745.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   18581180 | NC      | $2429.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  149957000 | NC      | $275.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     526986 | NC      | $-1743.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   37531920 | NC      | $929.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     529990 | NC      | $-2323.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    6055550 | NC      | $-7.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  302211300 | NC      | $-977.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    6424200 | NC      | $6.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  302144000 | NC      | $-932.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1000000 | NC      | $392.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     524740 | NC      | $-1309.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   91482220 | NC      | $1400.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     525863 | NC      | $-1526.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    9427020 | NC      | $-235.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     522396 | NC      | $-857.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     523739 | NC      | $-1116.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     500000 | NC      | $-257.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1000000 | NC      | $-877.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1000000 | NC      | $-893.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     500000 | NC      | $-302.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - USD  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         20 | NC      | $-0.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      60240 | NC      | $-1474.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      60937 | NC      | $-2170.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      60074 | NC      | $-1308.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     117282 | NC      | $249.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CURRENCY CONTRACT - ZAR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      58214 | NC      | $895.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S.                                    | COCOA FUTURE      Sep26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -2 | NC      | $1510.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | C$ CURRENCY FUT   Jun26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          5 | NC      | $-8610.00     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MONEP                                | CAC40 10 EURO FUT Apr26  | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Short            | DE               | CORP              | FR        |         -2 | NC      | $2792.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE  Jun26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          1 | NC      | $18430.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE  Jul26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          1 | NC      | $15280.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | CAN 10YR BOND FUT Jun26  | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Short            | DIR              | CORP              | CA        |         -3 | NC      | $-1398.01     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | BRENT CRUDE FUTR  Jul26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          1 | NC      | $1780.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | BRENT CRUDE FUTR  Aug26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          1 | NC      | $-1150.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Jun26  | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Short            | DIR              | CORP              | CA        |         -3 | NC      | $-338.21      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | 3M CORRA Futures  Sep26  | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Short            | DIR              | CORP              | CA        |         -4 | NC      | $-1064.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COTTON NO.2 FUTR  Jul26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -7 | NC      | $-10345.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COTTON NO.2 FUTR  Dec26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -4 | NC      | $-9750.00     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COFF ROBUSTA 10tn Jul26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -9 | NC      | $9570.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COFF ROBUSTA 10tn Sep26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -5 | NC      | $6790.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-SCHATZ FUT   Jun26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -31 | NC      | $21946.41     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | EURO FX CURR FUT  Jun26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -12 | NC      | $-3375.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Mar27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -6 | NC      | $3741.38      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Mar28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -6 | NC      | $1806.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Mar29  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -2 | NC      | $387.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  JUN27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -6 | NC      | $3110.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Jun28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -5 | NC      | $1239.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  SEP27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -6 | NC      | $2432.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Sep28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -4 | NC      | $729.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Dec26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -5 | NC      | $3403.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Dec27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -6 | NC      | $1725.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | 3MO EURO EURIBOR  Dec28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -4 | NC      | $763.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | S&P500 EMINI FUT  Jun26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DE               | CORP              | US        |         -1 | NC      | $2775.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CATTLE FEEDER FUT Aug26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          1 | NC      | $462.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 5YR NOTE (CBT) Jun26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |        -21 | NC      | $-3531.24     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | LONG GILT FUTURE  Jun26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -3 | NC      | $2425.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | GOLD 100 OZ FUTR  Jun26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          1 | NC      | $-45420.00    | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HSCEI Futures     Apr26  | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | HK        |         -3 | NC      | $515.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                         | COPPER FUTURE     Jul26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          1 | NC      | $2575.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE LTD.                     | HANG SENG IDX FUT Apr26  | CUSIP: N/A<br>LEI: N/A                        | Short            | DE               | CORP              | HK        |         -1 | NC      | $-880.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY Harb ULSD Fut  Jun26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          1 | NC      | $2931.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY Harb ULSD Fut  Jul26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          1 | NC      | $8379.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | RAPESEED  EURO    May26  | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DCO              | CORP              | FR        |          1 | NC      | $1551.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS MATIF                                | RAPESEED  EURO    Aug26  | CUSIP: N/A<br>LEI: 969500HMVSZ0TCV65D58       | Long             | DCO              | CORP              | FR        |          1 | NC      | $2186.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Euro-BTP Future   Jun26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |         -2 | NC      | $-1992.57     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Mar27  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |         -8 | NC      | $6293.64      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Jun26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -24 | NC      | $11248.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Sep26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -19 | NC      | $12539.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | 90-DAY BANK BILL  Dec26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |         -8 | NC      | $5864.46      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                      | JPN 10Y BOND(OSE) Jun26  | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Short            | DIR              | CORP              | JP        |         -4 | NC      | $39207.59     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IFSC NIFTY 50 FUT Apr26  | CUSIP: N/A<br>LEI: 335800NLY5HYW9I7YE03       | Short            | DE               | CORP              | N/A       |         -2 | NC      | $3713.62      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | FCOJ-A FUTURE     May26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -2 | NC      | $-5482.50     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | JPN YEN CURR FUT  Jun26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -45 | NC      | $15223.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | COFFEE 'C' FUTURE Sep26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -1 | NC      | $1012.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BURSA MALAYSIA                                      | CRUDE PALM OIL FU Jun26  | CUSIP: N/A<br>LEI: 254900CXCSGW8M52ZU27       | Long             | DCO              | CORP              | MY        |          2 | NC      | $3229.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BURSA MALAYSIA                                      | CRUDE PALM OIL FU Jul26  | CUSIP: N/A<br>LEI: 254900CXCSGW8M52ZU27       | Long             | DCO              | CORP              | MY        |          1 | NC      | $1758.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT  Jul26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          4 | NC      | $4800.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT  Sep26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          2 | NC      | $1350.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME PRI ALUM FUTR Jun26  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          9 | NC      | $81745.50     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LIVE CATTLE FUTR  Jun26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          7 | NC      | $17050.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LIVE CATTLE FUTR  Aug26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          4 | NC      | $11780.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LEAN HOGS FUTURE  Jun26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          6 | NC      | $-10820.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | LEAN HOGS FUTURE  Jul26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DCO              | CORP              | US        |          9 | NC      | $-16870.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE   Jun26  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Short            | DCO              | CORP              | GB        |        -12 | NC      | $21060.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME NICKEL FUTURE Jun26  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          2 | NC      | $-7086.60     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME COPPER FUTURE Jun26  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          1 | NC      | $-22412.01    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME ZINC FUTURE   Jun26  | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | Long             | DCO              | CORP              | GB        |          2 | NC      | $-3801.25     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | MSCI EmgMkt       Jun26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DE               | CORP              | US        |          1 | NC      | $-2140.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | ECX EMISSION      Dec26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -3 | NC      | $-4668.04     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                          | MIAX Red Wheat FutMay26  | CUSIP: N/A<br>LEI: 549300RGCVWZUN04IA69       | Long             | DCO              | CORP              | US        |          4 | NC      | $3600.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                          | MIAX Red Wheat FutJul26  | CUSIP: N/A<br>LEI: 549300RGCVWZUN04IA69       | Long             | DCO              | CORP              | US        |          2 | NC      | $1937.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR  Jun26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -8 | NC      | $13570.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR  Jul26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Short            | DCO              | CORP              | US        |         -6 | NC      | $8850.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | NEW ZEALAND $ FUT Jun26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DFE              | CORP              | US        |        -10 | NC      | $8745.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | Euro-OAT Future   Jun26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |         -4 | NC      | $84.89        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BOBL FUTURE  Jun26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -15 | NC      | $11473.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | MEXICAN PESO FUT  Jun26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |         13 | NC      | $-2515.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PLATINUM FUTURE   Jul26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          1 | NC      | $4570.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL          | S&P/TSX 60 IX FUT Jun26  | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | Long             | DE               | CORP              | CA        |          1 | NC      | $-982.66      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COCOA FUTURE - IC Jul26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -5 | NC      | $-11657.54    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | COCOA FUTURE - IC Sep26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -3 | NC      | $-10669.56    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | Low Su Gasoil G   May26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          1 | NC      | $28425.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                  | Low Su Gasoil G   Jun26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DCO              | CORP              | GB        |          1 | NC      | $13675.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | WHITE SUGAR (ICE) Aug26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -5 | NC      | $-9705.00     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION | WHITE SUGAR (ICE) Oct26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DCO              | CORP              | GB        |         -4 | NC      | $-9470.00     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | MSCI SING IX ETS  Apr26  | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |          3 | NC      | $56.74        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | ROUGH RICE (CBOT) May26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DCO              | CORP              | US        |         -1 | NC      | $290.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | CANOLA FUTR (WCE) May26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |          3 | NC      | $558.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | CANOLA FUTR (WCE) Jul26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Long             | DCO              | CORP              | US        |          1 | NC      | $210.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | E-Mini Russ 2000  Jun26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DE               | CORP              | US        |         -1 | NC      | $1190.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUND FUTURE  Jun26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -22 | NC      | $18769.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE    Jul26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          6 | NC      | $-8125.00     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE    Nov26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          4 | NC      | $1612.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | SUGAR #11 (WORLD) Jul26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -3 | NC      | $-1008.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S.                                    | SUGAR #11 (WORLD) Oct26  | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | Short            | DCO              | CORP              | US        |         -4 | NC      | $-1657.60     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | IODEX IO FUT      Apr26  | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DCO              | CORP              | SG        |          1 | NC      | $-201.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | IODEX IO FUT      May26  | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DCO              | CORP              | SG        |         13 | NC      | $-1161.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | IODEX IO FUT      Jun26  | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DCO              | CORP              | SG        |         11 | NC      | $-1148.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE COMMODITY EXCHANGE                        | IODEX IO FUT      Jul26  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCO              | CORP              | SG        |          5 | NC      | $-400.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Mar27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -2 | NC      | $2732.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Mar28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -2 | NC      | $970.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Mar29  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -1 | NC      | $50.23        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Jun27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -2 | NC      | $2545.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Jun28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -2 | NC      | $1017.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Sep27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -2 | NC      | $1959.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Sep28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -2 | NC      | $116.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Dec26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -2 | NC      | $3081.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Dec27  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -2 | NC      | $1489.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | ICE 3MTH SONIA FU Dec28  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -2 | NC      | $-15.98       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | CHF CURRENCY FUT  Jun26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Long             | DFE              | CORP              | US        |          1 | NC      | $-3962.50     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Mar29  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |         -5 | NC      | $75.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Mar27  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -11 | NC      | $-1000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Mar28  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -11 | NC      | $-350.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Jun27  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -12 | NC      | $-1150.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Jun28  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -10 | NC      | $-237.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Sep28  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |         -9 | NC      | $75.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Sep27  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -12 | NC      | $-862.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Dec28  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |         -8 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Dec26  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -10 | NC      | $-1237.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                         | 3 MONTH SOFR FUT  Dec27  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | Short            | DIR              | CORP              | US        |        -12 | NC      | $-775.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR Jul26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          4 | NC      | $-4310.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | Three-Month SARON Jun26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Short            | DIR              | CORP              | GB        |         -1 | NC      | $-109.44      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                      | TOPIX INDX FUTR   Jun26  | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DE               | CORP              | JP        |          1 | NC      | $-7417.89     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 2YR NOTE (CBT) Jun26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |        -35 | NC      | $20296.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | FTSE Taiwan Index Apr26  | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | DE               | CORP              | SG        |          1 | NC      | $-5658.40     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 10YR NOTE (CBT)Jun26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |        -12 | NC      | $-5468.72     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUXL 30Y BND Jun26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |         -6 | NC      | $2906.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US LONG BOND(CBT) Jun26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |         -5 | NC      | $-4343.75     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO STOXX 50     Jun26  | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DE               | CORP              | DE        |         -2 | NC      | $169.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) Jul26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          4 | NC      | $2725.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) Sep26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |          2 | NC      | $2000.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US ULTRA BOND CBT Jun26  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |         -7 | NC      | $-1750.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT Jun26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          2 | NC      | $6165.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT Jul26  | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | Long             | DCO              | CORP              | US        |          1 | NC      | $1835.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | AUST 10Y BOND FUT Jun26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -24 | NC      | $7927.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | SPI 200 FUTURES   Jun26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DE               | CORP              | AU        |         -2 | NC      | $1682.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LIMITED     | FTSE CHINA A50    Apr26  | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Short            | DE               | CORP              | SG        |         -3 | NC      | $-264.38      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                       | AUST 3YR BOND FUT Jun26  | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | Short            | DIR              | CORP              | AU        |        -74 | NC      | $17737.39     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION    | FTSE 100 IDX FUT  Jun26  | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DE               | CORP              | GB        |          1 | NC      | $-1431.82     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** Northern Lights Fund Trust

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Treasurer