# EDGAR Filing Document

**Accession Number:** 0001898391
**File Stem:** 0000035402-25-000811
**Filing Date:** 2025-9
**Character Count:** 109063
**Document Hash:** 9778772033a512d16a4306fd09af0516
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-000811.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0000035402-25-000811

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Greenwood Street Trust
- **CENTRAL INDEX KEY:** 0001898391

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23762
- **FILM NUMBER:** 251349365

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

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

## Series and Classes Contracts Data

### Fidelity SAI Managed Futures Fund (Series ID: S000091042)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000258437 | Fidelity SAI Managed Futures Fund | FMFLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Greenwood Street Trust

- **b. Investment Company Act file number:** 811-23762

- **c. CIK number of Registrant:** 0001898391

- **d. LEI of Registrant:** 549300467DYGTZIRI308

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity SAI Managed Futures Fund

- **b. EDGAR series identifier (if any):** S000091042

- **c. LEI of Series:** 25490044BNITXNL61N34

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

- **a. Date of fiscal year-end:** 2026-01-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $65024477.11

**Total Liabilities:** $1227320.98

**Net Assets:** $63797156.13

**Amount of Assets Invested in Other Investment Companies:** $12969633.99

**Cash Not Reported:** $51574.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 559.26760000 | **1-Year:** 0.00000000 | **5-Year:** 139.81476000 | **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 C000258437 |  |  | -0.98%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  |  |  |
| Month 2  | $796.14                  | $33487.69                                  |
| Month 3  | $-3714.74                | $57004.97                                  |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                | Title                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SYDNEY FUTURES EXCHANGE LTD                         | AUST 3YR BOND FUT SEP25 YMU5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |       -48 | NC      | $-81.87       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2077.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: AUD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-14979.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF | iShares Core S and P 500 ETF          | CUSIP: 464287200<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |      4940 | NS      | $3136406.00   | 4.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: MXN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $16062.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39464.07    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US 5YR NOTE (CBT) FUT SEP25 FVU5      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -38 | NC      | $7509.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: EUR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22759.04    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: ZAR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-5921.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | BRENT CRUDE FUTR JAN26 COF6           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         5 | NC      | $13506.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/GBP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1555.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND FUTURES EXCHANGE                           | SET50 FUTURES SEP25 BCU5              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | TH        |       181 | NC      | $81317.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-4056.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT JUN26 SFRM6          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        -5 | NC      | $1115.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME PRI ALUM FUTR SEP25 LAU25         | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |       -12 | NC      | $19.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/JPY settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2211.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LIVE CATTLE FUTR DEC25 LCZ5           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        10 | NC      | $59788.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/TWD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $19998.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CLP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2488.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/CAD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $852.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/NZD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $9942.76      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                      | MSCI EAFE FUT SEP25 MFSU5             | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |         8 | NC      | $-18649.09    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: EUR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3240.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-12791.31    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA FUTURES EXCHANGE                              | KOREA 10YR BND FU FUT SEP25 KAAU5     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |        -8 | NC      | $-3769.38     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CNY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-798.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT DEC25 KWZ5           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -10 | NC      | $11393.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT MAR26 SFRH6          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       -58 | NC      | $30788.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: KRW/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1185.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                      | SUGAR #11 (WORLD) FUT OCT25 SBV5      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -8 | NC      | $1878.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | S and P500 EMINI FUT SEP25 ESU5       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         1 | NC      | $4110.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                     | FX Forward: USD/SGD settle 2025-09-17 | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1623.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1409.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2998.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2065.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX ITXEB543 06/20/30             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        | -27833000 | NC      | $-25955.31    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/CAD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $4339.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT SEP25 SFIU5     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -95 | NC      | $3602.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2098.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME ZINC FUTURE SEP25 LXU5            | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        19 | NC      | $-1575.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                          | HANG SENG IDX FUT AUG25 HIQ5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |         6 | NC      | $-30249.75    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | FTSE 100 IDX FUT SEP25 Z U5           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |        11 | NC      | $41576.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                      | FTSE/JSE TOP 40 FUT SEP25 AIU5        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ZA        |        12 | NC      | $10392.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CNY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-674.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CNY settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2866.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2720.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: MXN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-185.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEFF RENTA VAR EXCH (MADRID)                        | IBEX 35 INDX FUTR AUG25 IBQ5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | ES        |         3 | NC      | $15790.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3272.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PLN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17890.43    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                            | TOPIX INDX FUTR SEP25 TPU5            | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |         5 | NC      | $43093.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR JAN26 BOF6           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        15 | NC      | $8695.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) SEP25 W U5          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -3 | NC      | $5090.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $3596.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE INC                              | SILVER FUTURE SEP25 SIU5              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         1 | NC      | $-3847.67     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: NOK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-4387.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3088.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES MAR26 CORH6          | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |         2 | NC      | $-590.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NOK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18785.88    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT JAN26 XBF6          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        11 | NC      | $29433.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-2083.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT MAR26 ERH6       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        41 | NC      | $-10000.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1907.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4247.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT MAR26 SFIH6     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        29 | NC      | $-5509.98     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CAD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $455.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: AUD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3195.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-4075.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS-MONEP                                | CAC40 10 EURO FUT AUG25 CFQ5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | FR        |        10 | NC      | $1519.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-5505.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SGD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1688.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: EUR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3353.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/JPY settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1954.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/CNY settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $4288.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-35548.11    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CLP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-28168.29    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | S and P MID 400 EMINI FUT SEP25 FAU5  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         1 | NC      | $-6692.18     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COTTON NO.2 FUTR DEC25 CTZ5           | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -21 | NC      | $14538.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $5249.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NZD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2391.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CLP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28317.82    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CZK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2119.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: COP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-15742.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PALLADIUM FUTURE SEP25 PAU5           | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         2 | NC      | $14754.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $15347.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1701.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME PRI ALUM FUTR SEP25 LAU25         | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        30 | NC      | $-29322.55    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-700.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: TWD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2079.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                            | NIKKEI 225 (OSE) FUT SEP25 NKU5       | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DE               | CORP              | JP        |         3 | NC      | $38011.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2335.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4149.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STOCKHOLM STOCK EXCHANGE                            | OMXS30 IND FUTURE AUG25 QCQ5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SE        |        20 | NC      | $2203.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUND FUTURE SEP25 RXU5           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -5 | NC      | $-957.53      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BUXL 30Y BND FUT SEP25 UBU5      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -6 | NC      | $8022.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE INC                              | COPPER FUTURE DEC25 HGZ5              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         6 | NC      | $-96990.42    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | KC HRW WHEAT FUT SEP25 KWU5           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -6 | NC      | $6505.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT SEP25 SFRU5          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       -59 | NC      | $10741.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1908.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PLN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2942.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD         | FTSE CHINA A50 FUT AUG25 XUQ5         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |        72 | NC      | $-14516.01    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US ULTRA BOND CBT FUT SEP25 WNU5      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -10 | NC      | $-3640.90     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COFFEE 'C' FUTURE DEC25 KCZ5          | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-190.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | BRENT CRUDE FUTR NOV25 COX5           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |         8 | NC      | $26507.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8950.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                      | SUGAR #11 (WORLD) FUT MAR26 SBH6      | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -24 | NC      | $6195.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | E-MINI RUSS 2000 FUT SEP25 RTYU5      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         2 | NC      | $-4794.36     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COCOA FUTURE DEC25 CCZ5               | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |         1 | NC      | $-7053.02     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NZD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $6857.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA FUTURES EXCHANGE                              | KOREA 3YR BND FUT SEP25 KEU5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | KR        |       -71 | NC      | $-2993.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $5298.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $11135.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE SEP25 CLU5           | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         7 | NC      | $23712.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2690.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: HUF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-22089.72    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CHF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-93.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CZK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8734.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/AUD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $5578.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/TWD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $15063.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE DEC25 C Z5                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -36 | NC      | $23198.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: PLN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-20260.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: COP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28227.63    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1200.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-34375.59    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE SEP25 LLU5            | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |       -15 | NC      | $17165.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1427.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | 3 MONTH SOFR FUT DEC25 SFRZ5          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       -59 | NC      | $26161.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | COCOA FUTURE SEP25 CCU5               | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCO              | CORP              | US        |       -10 | NC      | $28351.21     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT SEP25 ERU5       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       129 | NC      | $-34314.43    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CAD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $8759.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17696.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES JUN26 CORM6          | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |         3 | NC      | $-949.51      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9395.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2318.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US 10YR NOTE FUT (CBT)SEP25 TYU5      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         2 | NC      | $-2.94        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2148.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1318.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: EUR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-26257.63    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-2957.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CLP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $410.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | LONG GILT FUTURE SEP25 G U5           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        -8 | NC      | $-3300.31     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: AUD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-20931.31    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                         | AUST 10Y BOND FUT SEP25 XMU5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        19 | NC      | $-8576.68     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR JAN26 SMF6          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -6 | NC      | $7271.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NOK settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $5038.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/NZD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $6203.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA FUTURES EXCHANGE                              | KOSPI2 INX FUT SEP25 KMU5             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | KR        |        14 | NC      | $62429.11     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: MXN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3008.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/INR settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-459.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT JUN26 SFIM6     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        29 | NC      | $-4548.55     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | LOW SU GASOIL G FUT SEP25 QSU5        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        11 | NC      | $22279.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CLP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29204.77    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CLP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4021.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: AUD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3917.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 09/18/2025               | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54300000 | PA      | $53991280.61  | 84.63%            | 2025-09-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                          | HSCEI FUTURES AUG25 HCQ5              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | HK        |        15 | NC      | $-32432.07    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28809.13    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CHF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2175.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: EUR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-11382.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1052.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/TWD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $13322.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5500.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28959.73    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7820.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME NICKEL FUTURE SEP25 LNU5          | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        10 | NC      | $-18938.38    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD         | FTSE TAIWAN INDEX FUT AUG25 TWTQ5     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |        21 | NC      | $21245.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: ZAR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-10642.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-27463.76    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: ZAR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3318.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CNY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-407.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5299.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-458.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1317.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $4498.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUT SEP25 NGU25           | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        11 | NC      | $-47782.32    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/AUD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2918.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: HUF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2710.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/JPY settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2473.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-34151.54    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7148.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: JPY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-36121.48    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-662.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: MXN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-844.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | WHEAT FUTURE(CBT) DEC25 W Z5          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -9 | NC      | $12646.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: ZAR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9312.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NATURAL GAS FUTR JAN26 NGF26          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -2 | NC      | $9834.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US LONG BOND(CBT) FUT SEP25 USU5      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -9 | NC      | $-4607.26     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: SGD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-2979.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PHP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-42456.36    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $6660.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1447.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | Total Return Basket Swap GS           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DO               | CORP              | GB        |         1 | NC      | $-42949.67    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2055.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES SEP25 CORU5          | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |       -42 | NC      | $334.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: SGD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-3102.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: MXN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1997.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4319.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE INC                              | COPPER FUT SEP25 HGU5                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        -1 | NC      | $12734.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8194.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2249.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY HARB ULSD FUT JAN26 HOF6           | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        10 | NC      | $26657.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: COP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-3452.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: AUD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1383.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE NOV25 S X5             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |         6 | NC      | $-8996.73     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/GBP settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $849.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CZK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $880.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/GBP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3799.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME ZINC FUTURE SEP25 LXU5            | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |       -12 | NC      | $-20122.52    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | 3M CORRA FUTURES DEC25 CORZ5          | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |       -26 | NC      | $52.01        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                            | JPN 10Y BOND(OSE) FUT SEP25 JBU5      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |         9 | NC      | $-54991.86    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: COP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21584.99    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE-ICE FUTURES LTD                                 | LOW SU GASOIL G FUT JAN26 QSF6        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | GB        |        11 | NC      | $19367.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN FUTURE JAN26 S F6             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -9 | NC      | $13775.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SGD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3991.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                        | Fidelity Cash Central Fund            | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   8159296 | NS      | $8160927.61   | 12.79%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LIVE CATTLE FUTR OCT25 LCV5           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |         1 | NC      | $4618.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SGD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3009.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | SWISS MKT IX FUTR SEP25 SMU5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |         7 | NC      | $-12484.75    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: PHP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-38446.03    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LEAN HOGS FUTURE DEC25 LHZ5           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |       173 | NC      | $-197290.49   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/AUD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1258.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: JPY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24047.90    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | US 2YR NOTE (CBT) FUT SEP25 TUU5      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -124 | NC      | $76554.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12787.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CHF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9998.97     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | DJIA MINI E-CBOT FUT SEP25 DMU5       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         1 | NC      | $62.82        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2516.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/JPY settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2992.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-OAT FUTURE SEP25 OATU5           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        22 | NC      | $-16840.89    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD         | MSCI SING IX ETS FUT AUG25 QZQ5       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | SG        |        78 | NC      | $-30431.77    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | ICE 3MTH SONIA FU FUT DEC25 SFIZ5     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |       -14 | NC      | $-434.64      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/KRW settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $300.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2955.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/MXN settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $281.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-SCHATZ FUT SEP25 DUU5            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |      -181 | NC      | $39737.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: PLN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-4421.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO STOXX 50 FUT SEP25 VGU5          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | DE        |        17 | NC      | $4873.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: MXN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $2433.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10169.14    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $8821.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | NY HARB ULSD FUT SEP25 HOU5           | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         8 | NC      | $29115.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2154.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-56412.13    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CZK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3652.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: KRW/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4912.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: JPY/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-26879.38    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BOBL FUTURE SEP25 OEU5           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -15 | NC      | $3241.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: AUD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20910.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | PLATINUM FUTURE OCT25 PLV5            | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         5 | NC      | $-4703.35     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1171.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | S and P/TSX 60 IX FUT SEP25 PTU5      | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DE               | CORP              | CA        |         5 | NC      | $25636.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PHP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-31563.48    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | WTI CRUDE FUTURE JAN26 CLF6           | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         7 | NC      | $17913.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-18774.52    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT JUN26 ERM6       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |        35 | NC      | $-8754.05     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8028.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-167.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $20468.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                       | 3MO EURO EURIBOR FUT DEC25 ERZ5       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        52 | NC      | $-14622.44    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME LEAD FUTURE SEP25 LLU5            | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        29 | NC      | $-49175.45    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE                               | LME NICKEL FUTURE SEP25 LNU5          | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        -3 | NC      | $1510.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                             | CAN 10YR BOND FUT SEP25 CNU5          | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |       -12 | NC      | $-4295.60     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: USD/CNY settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $3802.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/INR settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1224.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NOK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2645.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: COP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3432.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: PLN/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3591.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALIAN DERIVATIVES MARKET                          | FTSE/MIB IDX FUT SEP25 STU5           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IT        |         4 | NC      | $34062.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/AUD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2414.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSE IFSC                                            | IFSC NIFTY 50 FUT AUG25 JGSQ5         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IN        |        11 | NC      | $1072.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                         | LEAN HOGS FUTURE OCT25 LHV5           | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |      -166 | NC      | $224352.34    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: KRW/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1943.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-66.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX CDXIG544 06/20/30             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        | -33963000 | NC      | $-28687.89    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: KRW/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2374.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: KRW/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-3073.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NOK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3300.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: IDR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1124.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                      | MSCI EMGMKT FUT SEP25 MESU5           | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        21 | NC      | $18472.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: INR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-39816.76    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/PHP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2237.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                   | EURO-BTP FUTURE SEP25 IKU5            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        22 | NC      | $-2587.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2004.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: NZD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-673.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/SEK settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $9859.45      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN MEAL FUTR DEC25 SMZ5          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -20 | NC      | $38066.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                         | SPI 200 FUTURES SEP25 XPU5            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | AU        |        14 | NC      | $36867.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX CXPHY544 06/20/2030           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  15024000 | NC      | $73843.23     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | CORN FUTURE SEP25 C U5                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -47 | NC      | $46787.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3519.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX CXPEM543 06/20/30             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  -5440000 | NC      | $-27042.27    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: HUF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2588.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                           | ICE CDX ITXEX543 06/20/30             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   7251000 | NC      | $73006.61     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/ILS settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1895.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2137.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: NOK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-4344.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CZK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-10533.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: GBP/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29949.81    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: ZAR/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1633.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/GBP settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $8921.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE                        | GASOLINE RBOB FUT SEP25 XBU5          | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -3 | NC      | $-6387.21     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                              | SOYBEAN OIL FUTR DEC25 BOZ5           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |       -12 | NC      | $-6628.60     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: SEK/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2980.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/JPY settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3496.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: CAD/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-2058.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: USD/CHF settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2868.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: HUF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17623.87    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: HUF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $6196.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                               | FX Forward: CHF/USD settle 2025-09-17 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1252.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | FX Forward: BRL/USD settle 2025-10-02 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-11500.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer