# EDGAR Filing Document

**Accession Number:** 0001535538
**File Stem:** 0001752724-25-174526
**Filing Date:** 2025-7
**Character Count:** 1152587
**Document Hash:** 5c00a3e1ebb8d290494dea532a6a55a1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-174526.hdr.sgml**: 20250723

**ACCESSION NUMBER**: 0001752724-25-174526

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250530

**FILED AS OF DATE**: 20250723

**DATE AS OF CHANGE**: 20250723

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Franklin Alternative Strategies Funds
- **CENTRAL INDEX KEY:** 0001535538

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22641
- **FILM NUMBER:** 251142078

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906
- **BUSINESS PHONE:** 650-312-2000

**MAIL ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906

## Series and Classes Contracts Data

### K2 Alternative Strategies Fund (Series ID: S000042023)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000130561 | Class A       | FAAAX           |
| C000130562 | Class C       | FASCX           |
| C000130563 | Class R       | FSKKX           |
| C000130564 | Class R6      | FASRX           |
| C000130565 | Advisor Class | FABZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Alternative Strategies Funds

- **b. Investment Company Act file number:** 811-22641

- **c. CIK number of Registrant:** 0001535538

- **d. LEI of Registrant:** 549300QVPTHF1B1GGL64

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

  - **Street Address 1:** One Franklin Parkway

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94403-1906

  - **Telephone number:** 650-312-2000

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

- **a. Name of Series:** K2 Alternative Strategies Fund

- **b. EDGAR series identifier (if any):** S000042023

- **c. LEI of Series:** 5493004OBMCV3UPCSG65

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $696598956.46

**Total Liabilities:** $175303050.71

**Net Assets:** $521295905.75

**Amount of Assets Invested in Other Investment Companies:** $56550353.29

**Delayed Delivery Securities:** $826545.00

**Cash Not Reported:** $118379616.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2270.86289000 | **1-Year:** 2879.20090000 | **5-Year:** 3838.17257000 | **10-Year:** 3793.21367000 | **30-Year:** 63.71142000

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

- **3-Month:** 414.63088000 | **1-Year:** 4369.87058000 | **5-Year:** 4288.40320000 | **10-Year:** 1592.62542000 | **30-Year:** 526.87341000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000130561 | -1.09%               | -0.18%               | 1.28%                |
| Class ID C000130562 | -1.12%               | -0.28%               | 1.23%                |
| Class ID C000130563 | -1.17%               | -0.27%               | 1.28%                |
| Class ID C000130564 | -0.99%               | -0.18%               | 1.27%                |
| Class ID C000130565 | -1.08%               | -0.18%               | 1.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2655138.18              | $-6873736.33                               |
| Month 2  | $-1107985.15             | $2413637.87                                |
| Month 3  | $-457892.99              | $3767901.54                                |

### Schedule of Portfolio Investments

| Name                                          | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $704.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1346.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS CMA CGM SA                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7499.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AXLE                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1288.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS FORD MOTOR CO                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6902.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $55.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $770.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CDS REPUBLIC OF ARGENTINA                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3785.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $596.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                       | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10252.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | KC HRW WHEAT                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -60 | NC      | $143920.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | CORN                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -3 | NC      | $2143.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $149.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2697.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-445.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS HERTZ CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6670.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1503.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2880.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7296.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | JD.COM INC                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          14 | NC      | $98.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $649.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3875.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $185.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AXLE                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1288.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS SES SA                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2644.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | WTI CRUDE                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           1 | NC      | $-2711.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | CATTLE FEEDER                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $-4127.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7993.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2619.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14110.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3193.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS HERTZ CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6670.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $144.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AXLE                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1046.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1835.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION           | CURRENCY CONTRACT - THB                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1156.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | KC HRW WHEAT                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -9 | NC      | $9592.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | NATURAL GAS                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $2276.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US 2YR NOTE (CBT)                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         130 | NC      | $35622.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US 2YR NOTE (CBT)                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -84 | NC      | $-16080.99    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6589.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS K HOVNANIAN                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-223.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | SPDR S&P 500 ETF TRUST                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          39 | NC      | $17550.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8885.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - BRL                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-66.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $213.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS ARAB REPUBLIC OF EGYPT                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-26088.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2851.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | COCOA                                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $11267.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS VIRGIN MEDIA                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9596.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS STELLANTIS NV                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-164753.06   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS SA                             | CAC40 10 EURO                                                 | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DE               | CORP              | FR        |           8 | NC      | $-7296.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                             | CAC40 10 EURO                                                 | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DE               | CORP              | FR        |         -15 | NC      | $6801.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11059.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | LIVE CATTLE                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |          -4 | NC      | $-21988.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CDS HOVNANIAN                                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5639.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8788.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $241.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $211.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS K HOVNANIAN                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2625.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN MEAL                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $-542.18      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | NY HARB ULSD                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          11 | NC      | $-37031.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2606.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6190.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-76.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $97.82        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | ISHARES RUSSELL 2000 ETF                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          84 | NC      | $23604.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10851.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1370.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7224.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19957.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24        | 90-DAY BANK BILL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          12 | NC      | $6044.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                    | CBOE VIX                                                      | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |          10 | NC      | $-3987.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-160.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2422.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21201.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS VOLKSWAGEN AG                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $733.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | CDS REPUBLIC OF KOREA                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-105373.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3061.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS FORD MOTOR CO                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-34649.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | C$ CURRENCY                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -279 | NC      | $-855950.72   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS GENERAL MOTORS                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8439.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CDS LINCOLN NATIONAL CORP                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-582.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3100.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION           | CURRENCY CONTRACT - BRL                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-66.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1798.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | CURRENCY CONTRACT - TRY                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-242.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | LIVE CATTLE                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |          -3 | NC      | $-21336.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5092.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1254.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                            | TOPIX INDX                                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |           9 | NC      | $108606.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                            | TOPIX INDX                                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |          -3 | NC      | $-8246.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                            | LOW SU GASOIL G                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           7 | NC      | $-11657.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                            | LOW SU GASOIL G                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         -12 | NC      | $27930.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - TRY                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $307.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | WHITE SUGAR (ICE)                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $683.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | SURGERY PARTNERS INC                                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -126 | NC      | $-7686.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                            | 3MO EURO EURIBOR                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -44 | NC      | $-24087.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                            | 3MO EURO EURIBOR                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -29 | NC      | $-30468.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4141.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                    | HSCEI                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |          -7 | NC      | $867.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS HERTZ CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4002.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $699.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE, INC.                          | KOREA 10YR BND                                                | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DIR              | CORP              | KR        |         -12 | NC      | $-311.67      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS GENERAL MOTORS                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8439.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1757.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24        | SPI 200                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |          -1 | NC      | $-8355.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CDS RAKUTEN INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-223.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN OIL                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $1191.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $347.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36957.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7962.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11418.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1242.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2282.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | EUR/NOR KRONE X-RAT                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          13 | NC      | $-29878.97    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1365.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                        | 3M CORRA                                                      | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |           1 | NC      | $-99.04       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | CDS ARAB REPUBLIC OF EGYPT                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-276511.06   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CDS RAKUTEN INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-111.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2339.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS JAGUAR LAND ROVER AUTOMOTIVE PLC                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15417.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10030.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1252.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS XEROX CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11554.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $148.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                        | 3M CORRA                                                      | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |           1 | NC      | $-118.14      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14598.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS SES SA                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21532.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS HOVNANIAN                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1394.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3329.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS GENERAL MOTORS                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16710.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2292.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1323.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24        | 90-DAY BANK BILL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           4 | NC      | $2704.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS XEROX CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11554.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | COTTON NO.2                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |           3 | NC      | $-1451.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS RAKUTEN INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-105.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | EURO/HUF X-RATE                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          15 | NC      | $-4320.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS VOLKSWAGEN AG                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3632.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS HOVNANIAN                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2122.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1975.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7277.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1718.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | 3MTH SONIA                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          -2 | NC      | $-632.29      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19410.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS SA                             | MILL WHEAT EURO                                               | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |         -40 | NC      | $48443.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | EURO/CZK X-RATE                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |           4 | NC      | $3861.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                       | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $88.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                        | CAN 5YR BOND                                                  | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |           4 | NC      | $1197.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5239.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | COTTON NO.2                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |           7 | NC      | $-8691.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $646.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | COTTON NO.2                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          -7 | NC      | $6564.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN MEAL                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -6 | NC      | $1696.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | GASOLINE RBOB                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           2 | NC      | $-5051.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | GASOLINE RBOB                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $5295.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1327.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | SPDR S&P 500 ETF TRUST                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          29 | NC      | $22330.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $163.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WPP FINANCE                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-906.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | 3MTH SONIA                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          -2 | NC      | $-1070.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN MEAL                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -3 | NC      | $-256.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2402.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5291.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                     | LME COPPER                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |           6 | NC      | $-2603.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28865.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $73.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | JUNIPER NETWORKS INC                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          57 | NC      | $8322.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-149069.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS SES SA                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12692.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                        | 3M CORRA                                                      | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |           1 | NC      | $-195.16      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS HERTZ CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-210.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24        | AUST 3YR BOND                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          67 | NC      | $51624.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS XEROX CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19257.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4839.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS FORD MOTOR CO                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1932.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | WTI CRUDE                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           1 | NC      | $-1651.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CDS NIPPON PAPER INDUSTRIES CO LTD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-228.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | DOLLAR INDEX                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DFE              | CORP              | US        |           3 | NC      | $-3714.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CDS HOVNANIAN                                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2183.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | 3 MONTH SOFR                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -44 | NC      | $-51596.02    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | CANOLA (WCE)                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          10 | NC      | $4402.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS PEOPLES REPUBLIC OF CHINA                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6105.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION           | CURRENCY CONTRACT - INR                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9494.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $71.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $117.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-5097.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | 3 MONTH SOFR                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -32 | NC      | $-33305.06    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | UNITED STATES STEEL CORP                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         -29 | NC      | $-58.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $457.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17531.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS HOVNANIAN                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-4366.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WPP FINANCE                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1776.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | CDS KINGDOM OF SAUDI ARABIA                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2213.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS K HOVNANIAN                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5947.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-111.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | WTI CRUDE                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           2 | NC      | $-1773.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN OIL                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $1311.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | WTI CRUDE                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           4 | NC      | $-3716.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS HERTZ CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1009.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6268.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                        | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1406.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-155773.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24        | 90-DAY BANK BILL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           9 | NC      | $5574.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS HOVNANIAN                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2607.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1857.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT             | EURO-BOBL                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         306 | NC      | $142365.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | TELEFONICA SA                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |         283 | NC      | $1197.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-802.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | LONG GILT                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          59 | NC      | $4140.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS PEOPLES REPUBLIC OF CHINA                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1191.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN OIL                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $67.64        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | FIVE9 INC                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           7 | NC      | $105.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                            | 3MO EURO EURIBOR                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -17 | NC      | $-21260.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                             | MILL WHEAT EURO                                               | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |          -1 | NC      | $44.39        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | AMEDISYS INC                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         -59 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-589.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4363.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS XEROX CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19257.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | S&P MID 400 EMINI                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          -2 | NC      | $-10622.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13202.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS FORD MOTOR CO                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6902.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS GENERAL MOTORS                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-42366.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AXLE                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-778.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                     | LME PRI ALUM                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          11 | NC      | $-50400.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                     | LME PRI ALUM                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         -11 | NC      | $4220.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                        | CDS FORD MOTOR CO                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-98979.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS HOVNANIAN                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-13038.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7620.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-346.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION         | CDS LINCOLN NATIONAL CORP                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-274.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-747.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | SUGAR #11 (WORLD)                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |           2 | NC      | $83.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | SUGAR #11 (WORLD)                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |         -50 | NC      | $54976.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS GENERAL MOTORS                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8439.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                     | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3376.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS REPUBLIC OF COTE D'IVOIRE                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-61474.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WPP FINANCE                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5312.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | PORCH GROUP INC                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           7 | NC      | $1137.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3639.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | 3 MONTH SOFR                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -65 | NC      | $-21711.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS AUSTEVOLL SEAFOOD ASA                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-9091.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS INVESTMENT AB LATOUR                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $30132.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SCANFIL OYJ                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4902.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS IDOX PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4471.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | IRS BRL                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3846.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CREDIT AGRICOLE SA                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14211.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS LEM HOLDING SA                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-44004.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RANK GROUP PLC                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $29327.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS REMY COINTREAU SA                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $200815.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-431.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS KUMBA IRON ORE LTD                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17762.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GAZPROM PJSC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-0.17        | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BAWAG GROUP AG                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $82629.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS NESTLE SA                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14296.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SWEDISH ORPHAN BIOVITRUM AB                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $3391.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                     | IRS HUF                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $14808.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AUCTION TECHNOLOGY GROUP PLC                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $42420.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS YUBICO AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $39213.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS REMGRO LTD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-70656.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS INFICON HOLDING AG                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1642.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $768.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS RAYSEARCH LABORATORIES AB                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $78603.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS FLUGHAFEN ZURICH AG                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-42216.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS TRAVIS PERKINS PLC                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5646.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS AAK AB                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1953.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AEDAS HOMES SA                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9334.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS WUESTENROT & WUERTTEMBERGISCHE AG                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1633.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES LLC                                 | TRS BANCA POPOLARE DI SONDRIO                                 | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | N/A              | DE               | CORP              | US        |           1 | NC      | $6506.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS HYPOPORT SE                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-37960.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AVI LTD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6405.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MAVI GIYIM SANAYI VE TICARET AS                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-50493.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-973.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION SA            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $28856.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DOTTIKON ES HOLDING AG                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-141457.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ITALMOBILIARE SPA                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-33247.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS OKEA ASA                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-24104.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS JTC PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20616.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MELROSE INDUSTRIES PLC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $21155.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS PANDORA A/S                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $26703.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS YOUGOV PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $25159.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CAPITEC BANK HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-206728.24   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS UBS GROUP AG                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $17389.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | COFFEE 'C'                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $16216.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BURFORD CAPITAL LTD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9856.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS KWS SAAT SE & CO KGAA                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $11346.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS INTERROLL HOLDING AG                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-66918.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SPAREBANK 1 SMN                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-51305.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DBA GROUP SPA                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7000.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS NIOX GROUP PLC                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5627.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GREAT PORTLAND ESTATES PLC                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-109660.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS HOEGH AUTOLINERS ASA                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1736.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SA               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $64716.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SCOR SE                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13421.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | BRENT CRUDE                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          12 | NC      | $-20522.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ONTEX GROUP NV                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4939.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS HANNOVER RUECK SE                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $9403.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS TRYG A/S                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-22616.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS INTESA SANPAOLO SPA                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $39268.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DECEUNINCK NV                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3888.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CREST NICHOLSON HOLDINGS PLC                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $8203.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ALLEGRO.EU SA                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-93740.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS FERRETTI SPA                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-37909.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HANDLOWY                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1040.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | TRS IBERDROLA SA                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13349.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | BRENT CRUDE                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         -23 | NC      | $40353.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS TINEXTA SPA                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-125837.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NP3 FASTIGHETER AB                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $33749.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS AQUAFIL SPA                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $11223.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SAF-HOLLAND SE                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $15630.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS EVS BROADCAST EQUIPMENT SA                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $951.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BKW AG                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7302.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS XTB                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-93292.15    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS CONTINENTAL AG                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $84312.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS QT GROUP OYJ                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1064.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SIKA AG                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-42108.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39469.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS ASR NEDERLAND NV                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-81279.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS KAUFMAN & BROAD SA                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $17524.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS ADIDAS AG                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $66353.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DKSH HOLDING AG                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $53333.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS KNORR-BREMSE AG                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4630.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BELIMO HOLDING AG                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-143887.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BASIC-FIT NV                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-80377.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS KERRY GROUP PLC                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-34594.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DSM-FIRMENICH AG                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-36031.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BREMBO NV                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4889.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5944.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $86.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS FINECOBANK BANCA FINECO SPA                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-91146.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS LASSILA & TIKANOJA OYJ                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1105.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HVIVO PLC                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-59183.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VERALLIA SA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4777.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MORGAN SINDALL GROUP PLC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $212888.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AIR FRANCE-KLM                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9589.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SERCO GROUP PLC                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $37904.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS CARE PROPERTY INVEST NV                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $14182.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS MEKO AB                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4230.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS NORDEX SE                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $112179.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | LIVE CATTLE                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |          -6 | NC      | $-28393.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS DSV A/S                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-45622.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AIB GROUP PLC                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $18845.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS AUMANN AG                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7004.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NILORNGRUPPEN AB                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-372.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS TELEFONAKTIEBOLAGET LM ERICSSON                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-8179.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS EUROTELESITES AG                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-290.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION         | TRS ENGIE SA                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |           1 | NC      | $37457.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RESILIENT REIT LTD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1735.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS VIENNA INSURANCE GROUP AG WIENER VERSICHERUNG GRUPPE      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $54613.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS WHITBREAD PLC                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $8607.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3144.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS MANDATUM OYJ                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $41205.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS LG ENERGY SOLUTION LTD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12970.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS M&G PLC                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17621.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6913.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS ALMIRALL SA                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8846.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ENEL SPA                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $15617.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS KENMARE RESOURCES PLC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5242.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS AUTOSTORE HOLDINGS LTD                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $90159.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS STABILUS SE                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14712.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS RANDSTAD N.V.                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11151.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9954.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ABC ARBITRAGE                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14687.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS TUI AG                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $58353.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS STANDARD CHARTERED PLC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $206677.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS PARTNERS GROUP HOLDING AG                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-36684.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS NEWRON PHARMACEUTICALS SPA                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5856.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SUSS MICROTEC SE                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $114778.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS EQUINOR ASA                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-38653.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS CLIQ DIGITAL AG                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6803.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MOSTOSTAL ZABRZE SA                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6088.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS WITHSECURE OYJ                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5935.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $543.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DAIMLER TRUCK HOLDING AG                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-70312.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SEVERN TRENT PLC                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1515.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS WIZZ AIR HOLDINGS PLC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $30075.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CAPITA PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $35873.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS UTILITIES SELECT SECTOR SPDR FUND                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7104.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS JUDGES SCIENTIFIC PLC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $56348.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS VITROLIFE AB                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-18654.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SIXT SE                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38181.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS NEMETSCHEK SE                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-66386.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BIOARCTIC AB                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $15952.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-206.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS CLOSE BROTHERS GROUP PLC                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6135.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SEDANA MEDICAL AB                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-6621.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS EUROGROUP LAMINATIONS SPA                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26214.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS AUTO1 GROUP SE                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-131924.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS OUTSURANCE GROUP LTD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-165622.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS DIRECT LINE INSURANCE GROUP PLC                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8525.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS WARTSILA OYJ ABP                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-279.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SEVERN TRENT PLC                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21412.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | IRS BRL                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $13439.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS HIAG IMMOBILIEN HOLDING AG                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $17716.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS INTL CONSOLIDAT                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21627.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BHP GROUP LTD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11295.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PPHE HOTEL GROUP LTD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20071.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TRIGANO SA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7376.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS WERELDHAVE NV                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $28239.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS TALANX AG                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $92131.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS EUROCASH SA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2581.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS LINDE PLC                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15577.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS REDCARE PHARMACY NV                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $13263.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                     | IRS ZAR                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1834.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SIEMENS HEALTHINEERS AG                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10544.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $107.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS EXOR NV                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $54101.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ARBONIA AG                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $90188.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SOLVAY SA                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16630.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BORUSSIA DORTMUND GMBH & CO KGAA                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-31398.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS COINSHARES INTERNATIONAL LTD                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2437.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS KRUK SA                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1410.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SACYR SA                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-135427.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SUBSEA 7 SA                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $3059.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ASTRAL FOODS LTD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9216.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NIBE INDUSTRIER AB                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $27500.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2358.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS FINNAIR OYJ                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-30787.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS GJENSIDIGE FORSIKRING ASA                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-37861.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PEPCO GROUP NV                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $43268.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS HORNBACH HOLDING AG & CO KGAA                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $21068.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS EQUITES PROPERTY FUND LTD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $16866.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS EMMI N                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8251.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT              | TRS DBCRFMNU INDEX                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DE               | CORP              | DE        |           1 | NC      | $35877.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-75757.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS JYSKE BANK A/S                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5127.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS PARATUS ENERGY SERVICES LTD                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-977.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1054.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RHI MAGNESITA NV                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21774.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ACADEMEDIA AB                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2682.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS TEAMVIEWER SE                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22513.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ASCENCIO                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $16451.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ST GALLER KANTONALBANK AG                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4760.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RAINBOW TOURS SA                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $131862.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ENERGIEKONTOR AG                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-137.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | TRS SOMNIGROUP INTERNATIONAL INC                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |           1 | NC      | $468.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MORGAN ADVANCED MATERIALS PLC                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $816.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS EPIROC AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5905.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13104.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | SPRINGWORKS THERAPEUTICS INC                                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -63 | NC      | $-315.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BIG YELLOW GROUP PLC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7290.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS MAYR MELNHOF KARTON AG                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $7465.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SOGEFI SPA                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $37552.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DELIVEROO PLC ORD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15849.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SPAREBANKEN VEST                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-9805.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS AIXTRON SE                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-44081.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RESOLUTE MINING LTD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2859.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ARJO AB                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-118419.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS AMBU A/S                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-21709.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS GRENKE AG                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $302.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SVENSKA CELLULOSA AB SCA                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $19187.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VENTURE LIFE GROUP PLC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $8730.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS GEORG FISCHER AG                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-57862.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS METSA BOARD OYJ                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $17726.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ADDLIFE AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $115563.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS CVC CAPITAL PARTNERS PLC                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-25328.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS METALL ZUG AG                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-342.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SATS ASA                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $20095.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ITV PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11351.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TOTALENERGIES                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11951.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CDS ITRAXX.EU.43.V1                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $628523.69    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS BAYERISCHE MOTOREN WERKE AG                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-37730.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS FORFARMERS NV                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $11777.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS HUSQVARNA AB                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-8419.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS HEIDELBERG MATERIALS AG                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $31048.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HUTCHMED CHINA LTD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13431.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS EXPERIAN PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27220.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS NEXI SPA                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-55705.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ALMIRALL SA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-107190.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS B&M EUROPEAN VALUE RETAIL SA                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15148.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FORVIA SE                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15515.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8844.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS COCA-COLA HBC AG                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $56119.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS EDREAMS ODIGEO SA                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-32704.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DISCOVERY LTD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-275315.05   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BAVARIAN NORDIC A/S                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $18389.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TORUNLAR GAYRIMENKUL YATIRIM ORTAKLIGI AS                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $53357.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS INSTALCO AB                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $23463.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SPIRENT COMMUNICATIONS ORD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2646.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS CATENA AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-43747.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SKF AB                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-16658.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SIEMENS ENERGY AG                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $272109.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS METLIFE INC                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14990.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TIKEHAU CAPITAL SCA                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5908.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS LEG IMMOBILIEN SE                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7050.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SALVATORE FERRAGAMO SPA                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4972.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ELEMENTIS PLC                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3715.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DIGITAL VALUE SPA                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $71323.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS YU GROUP PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $16926.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BANCO DE SABADELL SA                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $95299.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AUDAX RENOVABLES SA                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $21049.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                     | IRS HUF                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-27442.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CARMILA SA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $50088.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT             | DAX INDEX                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |           7 | NC      | $170687.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS AKER CARBON CAPTURE ASA                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $18046.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS TECHNOGYM SPA                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $78443.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS ACERINOX SA                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $11594.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS STORYTEL AB                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $30639.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS FUCHS SE                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $32155.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS HEXAGON COMPOSITES ASA                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1091.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS MENSCH UND MASCHINE SOFTWARE SE                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2508.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS HOLCIM AG                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $39648.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS JOST WERKE SE                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $22914.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RUBIS SCA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $48961.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $542.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS LANCASHIRE HOLDINGS LTD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11791.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS INDUSTRIA DE DISENO TEXTIL SA                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4601.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SWISSCOM AG                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-46431.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BRIDGEPOINT GROUP PLC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1823.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SOLGOLD PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $76341.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | IRS MXN                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $24438.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SCHINDLER HOLDING AG                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $51054.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DCC PLC                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16971.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS VIMIAN GROUP AB                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-35036.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS INTERCARS                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3263.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $148.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VAN ELLE HOLDINGS PLC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-376.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VINCI SA                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-57156.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS COREM PROPERTY GROUP AB                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $5418.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS MAIRE SPA                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $112085.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS UNIQA INSURANCE GROUP AG                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-117123.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS EVN AG                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $46327.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS URBAN LOGISTICS REIT PLC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-139317.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BABCOCK INTERNATIONAL GROUP PLC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $119125.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GRUPO CATALANA OCCIDENTE SA                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $20809.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS DOF GROUP ASA                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-11411.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4174.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS LAND SECURITIES GROUP PLC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $10998.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BIOGAIA AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-28248.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FINTEL PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5917.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS MOLTIPLY GROUP SPA                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-69589.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | IRS MXN                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $22392.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NTG NORDIC TRANSPORT GROUP A/S                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $10763.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS NN GROUP NV                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $69078.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS WEBUILD SPA                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $180704.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS 3I GROUP PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $38648.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS HUGO BOSS AG                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4143.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12821.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS JBS S/A                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3063.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BANCO BILBAO VIZCAYA ARGENTARIA SA                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $24386.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DEUTSCHE WOHNEN SE                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $40001.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HIKMA PHARMACEUTICALS PLC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $32838.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS POSTE ITALIANE SPA                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $72509.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BARRATT REDROW PLC                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-32474.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RELX PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12283.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BRENNTAG SE                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21366.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT              | TRS DBCOWNVU INDEX                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DE               | CORP              | DE        |           1 | NC      | $-42012.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SANTANDER BANK POLSKA SA                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4036.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-256.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $68.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ASCOM HOLDING AG                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $22736.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS HAPAG-LLOYD AG                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21948.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ARCTIC PAPER SA                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20125.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                      | TRS EOS ENERGY ENTERPRISES INC                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               | CORP              | GB        |           1 | NC      | $5324.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS CEWE STIFTUNG & CO KGAA                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $8672.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RENEW HOLDINGS                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9309.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PAYPOINT PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $53315.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS AXFOOD AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-70268.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS PER AARSLEFF HOLDING A/S                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $49073.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ELIA GROUP SA/NV                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-75262.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                  | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-965.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SWISS RE AG                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $54663.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SOMERO ENTERPRISES INC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11443.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VODAFONE GROUP PLC                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $27101.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS RECTICEL SA                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22932.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BASLER AG                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7764.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS EMS-CHEMIE HOLDING AG                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-58601.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | IRS TRY                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1509.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS OPMOBILITY                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $37404.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SASOL LTD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-245197.35   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS OSB GROUP PLC                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $52743.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1841.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PICTON PROPERTY INCOME LTD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $20785.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ABRDN EUROPEAN LOGISTICS INCOME PLC                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $29046.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HARMONY GOLD MINING CO LTD                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $45627.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS HEXPOL AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $28878.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GRIFOLS SA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13246.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS LONDON STOCK EXCHANGE GROUP PLC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-96448.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS BECHTLE AG                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23760.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS U-BLOX HOLDING AG                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $118986.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MO-BRUK SA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3009.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS WOOLWORTHS HOLDINGS LTD/SOUTH AFRICA                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $20469.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-721.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SPEEDY HIRE PLC                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-45851.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GALLIFORD TRY HOLDINGS PLC                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $88433.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS MERCEDES-BENZ GROUP AG                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3127.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS RTL GROUP SA                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27959.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS NATWEST GROUP PLC                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $141517.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GRENERGY RENOVABLES SA                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-257184.16   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS METRO BANK HOLDINGS PLC                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5241.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS NORTHAM PLATINUM HOLDINGS LTD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-59489.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS VONOVIA SE                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27646.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS QIAGEN NV                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $7077.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $522.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SECURE TRUST BANK PLC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $50042.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS PALFINGER AG                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18683.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TBC BANK GROUP PLC                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $118657.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                     | IRS HUF                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4002.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS STORSKOGEN GROUP AB                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $110940.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS CECONOMY AG                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22101.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PGE POLSKA GRUPA ENERGETYCZNA SA                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $143953.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BAKKAVOR GROUP PLC                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $54140.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS KERING SA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $138208.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BUFAB AB                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1448.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-447.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS EUROCOMMERCIAL PROPERTIES NV                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $34502.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS XVIVO PERFUSION AB                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $39164.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ABRDN PLC                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $46928.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SVITZER GROUP A/S                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1355.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS JPUSFLOW INDEX                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1138.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS WOLTERS KLUWER                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14364.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT              | TRS DBCRFMNU INDEX                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DE               | CORP              | DE        |           1 | NC      | $4138.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS INTERMEDIATE CAPITAL GROUP PLC                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11991.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SYNEKTIK SA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $157200.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS STELLANTIS                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2407.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | UK NATURAL GAS                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         -10 | NC      | $20796.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GRUPA AZOTY SA                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13357.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SPAREKASSEN SJAELLAND-FYN A/S                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $10366.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | TRS VEOLIA ENVIRONNEMENT SA                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |           1 | NC      | $2843.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS GRANGES AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $800.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS CERES POWER HOLDINGS PLC                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1517.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SANDVIK AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $16517.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TELEPERFORMANCE                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-25136.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DOMINO'S PIZZA GROUP PLC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $56448.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS VZ HOLDING AG                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $24713.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VOLTALIA SA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $21336.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                   | IRS TRY                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |           1 | NC      | $17505.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DEME GROUP NV                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $32269.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | TRS JBS S/A                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9076.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FUNDING CIRCLE HOLDINGS PLC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4675.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ATLAS COPCO AB                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6267.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS EVERPLAY GROUP PLC                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6922.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS LIFCO AB                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-3841.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | TRS EGYPT TREASURY BILL                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $86020.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DEUTSCHE BANK AG                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $142345.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NORDEA BANK ABP                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $9019.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS XEROX CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11554.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SECUNET SECURITY NETWORKS AG                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2242.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS HELLA GMBH & CO KGAA                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5069.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SBM OFFSHORE NV                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-46673.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SAPPI LTD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-104645.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS VGP NV                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-37684.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS TECAN GROUP AG N                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $1470.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PINEWOOD TECHNOLOGIES GROUP PLC                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38770.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS MEDACTA GROUP SA                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-57975.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FIRSTGROUP PLC                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $67893.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS JUVENTUS FOOTBALL CLUB SPA                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22019.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $155.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS PEXIP HOLDING ASA                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $67105.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SOLSTAD OFFSHORE ASA                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $11922.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS AEDIFICA SA                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $41826.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS MARR SPA                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5605.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MULTICHOICE GROUP                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38106.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SCANDINAVIAN TOBACCO GROUP A/S                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6571.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS VERBIO SE                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18460.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ELMERA GROUP ASA                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-10691.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FUTURE PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-54492.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS AEGON LTD                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $52284.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7186.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18981.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS STRAUMANN HOLDING AG                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17611.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS INDUS HOLDING AG                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $8407.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS WARTECK INVEST AG                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3848.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS HMS NETWORKS AB                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $22554.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS LOGITECH INTERNATIONAL SA                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $57407.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NORWEGIAN AIR SHUTTLE ASA                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $92474.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GENUIT GROUP PLC                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-60138.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DELIVERY HERO SE                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12446.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SPAREBANK 1 OESTLANDET                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-11393.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS LINEA DIRECTA ASEGURADORA SA CIA DE SEGUROS Y REASEGUROS  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6552.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE ENDEX MARKETS B.V.                        | ECX EMISSION                                                  | CUSIP: 000000000<br>LEI: 549300CZW488L20NT866 | N/A              | DCO              | CORP              | NL        |          -1 | NC      | $11921.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SONOVA HOLDING AG                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $4347.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS AUTONEUM HOLDING AG                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $113739.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS LINDEX GROUP OYJ                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $7942.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ARGENX SE                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1511.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS JCDECAUX SE                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27919.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS EBRO FOODS SA                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $46823.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS BREEDON GROUP PLC                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $3509.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS FORTUM CORPORATION                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $153.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BANK OF GEORGIA GROUP PLC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $191455.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS HELLOFRESH SE                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $74625.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS SES SA                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18435.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                     | IRS CZK                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3633.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DEVELIA SA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $21415.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BOSSARD HOLDING AG                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-169.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS L'OREAL SA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6770.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GULF KEYSTONE PETROLEUM LTD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2421.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SECURITAS AB                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-6788.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS CNH INDUSTRIAL NV                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-50850.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TECNICAS REUNIDAS SA                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $41598.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BRUNELLO CUCINELLI SPA                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-29800.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS HANSA BIOPHARMA AB                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1213.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | CURRENCY CONTRACT - PEN                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6335.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NOLATO AB SER. B                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $388.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ATRESMEDIA CORP DE MEDIOS DE COMUNICACION SA              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $155192.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS HAFNIA LTD                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $38609.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS TITAN CEMENT INTERNATIONAL SA                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $10229.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RENISHAW PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $62046.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS RVRC HOLDING AB                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1435.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DANIELI & C OFFICINE MECCANICHE SPA                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $148995.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS WACKER CHEMIE AG                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7962.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SAGAX AB B                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2109.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BETSSON AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $102589.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-224.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ZIGNAGO VETRO SPA                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10332.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS VONTOBEL HOLDING AG                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $41961.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SAFESTORE HOLDINGS PLC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $65504.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BOLLORE SE                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19033.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS UNITED INTERNET AG                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-135628.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BASF SE                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $70.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RATHBONES GROUP PLC                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14528.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FEVERTREE DRINKS PLC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11122.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS IVECO GROUP NV                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $156627.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ADVANCED MEDICAL SOLUTIONS GROUP PLC                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3988.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | WTI CRUDE                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           1 | NC      | $-781.04      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                     | IRS HUF                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-15438.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                     | IRS HUF                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $15082.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS KARNOV GROUP AB                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7729.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DASSAULT SYSTEMES SE                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2488.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS TAG IMMOBILIEN AG                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16644.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NOBIA AB                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-11167.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SALMON EVOLUTION ASA                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $985.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TESCO PLC                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $41590.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CONDUIT HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-88784.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ACCIONA SA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $74974.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN OIL                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $2659.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS GEA GROUP AG                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $16244.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TUBACEX SA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22405.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VICAT SACA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $186672.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS HOIST FINANCE AB                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $70711.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS MAGNORA ASA                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-6083.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TELEVISION FRANCAISE 1 SA                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $48572.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BIESSE SPA                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20289.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CELLNEX TELECOM SA                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9279.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS EFG INTERNATIONAL AG                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $173940.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ENGCON AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $9375.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-66363.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS DEMANT A/S                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2070.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HEXATRONIC GROUP AB                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $204.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TEN SQUARE GAMES SA                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $32458.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BARRY CALLEBAUT AG                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $49401.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BENEFIT SYSTEMS SA                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14094.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FNAC DARTY                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9631.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS MODERN TIMES GROUP MTG AB                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-80838.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BUDIMEX                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14108.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS EUROCELL PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3504.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS INSTONE REAL ESTATE GROUP SE                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $15924.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | NY HARB ULSD                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           1 | NC      | $-3206.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ATRIUM LJUNGBERG AB                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1057.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ELEKTA AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $192.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS INTERPARFUMS SA                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $21623.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ZUMTOBEL GROUP AG                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5016.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CRODA INTERNATIONAL PLC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $143940.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SMURFIT WESTROCK PLC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $29822.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BLOOMSBURY PUBLISHING PLC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-57772.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VIDRALA SA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6035.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS OVS SPA                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $165635.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BRAVIDA HOLDING AB                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-10489.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | CURRENCY CONTRACT - CNY                                       | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BILLINGTON HOLDINGS PLC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1950.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS J D WETHERSPOON PLC                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-49.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PHOENIX GROUP HOLDINGS PLC                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-119640.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS WALLENSTAM AB                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-33264.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS FUGRO NV                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6837.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS TROAX GROUP AB                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $20160.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SKANDINAVISKA ENSKILDA BANKEN                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $10480.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS DIOS FASTIGHETER AB                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-272.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS CLOUDBERRY CLEAN ENERGY ASA                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5865.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS GIMV NV                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $57381.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $352.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11050.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GALAPAGOS NV                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26510.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS TELEKOM AUSTRIA AG                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $3862.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AEROPORTS DE PARIS SA                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-24747.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS WILSON BAYLY HOLMES-OVCON LTD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4101.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS KONTRON AG                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2559.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS HUMANA AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-26537.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS INFRASTRUTTURE WIRELESS ITALIANE SPA                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-52831.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BE SEMICONDUCTOR INDUSTRIES NV                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-45381.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS MIPS AB                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1936.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FLUTTER ENTERTAINMENT PLC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22954.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | ISRAELI SHEKEL                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          -5 | NC      | $-37683.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS FLSMIDTH & CO A/S                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-13435.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SABESP    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4226.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PURETECH HEALTH PLC                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $23950.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ALTEN SA                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $19022.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS WISE PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38217.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS WATCHES OF SWITZERLAND GROUP P                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $23178.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS WICKES GROUP PLC                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $136624.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SKANSKA AB SER. B                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-3857.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS COMMERZBANK AG                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $56220.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS HERA SPA                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $13369.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-507.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS INTEGRAFIN HOLDINGS PLC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14915.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ALLEIMA AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-38653.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS POLAR CAPITAL HOLDINGS PLC                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-37731.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS KONINKLIJKE HEIJMANS N.V                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $262817.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS CORBION NV                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $20676.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SKAN GROUP AG                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7024.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ENEL SPA                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $42723.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS TELECOM ITALIA                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $63268.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CORP ACCIONA ENERGIAS RENOVABLES SA                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3055.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CHEMRING GROUP                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17662.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | SA RAND CURR(CME)                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          32 | NC      | $54770.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ENEA SA                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $184182.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS INTERPUMP GROUP SPA                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-52043.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS GERRESHEIMER AG                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3295.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BW LPG LTD                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-19780.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS YIT OYJ                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-39502.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DUERR AG                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $71564.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS XPS PENSIONS GROUP PLC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $17517.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS WH SMITH PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $16545.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS VEIDEKKE ASA                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $8598.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS HISCOX LTD                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16411.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1240.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MITCHELLS & BUTLERS PLC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $63286.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | TRS CIFXCADM                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $78538.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS HOLMEN AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $378.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BACHEM HOLDING AG                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1636.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BREDBAND2 I SKANDINAVIEN AB                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $220.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SOLTEC POWER HOLDINGS SA                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $24310.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS JET2 PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $221349.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VISTRY GROUP PLC                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5543.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS CLAS OHLSON AB                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $88746.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CVS GROUP PLC                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-46174.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS GENERAL MOTORS                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11815.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | TRS CIFXPPDD                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-66220.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT              | TRS DBCRFLBU INDEX                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DE               | CORP              | DE        |           1 | NC      | $-149921.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS PATRIZIA SE                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-45209.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PRS REIT PLC/THE                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-104363.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ZEHNDER GROUP AG                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $111580.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS THUNGELA RESOURCES LTD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-182157.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS WERELDHAVE BELGIUM COMM VA                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1156.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS REPLY SPA                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1451.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS REVENIO GROUP OYJ                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-12524.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS FRONTLINE PLC                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2430.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | 3 MONTH SOFR                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -22 | NC      | $-15016.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS UNIVERSAL MUSIC GROUP NV                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10077.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CONTEMPORARY AMPEREX TECHNOLOGY CO LTD                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-72002.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DE' LONGHI SPA                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $836.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT              | TRS DBCOWNVU INDEX                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DE               | CORP              | DE        |           1 | NC      | $-401328.54   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RENOLD PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $34121.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HERMES INTERNATIONAL SCA                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3546.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS JAMES HALSTEAD PLC                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3575.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SURGICAL SCIENCE SWEDEN AB                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-19647.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ERG SPA                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10631.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BFF BANK SPA                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-66674.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $46.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS LIFE HEALTHCARE GROUP HOLDINGS LTD                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11329.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS AKER SOLUTIONS ASA                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $10719.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SINCH AB                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $71572.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | IRS USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $95995.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DOM DEVELOPMENT SA                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $26414.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS KONINKLIJKE BAM GROEP NV                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $189268.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS JOHNSON SERVICE GROUP PLC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $21594.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SAMPO OYJ                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-37444.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ZEALAND PHARMA A/S                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $28384.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DEUTSCHE BOERSE AG                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-48358.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5954.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS XIOR STUDENT HOUSING NV                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $26592.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS RUSTA AB                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $17887.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS CY4GATE SPA                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9446.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS NCAB GROUP AB                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $37588.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS STXE 600 IG&S PR INDEX                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3557.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RECKITT BENCKISER GROUP PLC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-37477.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS GALENICA AG                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20858.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS EVONIK INDUSTRIES AG                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $37771.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS SESA                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23474.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CHRYSALIS INVESTMENTS LTD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $56175.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $55.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS INCAP OYJ                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2735.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS VAT GROUP AG                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-65207.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MELIA HOTELS INTERNATIONAL SA                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10902.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS REGIONAL REIT LTD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-52333.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS MERCK KGAA                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $238.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS FORMYCON AG                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1068.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GRAINGER PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1515.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS LLOYDS BANKING GROUP                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12513.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS THULE GROUP AB                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $14066.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS IREN SPA                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-61513.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-96.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1174.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SCHOELLER-BLECKMANN OILFIELD EQUIPMENT AG                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10222.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS JPUSFLOW INDEX                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13821.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HENRY BOOT PLC                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1943.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS OXFORD BIOMEDICA PLC                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2219.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PERNOD RICARD SA                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $193086.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ADMIRAL GROUP ORD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $10467.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS GFT TECHNOLOGIES SE                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1433.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ALZCHEM GROUP AG                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $56675.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BONHEUR ASA                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6573.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS FASTIGHETS AB BALDER                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2367.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-306.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ARAMIS GROUP                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3306.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ENQUEST PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-76179.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS INDUTRADE AB                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6360.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SPECTRIS PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $62259.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS OBRASCON HUARTE LAIN SA                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2666.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ASM INTERNATIONAL NV                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $102482.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NILFISK HOLDING A/S                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-3009.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SULZER AG                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $107671.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS NEWRIVER REIT PLC                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13610.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS H & M HENNES & MAURITZ AB                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2909.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8167.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PRIMARY HEALTH PROPE                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1853.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MERSEN                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $758.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS VNV GLOBAL AB                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2539.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS STRABAG SE                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $33271.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SAGA PLC                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23446.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ORANGE SA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $28006.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS PARADOX INTERACTIVE AB                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2162.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ECONOCOM GROUP SA/NV                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $10543.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MFE-MEDIAFOREUROPE NV                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $42213.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MTN GROUP LTD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $112601.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MARSTON'S PLC                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $31548.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MFE-MEDIAFOREUROPE NV                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $37621.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FERROVIAL SE                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-176281.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HOLLYWOOD BOWL GROUP                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1358.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AVATION PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1139.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GREENCORE GROUP PLC                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $337044.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VISCOFAN SA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-49998.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS HBX GROUP INTERNATIONAL PLC                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $585.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AIRBUS SE                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13603.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS KARDEX HOLDING AG                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $51545.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-372.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | IRS COP                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-6363.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS EUROPRIS ASA                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $17738.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BALFOUR BEATTY PLC                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $140524.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ANORA GROUP OYJ                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-6101.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FD TECHNOLOGIES PLC                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-194824.27   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SUPER GROUP LTD/SOUTH AFRICA                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-30096.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ELOPAK ASA                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $21331.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DIAGEO PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $151918.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CAPGEMINI SE                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $24225.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VEOLIA ENVIRONNEMENT SA                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $19662.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | COFF ROBUSTA 10TN                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           4 | NC      | $-24834.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SHURGARD SELF STORAGE LTD                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-45586.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DATATEC LTD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $66401.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS INDRA SISTEMAS SA                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $296900.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS XP POWER LTD                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $105.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DERMAPHARM HOLDING SE                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $202.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS LA FRANCAISE DES JEUX SACA                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4528.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SPAREBANK 1 SOR-NORGE ASA                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-18539.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES SA             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $139201.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VERTU MOTORS PLC                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5736.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS OMNIA HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $28588.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1246.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DINO POLSKA SA                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-268433.62   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS LOTUS BAKERIES NV                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-28314.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ANTOFAGASTA PLC                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5668.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS SAIPEM SPA                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $65905.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS INMOBILIARIA COLONIAL SOCIMI SA                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $6881.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS HUHTAMAKI OYJ                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-39431.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS THYSSENKRUPP NUCERA AG & CO KGAA                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-43920.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DRDGOLD LTD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-99591.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ZALANDO SE                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $25978.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS DEDICARE AB                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-5155.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | GOLAR LNG LTD                                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -87 | NC      | $-1305.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS BAYER AG                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $25203.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS THE SAGE GROUP PLC                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3030.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ALLFUNDS GROUP PLC                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38634.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS MONTEA NV                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $15407.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS TELIA CO AB                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $5142.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HEKTAS TICARET TAS                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14711.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ENDESA SA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $177738.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS LOTTOMATICA GROUP SPA                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-127113.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS NOVARTIS AG                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $40477.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS PANORO ENERGY ASA                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-17319.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5452.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS UMICORE SA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $58598.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NCC AB                                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-15563.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VUKILE PROPERTY FUND LTD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4986.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS IONOS GROUP SE                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $178028.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TEAM INTERNET GROUP PLC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-131215.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PENNON GROUP PLC                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-67890.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ENERGEAN PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9196.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS AMBEA AB                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-35386.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ODFJELL TECHNOLOGY LTD                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $10293.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS IMCD NV                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5582.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1939.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BYSTRONIC AG                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-21871.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NESTE OYJ                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4610.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $183302.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS FLOW TRADERS                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $10306.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS PSP SWISS PROPERTY AG                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8508.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS FLUIDRA SA                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $262.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ALBARAKA TURK KATILIM BANKASI AS                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1690.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS KOC HOLDING AS                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-41529.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                 | IRS MYR                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3045.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PETERSHILL PARTNERS PLC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $48588.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-911.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2146.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                     | IRS HUF                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5163.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SYENSQO                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9298.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS METSO OYJ                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $11282.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS COLRUYT GROUP N.V                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-445.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SEVERFIELD PLC                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $15080.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ORSERO SPA                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $23700.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ALCON AG                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $14668.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS GALDERMA GROUP AG                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-34209.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS TECHNOPROBE SPA                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-79528.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS LVMH MOET HENNESSY LOUIS VUITTON SE                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $47052.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1455.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS PROSUS NV                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-25882.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS EUROFINS SCIENTIFIC SE                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $53341.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS PNE AG                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-35951.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | IRS MYR                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3171.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS VESTAS WIND SYSTEMS A/S                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-31915.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS TAMBURI INVESTMENT PARTNERS SPA                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20292.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS CARGOTEC OYJ                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-10044.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RS GROUP PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $44425.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SPAR GROUP LTD/THE                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-58979.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NELLY GROUP AB                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $9867.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2811.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MR PRICE GROUP LTD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $41080.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS MARIMEKKO OYJ                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1102.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                     | IRS HUF                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-15908.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ENCE ENERGIA Y CELULOSA SA                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3166.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ASHTEAD GROUP PLC                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $77526.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CAIRN HOMES PLC                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $148876.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS AZELIS GROUP NV                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5688.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RENTOKIL INITIAL PLC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $44671.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS TERNA - RETE ELETTRICA NAZIONALE                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-33646.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SIGNIFY NV                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $95920.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | TRS ENERGY TRANSFER LP                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $3749.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS MONTANA AEROSPACE AG                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $36004.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS CADELER A/S                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $19504.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS CAREL INDUSTRIES SPA                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-114493.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS REUNERT LTD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9912.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS MOMENTUM GROUP LTD                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2533.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS DANSKE BANK A/S                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $24353.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS RAUBEX GROUP LTD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38530.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SOFINA SA                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $27543.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CASHBUILD LTD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $1795.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                 | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BILFINGER SE                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $135073.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS CANCOM SE                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $64738.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS KOJAMO OYJ                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-44851.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SUPERMARKET INCOME REIT PLC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-27766.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES LLC                                 | TRS BPER BANCA SPA                                            | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | N/A              | DE               | CORP              | US        |           1 | NC      | $-5581.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ALIOR BANK SA                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $50626.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS THYSSENKRUPP AG                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $18346.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SMA SOLAR TECHNOLOGY AG                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-19497.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BANCA IFIS SPA                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $119182.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS COSTAIN GROUP PLC                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $71321.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $364.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | IRS COP                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-8307.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FORTRESS REAL ESTATE INVESTMENTS LTD                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $57362.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS ARCADIS                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-186.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ALSO HOLDING AG                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $90347.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS AGILYX ASA                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-390.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CLARANOVA SE                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $34369.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS LEGAL & GENERAL GROUP PLC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-76551.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BANQUE CANTONALE VAUDOISE                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-38366.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS UNITE GROUP PLC/THE                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $23319.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ISS A/S                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6383.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2241.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS LUBELSKI WEGIEL BOGDANKA SA                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20616.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PRUDENTIAL PLC                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-52981.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DORMAKABA HOLDING AG                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $109904.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS LUNDIN GOLD INC                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $96205.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS OLD MUTUAL LTD                                            | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $39094.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AUTO PARTNER SA                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1364.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SCHOUW & CO A/S                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-8780.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS KAP LIMITED                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $176.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FRASERS GROUP PLC                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-40916.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS A2A SPA                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $43098.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SECURITIES (USA) INC.         | CURRENCY CONTRACT - THB                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3054.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS OCI NV                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $63605.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DEUTSCHE PFANDBRIEFBANK AG                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-24427.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ILLIMITY BANK SPA                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4088.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS COSTAIN GROUP PLC                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $876.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS GREENYARD NV                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $1929.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS VALIANT HOLDING AG                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $21179.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ALM BRAND A/S                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4819.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS CEMENTIR HOLDING NV                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $47613.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CMC MARKETS ORD GBP0.25                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4725.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DISCOVERIE GROUP PLC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4028.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - BRL                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS TOMTOM NV                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14837.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS KONINKLIJKE AHOLD DELHAIZE NV                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $53147.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS KONECRANES OYJ                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-11140.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BASILEA PHARMACEUTICA AG ALLSCHWIL                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $57903.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BEIJER REF AB                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $28983.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NKT A/S                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $51686.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SP GROUP A/S                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $7033.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                     | IRS HUF                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3512.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NYFOSA AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4592.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS K-FAST HOLDING AB                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4942.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12677.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ADDNODE GROUP AB                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $9360.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SOLARIA ENERGIA Y MEDIO AMBIENTE SA                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $42469.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS LABORATORIOS FARMACEUTICOS ROVI SA                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $13027.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS PORR AG                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $34013.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ASSYSTEM SA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $17000.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS HENSOLDT AG                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-237809.10   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BARCLAYS PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $82559.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS DUSTIN GROUP AB                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-13074.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                   | TRS ENHACAT5 INDEX                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |           1 | NC      | $-47539.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS SECHE ENVIRONNEMENT SACA                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14580.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $403.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | DESPEGAR.COM CORP                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         103 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $657.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS INTERNATIONAL PAPER CO                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3323.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BPER BANCA SPA                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $56884.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS WORKSPACE GROUP PLC                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-70574.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GETLINK SE                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-36993.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ELIOR GROUP SA                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17305.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FOXTONS GROUP PLC                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $54613.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BUZZI SPA                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $9328.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                     | IRS HUF                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5322.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS IBSTOCK PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-105238.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $238494.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $28.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS MATAS A/S                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-6391.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CURRO HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4478.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BB BIOTECH AG                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $50943.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AFRICAN RAINBOW MINERALS LTD                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $12731.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FERGUSON ENTERPRISES INC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $16488.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS QUADIENT SA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14828.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FAIRVEST LTD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $11858.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS OXFORD NANOPORE TECHNOLOGIES PLC                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $2045.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS AVIO                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $6981.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DAETWYLER HOLDING AG                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $240.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                   | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-42651.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BILLERUD AKTIEBOLAG                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-27624.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ON THE BEACH GROUP PLC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $170233.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS HAL TRUST                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $12381.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS OXFORD INSTRUMENTS PLC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $34409.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HAMMERSON PLC                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $32359.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | TRS CIFXPPDD                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6921.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS AMG CRITICAL MATERIALS NV                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-139542.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS FISKARS OYJ ABP                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $6538.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CARNIVAL PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $87317.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | TRS CIFXCADM                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |           1 | NC      | $7498.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1379.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SENSIRION HOLDING AG                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-60194.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MAS P.L.C.                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-31073.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TRANSACTION CAPITAL LTD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $36951.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS THARISA PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15136.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS OMV AG                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6506.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS MUNTERS GROUP AB                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1023.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                     | IRS HUF                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-39815.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ORSTED AS                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $67044.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS KESKO OYJ                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-41395.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS YPSOMED HOLDING AG                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-59167.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ACKERMANS & VAN HAAREN NV                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-125482.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BW ENERGY LTD                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2591.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SUN INTERNATIONAL LTD/SOUTH AFRICA                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6782.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS LIONTRUST ASSET MANAGEMENT PLC                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $6666.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MORTGAGE ADVICE BUREAU HOLDINGS LTD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-25499.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS INTERNATIONAL PETROLEUM CORP                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $45710.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS RATOS AB                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-20801.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS SIEMENS AG                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14690.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SOFTWAREONE HOLDING AG                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-58298.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS INVESTOR AB                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $12558.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $688.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HALEON PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-130382.01   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS CAMURUS AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $58719.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS NEXANS SA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $4509.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SAVILLS PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-37193.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CENTRICA PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $79058.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS E.ON SE                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $80.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BETTER COLLECTIVE A/S                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-10145.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DERWENT LONDON PLC                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $14259.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS KINNEVIK AB                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-32561.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS WATKIN JONES PLC                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-190341.16   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | SUGAR #11 (WORLD)                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          -4 | NC      | $1659.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AG ANADOLU GRUBU HOLDING AS                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-54933.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT              | TRS DBCRFLBU INDEX                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DE               | CORP              | DE        |           1 | NC      | $-15276.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                   | TRS ENHACAT5 INDEX                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |           1 | NC      | $-3181.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MERLIN PROPERTIES SOCIMI SA                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-45683.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CLARKSON PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4344.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SOFTCAT PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-34305.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS VISCOFAN SA                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10443.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS KONGSBERG GRUPPEN ASA                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $37915.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VALNEVA SE                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $35224.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS EVOTEC SE                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-35518.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1595.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SYDBANK A/S                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $682.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS HENKEL AG & CO KGAA                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4826.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ODFJELL SE                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $9569.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS GRIEG SEAFOOD ASA                                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-29856.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NOVONESIS NOVOZYMES B                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-21040.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AMEDEO AIR FOUR PLUS LTD                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $22117.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BEFESA SA                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-72451.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ROCHE HOLDING AG                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $38544.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ENENTO GROUP OYJ                                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-4832.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS GURIT HOLDING AG                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $19836.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4779.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS METROPOLE TELEVISION SA                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5388.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TRITAX BIG BOX REIT PLC ORD                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7996.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS FIELMANN GROUP AG                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16716.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ENAV SPA                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20533.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MITIE GROUP PLC                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $136035.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS WIENERBERGER AG                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-92794.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SILTRONIC AG                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4276.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BEKAERT SA                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $50848.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GLOBAL DOMINION ACCESS SA                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15441.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS EASYJET PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $40079.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $69.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NOKIA OYJ                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-39652.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS TRATON SE                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1208.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MBANK SA                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-299034.40   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BERGMAN & BEVING AB                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-904.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ADESSO SE                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-168.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ENGIE SA                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $31118.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS VITEC SOFTWARE GROUP AB                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $105448.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SUNRISE COMMUNICATIONS AG                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2990.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VOLKSWAGEN NV PRF                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20113.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BANKINTER SA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-189225.22   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | UNITED STATES STEEL CORP                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -220 | NC      | $-2420.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                             | RAPESEED EURO                                                 | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |          -1 | NC      | $-100.04      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS COLOPLAST A/S                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $50303.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BID CORP LTD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-26201.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BLUENORD ASA                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $11790.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PHARMA MAR SA                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-154109.11   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HILTON FOOD GROUP PLC                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $38704.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ECOPRO CO LTD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3530.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VALEO SE                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-40438.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ERAMET SA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $79035.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NEOBO FASTIGHETER AB                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2862.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SCHWEITER TECHNOLOGIES AG                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $24689.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                     | LME COPPER                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          10 | NC      | $20012.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS AMPLIFON SPA                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6365.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SSAB AB                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-59189.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SWEDBANK AB                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-1750.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS PIAGGIO & C SPA                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7813.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AIR LIQUIDE SA                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-14621.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS UNICREDIT SPA                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $108543.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ASELSAN ELEKTRONIK SANAYI VE TICARET AS                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-80421.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BNP PARIBAS SA                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $88953.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS TIETOEVRY OYJ                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $25627.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS BEIERSDORF AG                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8795.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                     | LME COPPER                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         -10 | NC      | $-21367.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SLIGRO FOOD GROUP NV                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9065.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ROCKWOOL A/S                                              | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $783.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS PROTECTOR FORSIKRING ASA                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-27663.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS 1&1 AG                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-54727.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS STXE 600 UTIL PR INDEX                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18831.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS GIVAUDAN SA                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2340.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MERCIALYS SA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9490.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SUEDZUCKER AG                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-2511.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS KELLER GROUP PLC                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $17268.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NORDIC SEMICONDUCTOR ASA                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $15465.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $140.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS JENOPTIK AG                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $36626.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AIR LIQUIDE SA                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-18970.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS GENMAB A/S                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $9221.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS CIBUS NORDIC REAL ESTATE AB PUBL                          | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-18892.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS MLP SE                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-129.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CYFROWY POLSAT SA                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-109214.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ELISA OYJ                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2036.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS PROXIMUS SADP                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-75782.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS VOLATI AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-6493.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS NINGBO TUOPU GROUP CO LTD                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7526.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2877.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS AMS-OSRAM AG                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $174312.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                   | TRS ENHACAT5 INDEX                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               | CORP              | FR        |           1 | NC      | $-24263.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ELMOS SEMICONDUCTOR SE                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $83425.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS WALLENIUS WILHELMSEN ASA                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-61626.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SHAFTESBURY CAPITAL PLC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-61431.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TAURON POLSKA ENERGIA SA                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $178398.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                     | IRS CZK                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $7487.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS RICHEMONT N                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22101.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS TOKMANNI GROUP CORP                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $3673.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS INVISIO AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $18963.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2199.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ASPEN PHARMACARE HOLDINGS LTD                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $109446.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS MIKRON HOLDING AG                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $5197.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ORIOLA OYJ                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-319.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BURKHALTER HOLDING AG                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $28752.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS KERNEL HOLDING SA                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $21743.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ARGAN SA                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-13785.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VESTEL ELEKTRONIK SANAYI VE TICARET AS                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $48088.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS COMET HOLDING AG                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-46203.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS AKER ASA                                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $10416.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS GRAND CITY PROPERTIES S.A.                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $32.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ASTON MARTIN LAGONDA GLOBAL HOLDINGS PLC                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $95161.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SLEEP CYCLE AB                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-17735.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS REDEIA CORP SA                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15177.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SENIOR PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1504.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | IRS MXN                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2960.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ALLREAL HOLDING AG                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-37697.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS KRONES AG                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $69654.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS KGHM POLSKA MIEDZ SA                                      | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $292.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ATTENDO AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $3577.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SANLORENZO                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-1506.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS BEAZLEY PLC                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $20090.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ASSECO POLAND SA                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $249994.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS H LUNDBECK A/S                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-55568.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS AROUNDTOWN SA                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $93747.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SOCIAL HOUSING REIT PLC                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $25247.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS MARKS & SPENCER GROUP PLC                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $161904.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ESSENTRA PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $130418.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS MPC CONTAINER SHIPS ASA                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-438.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BORREGAARD ASA                                            | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-645.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS KEMIRA OYJ                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-40040.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-527.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS HARVIA OYJ                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-8608.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TRUSTPILOT GROUP PLC                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $16669.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AMPER SA                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-15594.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS CRAYON GROUP HOLDING ASA                                  | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $79150.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ENTAIN PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7485.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS NATIONAL GRID PLC                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $16231.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS GECINA SA                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-32873.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS LEGRAND SA                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $-836.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HUUUGE INC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-19646.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ARCELIK AS                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $38469.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7940.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS NOKIAN RENKAAT OYJ                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $4673.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS AALBERTS N.V.                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9979.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS GROUPE BRUXELLES LAMBERT NV                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-61870.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SDIPTECH AB                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-27430.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ECOPRO BM CO LTD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5395.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS IG DESIGN GROUP PLC                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-4185.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS VAUDOISE ASSURANCES HOLDING SA                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $27513.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS VIRBAC SACA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-9634.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS FORTERRA PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-49213.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CIE AUTOMOTIVE SA                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $2208.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $84.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-689.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CD PROJEKT SA                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-224555.06   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS RAI WAY SPA                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $9997.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AO WORLD PLC                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $66932.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PICK N PAY STORES LTD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-35378.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CURRYS PLC                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $190547.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS CTP NV                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10598.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ENI SPA                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-20670.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS FRESENIUS SE&CO KGAA                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $36038.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS KBC GROUP NV                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-52214.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | TRS AVIVA PLC                                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               | CORP              | US        |           1 | NC      | $1238.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BRICKABILITY GROUP PLC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $5730.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS INMOCEMENTO SA                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3632.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ENTRA ASA                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-2231.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ASSA ABLOY AB                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $1721.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BULTEN AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-11488.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION         | IRS USD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |           1 | NC      | $61456.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AB DYNAMICS PLC                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $3725.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AFRIMAT LTD                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $25142.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS HAMBORNER REIT AG                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-24021.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SCATEC ASA                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-6309.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | WTI CRUDE                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           2 | NC      | $-2062.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ATOSS SOFTWARE SE                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $27172.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SPIRAX GROUP PLC                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $174635.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS ERSTE GROUP BANK AG                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-10512.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ECORA RESOURCES PLC                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $16821.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS KID ASA                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $54.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS K+S AG                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-73592.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS RINGKJOEBING LANDBOBANK A/S                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-29275.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GESTAMP AUTOMOCION SA                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-119413.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS DUSTIN GROUP AB                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $16371.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS TELKOM SA SOC LTD                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $143552.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | UNITED STATES STEEL CORP                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         220 | NC      | $9460.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PEARSON PLC                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-562.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | IRS BRL                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $4994.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS SOCIETE BIC SA                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-29614.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS LINDAB INTERNATIONAL AB                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-12465.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GAMMA COMMUNICATIONS PLC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22198.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS LENZING AG                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-23503.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS B2 IMPACT ASA                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $55322.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS TGS ASA                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $16829.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | IRS BRL                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-51619.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS CERILLION PLC                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-12434.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - MYR                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15464.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS DAVIDE CAMPARI-MILANO NV                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22704.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DIS-CHEM PHARMACIES LTD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-82688.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SCHIBSTED ASA                                             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-51580.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS EXAIL TECHNOLOGIES SA                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-85501.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HOWDEN JOINERY GROUP PLC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9382.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS BE GROUP AB                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-3148.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS CARL ZEISS MEDITEC AG                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-11751.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS HIMALAYA SHIPPING LTD                                     | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $2229.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS ENVIPCO HOLDING NV                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $717.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS CA IMMOBILIEN ANLAGEN AG                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-53517.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ASBISC ENTERPRISES PLC                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9620.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SCANDI STANDARD AB                                        | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $20103.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DR. MARTENS PLC                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-444.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS STILLFRONT GROUP AB                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $41592.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS COGNOR HOLDING SA                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16773.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC           | TRS JACQUET METALS SACA                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               | CORP              | US        |           1 | NC      | $5617.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BANK MILLENNIUM SA                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-277464.21   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS MUSTI GROUP OYJ                                           | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-284.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS BALOISE HOLDING AG                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-82834.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS DRAX GROUP PLC                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $157663.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-104.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS MONCLER SPA                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $-17880.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS SECTRA AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-43990.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS UNIPOL ASSICURAZIONI SPA                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $91864.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                     | IRS HUF                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $36392.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS GEBERIT AG                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-83148.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB              | TRS LOOMIS AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | N/A              | DE               | CORP              | SE        |           1 | NC      | $-63811.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS WENDEL SE                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8034.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS NEINOR HOMES, S.A.                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-3147.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS COMPUTACENTER PLC                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-22237.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS VOESTALPINE AG                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $44491.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $229.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS TERVEYSTALO OYJ                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $2523.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS LA FRANCAISE DE L'ENERGIE SACA                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $16654.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS OCADO GROUP PLC                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $36885.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS ZHEJIANG SANHUA INTELLIGENT CONTROLS CO LTD               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-6299.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS BENETEAU SACA                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-16399.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS YOUNG & CO'S BREWERY PLC                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-8285.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS WAVESTONE                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-7053.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | TRS ARYZTA AG                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |           1 | NC      | $109548.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS PANTHEON INFRASTRUCTURE PLC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $22970.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | TRS SNAM SPA                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |           1 | NC      | $-41520.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-252.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AECI LTD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $9436.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS GREATLAND GOLD PLC                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-245122.13   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS AXA SA                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $81258.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | TRS HEIDELBERG MATERIALS AG                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-54776.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                      | Credicorp Capital Sociedad Titulizadora SA                    | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      500000 | PA      | $148171.43    | 0.03%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                         | Lumentum Holdings Inc                                         | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      169000 | PA      | $216742.50    | 0.04%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Xenon Pharmaceuticals Inc                     | Xenon Pharmaceuticals Inc                                     | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |       25083 | NS      | $723644.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED DIGITAL CORP                          | Applied Digital Corp                                          | CUSIP: 038169AA6<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |      134000 | PA      | $120482.95    | 0.02%             | 2030-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |      -98000 | PA      | $-97712.89    | -0.02%            | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                      | Microchip Technology Inc                                      | CUSIP: 595017BF0<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      560000 | PA      | $536340.00    | 0.10%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMLER SCIENTIFIC INC                         | Semler Scientific Inc                                         | CUSIP: 81684MAA2<br>LEI: 549300ZHL16S29QTW485 | Long             | DBT              | CORP              | US        |       24000 | PA      | $19764.00     | 0.00%             | 2030-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc                     | Halozyme Therapeutics Inc                                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Short            | EC               | CORP              | US        |        -421 | NS      | $-23605.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FASTLY INC                                    | Fastly Inc                                                    | CUSIP: 31188VAC4<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13986.00     | 0.00%             | 2028-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                           | PAR Technology Corp                                           | CUSIP: 698884AC7<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |       36000 | PA      | $56745.00     | 0.01%             | 2026-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                            | Zambia Government International Bond                          | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1174968 | PA      | $1057764.96   | 0.20%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                  | Thermo Fisher Scientific Inc                                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        1383 | NS      | $557100.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE REALREAL INC                              | RealReal Inc/The                                              | CUSIP: 88339PAD3<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |       86000 | PA      | $68831.70     | 0.01%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                     | Ionis Pharmaceuticals Inc                                     | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |        -141 | NS      | $-4724.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -365000 | PA      | $-340818.75   | -0.07%            | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       82000 | PA      | $81083.91     | 0.02%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5286.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5628.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -270000 | PA      | $-266983.59   | -0.05%            | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp                              | Haemonetics Corp                                              | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |        -134 | NS      | $-9073.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                       | K Hovnanian Enterprises Inc                                   | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     1006000 | PA      | $1084769.80   | 0.21%             | 2029-09-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Carnival Corp                                 | Carnival Corp                                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | US        |      -47406 | NS      | $-1100767.32  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                         | Vera Therapeutics Inc                                         | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16363 | NS      | $310078.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                      | AmeriTex HoldCo Intermediate LLC                              | CUSIP: 030727AA9<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -607000 | PA      | $-644806.39   | -0.12%            | 2028-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Fujitsu General Ltd                           | Fujitsu General Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       14131 | NS      | $273521.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HIMS & HERS HEALTH                            | Hims & Hers Health Inc                                        | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |      283000 | PA      | $320214.50    | 0.06%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SpringWorks Therapeutics Inc                  | SpringWorks Therapeutics Inc                                  | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12570 | NS      | $587144.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                         | Lumentum Holdings Inc                                         | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      237000 | PA      | $228112.50    | 0.04%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24        | AUST 10Y BOND                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          48 | NC      | $54564.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                          | Edison International                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       13042 | NS      | $725787.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TUNISIAN REPUBLIC                             | Tunisian Republic                                             | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |      398000 | PA      | $444163.68    | 0.09%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS                                | Repay Holdings Corp                                           | CUSIP: 76029LAC4<br>LEI: 2549006EJ42T73ZKUI98 | Long             | DBT              | CORP              | US        |       58000 | PA      | $48082.00     | 0.01%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SoFi Technologies Inc                         | SoFi Technologies Inc                                         | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |      -59846 | NS      | $-795951.80   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                        | Sirius XM Holdings Inc                                        | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Short            | EC               | CORP              | US        |       -5114 | NS      | $-110871.52   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PAR TECHNOLOGY CORP                           | PAR Technology Corp                                           | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |      102000 | PA      | $114314.04    | 0.02%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1449000 | PA      | $1382436.56   | 0.27%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -308000 | PA      | $-293851.25   | -0.06%            | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                         | Alibaba Group Holding Ltd                                     | CUSIP: 01609WBF8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     1153000 | PA      | $1464598.25   | 0.28%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                      | Lennox International Inc                                      | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Short            | EC               | CORP              | US        |        -374 | NS      | $-211104.30   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24        | AUST 10Y BOND                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         -49 | NC      | $-63189.51    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY IND                           | Advanced Energy Industries Inc                                | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |       70000 | PA      | $78848.00     | 0.02%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DATABRICK 12/20/30                            | DATABRICK 12/20/30                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       91517 | PA      | $92432.64     | 0.02%             | 2030-12-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                             | CI Financial Corp                                             | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |       67780 | NS      | $1552319.31   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| REPAY HOLDINGS                                | Repay Holdings Corp                                           | CUSIP: 76029LAA8<br>LEI: 2549006EJ42T73ZKUI98 | Long             | DBT              | CORP              | US        |      699000 | PA      | $672787.68    | 0.13%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                       | K Hovnanian Enterprises Inc                                   | CUSIP: 48251UAK4<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      500000 | PA      | $505000.00    | 0.10%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                    | JD.com Inc                                                    | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | CN        |       -4487 | NS      | $-145423.67   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                   | Arcutis Biotherapeutics Inc                                   | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      120593 | NS      | $1572532.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS SUGAR INC                              | Rogers Sugar Inc                                              | CUSIP: 77519RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      131000 | PA      | $98320.40     | 0.02%             | 2030-06-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                             | Lebanon Government International Bond                         | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      212000 | PA      | $37035.08     | 0.01%             | 2020-06-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                            | Dominican Republic International Bond                         | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    11150000 | PA      | $195504.41    | 0.04%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2947.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                   | Exelon Corp                                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       26933 | NS      | $1180204.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                   | Nutanix Inc                                                   | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      372000 | PA      | $527913.73    | 0.10%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                               | Spotify USA Inc                                               | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |      312000 | PA      | $422947.20    | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                 | Crinetics Pharmaceuticals Inc                                 | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |       29722 | NS      | $906818.22    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                      | Winnebago Industries Inc                                      | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Short            | EC               | CORP              | US        |        -302 | NS      | $-10246.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                                | Ziff Davis Inc                                                | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      269000 | PA      | $253191.76    | 0.05%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| ALNYLAM PHARMACEUTICALS                       | Alnylam Pharmaceuticals Inc                                   | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |      150000 | PA      | $185856.12    | 0.04%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings Inc                        | Alarm.com Holdings Inc                                        | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |        -376 | NS      | $-21582.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bold Eagle Acquisition Corp                   | Bold Eagle Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8931 | NS      | $92614.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BRANDS GRO 03/30/27                     | FIRST BRANDS GRO 03/30/27                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -342931 | PA      | $-332385.41   | -0.06%            | 2027-03-30      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                        | HAT Holdings I LLC / HAT Holdings II LLC                      | CUSIP: 418751AE3<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -378000 | PA      | $-368218.15   | -0.07%            | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                          | Edison International                                          | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Short            | DBT              | CORP              | US        |     -177000 | PA      | $-183724.36   | -0.04%            | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                   | Wayfair Inc                                                   | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      141000 | PA      | $168495.00    | 0.03%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DraftKings Inc                                | DraftKings Inc                                                | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |        -208 | NS      | $-7463.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE USA TLB-5 04/15/27                     | ALTICE USA TLB-5 04/15/27                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      136660 | PA      | $134268.91    | 0.03%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                    | Akbank TAS                                                    | CUSIP: 00971YAK6<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |      536000 | PA      | $544040.00    | 0.10%             | N/A             | Fixed         | 9.37%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                 | United States Treasury Bill                                   | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6000000 | PA      | $5968369.98   | 1.14%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc                                   | Wayfair Inc                                                   | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |       -4937 | NS      | $-203601.88   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ALPHATEC HOLDINGS INC                         | Alphatec Holdings Inc                                         | CUSIP: 02081GAB8<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |      177000 | PA      | $177768.34    | 0.03%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SSR Mining Inc                                | SSR Mining Inc                                                | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Short            | EC               | CORP              | US        |        -348 | NS      | $-4116.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS JAGUAR LAND ROVER AUTOMOTIVE PLC                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-52635.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Artius II Acquisition Inc                     | Artius II Acquisition Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13932 | NS      | $140295.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                       | Pagaya Technologies Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2673 | NS      | $-43944.12    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GUITAR CENTER INC                             | Guitar Center Inc                                             | CUSIP: 40204BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      598000 | PA      | $477997.85    | 0.09%             | 2026-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                           | Ligado Networks LLC                                           | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1772131 | PA      | $505057.41    | 0.10%             | 2023-11-01      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| EVERGY INC                                    | Evergy Inc                                                    | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      210000 | PA      | $241035.78    | 0.05%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NICE LTD                                      | Nice Ltd                                                      | CUSIP: 653656AB4<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | DBT              | CORP              | IL        |       47000 | PA      | $46389.00     | 0.01%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                       | Pebblebrook Hotel Trust                                       | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      655000 | PA      | $615073.56    | 0.12%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fortuna Mining Corp                           | Fortuna Mining Corp                                           | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Short            | EC               | CORP              | CA        |      -13993 | NS      | $-81859.05    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GROUPON INC                                   | Groupon Inc                                                   | CUSIP: 399473AH0<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |      154000 | PA      | $196357.25    | 0.04%             | 2027-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Straumann Holding AG                          | Straumann Holding AG                                          | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |        7132 | NS      | $917376.55    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                      | Travere Therapeutics Inc                                      | CUSIP: 89422GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8000 | PA      | $7590.40      | 0.00%             | 2029-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                | NRG Energy Inc                                                | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        3228 | NS      | $503245.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                             | General Motors Co                                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Short            | EC               | CORP              | US        |       -3225 | NS      | $-159992.25   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Stevanato Group SpA                           | Stevanato Group SpA                                           | CUSIP: 000000000<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |       54797 | NS      | $1217041.37   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                        | Mercedes-Benz Group AG                                        | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Short            | EC               | CORP              | DE        |      -11131 | NS      | $-665609.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPELLCTL12/17/29                        | COMMSCOPELLCTL12/17/29                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      700000 | PA      | $708263.50    | 0.14%             | 2029-12-17      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co Inc                | Petco Health & Wellness Co Inc                                | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |       29487 | NS      | $108217.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                         | Civitas Resources Inc                                         | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      463000 | PA      | $453256.55    | 0.09%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                         | Civitas Resources Inc                                         | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       92000 | PA      | $92251.91     | 0.02%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                               | Southern Co/The                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |       -7219 | NS      | $-649710.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $515.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terawulf Inc                                  | Terawulf Inc                                                  | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Short            | EC               | CORP              | US        |       -1841 | NS      | $-6498.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                               | Caterpillar Inc                                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | EC               | CORP              | US        |       -1464 | NS      | $-509515.92   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| DANIMER SCIENTIFIC INC                        | Danimer Scientific Inc                                        | CUSIP: 236272AA8<br>LEI: 549300L6Q02MAX72BH35 | Long             | DBT              | CORP              | US        |      264000 | PA      | $1485.00      | 0.00%             | 2026-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                        | Jazz Investments I Ltd                                        | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      691000 | PA      | $705338.25    | 0.14%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP                                 | Middleby Corp/The                                             | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |      591000 | PA      | $680359.20    | 0.13%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PTC Therapeutics Inc                          | PTC Therapeutics Inc                                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Short            | EC               | CORP              | US        |       -5839 | NS      | $-283308.28   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ARDONAGH FINCO LTD                            | Ardonagh Finco Ltd                                            | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |       94000 | PA      | $109465.83    | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                           | Exact Sciences Corp                                           | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |       -5841 | NS      | $-328731.48   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| SONICWALL US HLD 05/16/28                     | SONICWALL US HLD 05/16/28                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -333301 | PA      | $-327973.04   | -0.06%            | 2028-05-18      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS 04/30/25                      | LIGADO NETWORKS 04/30/25                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        5798 | PA      | $5798.06      | 0.00%             | 2026-02-10      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc                                       | Dow Inc                                                       | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |       -5273 | NS      | $-146273.02   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                | Advanced Energy Industries Inc                                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |        -316 | NS      | $-36270.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                  | AES Corp/The                                                  | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Short            | EC               | CORP              | US        |      -14832 | NS      | $-149654.88   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                               | Uniti Group Inc                                               | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |       31119 | NS      | $133811.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                       | Liberty Interactive LLC                                       | CUSIP: 530715AL5<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     1267000 | PA      | $202720.00    | 0.04%             | 2030-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BIGBEAR.AI HOLDINGS INC                       | BigBear.ai Holdings Inc                                       | CUSIP: 08975BAC3<br>LEI: 549300XGCF2ELN28CS63 | Long             | DBT              | CORP              | US        |      123000 | PA      | $172379.91    | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                         | Sri Lanka Government International Bond                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       69350 | PA      | $65015.63     | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONMED CORP                                   | CONMED Corp                                                   | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |      825000 | PA      | $785317.50    | 0.15%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ZIFF DAVIS INC                                | Ziff Davis Inc                                                | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      227000 | PA      | $215081.14    | 0.04%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                       | El Salvador Government International Bond                     | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      185000 | PA      | $184589.30    | 0.04%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-763.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                             | Lebanon Government International Bond                         | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1010000 | PA      | $176150.31    | 0.03%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                           | Affirm Holdings Inc                                           | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      176000 | PA      | $165451.53    | 0.03%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| PROVINCIA DE BUENOS AIRE                      | Provincia de Buenos Aires/Government Bonds                    | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     2110227 | PA      | $1537827.92   | 0.30%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Mirion Technologies Inc                       | Mirion Technologies Inc                                       | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Short            | EC               | CORP              | US        |        -224 | NS      | $-4278.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                                 | Wolfspeed Inc                                                 | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      115000 | PA      | $21850.00     | 0.00%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                    | Tarsus Pharmaceuticals Inc                                    | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28383 | NS      | $1219049.85   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BITDEER TECHNOLOGIES GRP                      | Bitdeer Technologies Group                                    | CUSIP: 09175RAB6<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | DBT              | CORP              | KY        |       95000 | PA      | $103730.50    | 0.02%             | 2029-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONFLUENT INC                                 | Confluent Inc                                                 | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |      436000 | PA      | $403300.00    | 0.08%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                         | Alphatec Holdings Inc                                         | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |      258000 | PA      | $277291.88    | 0.05%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                           | Core Scientific Inc                                           | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |      277000 | PA      | $354213.75    | 0.07%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2619.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5048.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                      | Mitsubishi Electric Corp                                      | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |       65287 | NS      | $1302932.50   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                           | Affirm Holdings Inc                                           | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      462000 | PA      | $427953.52    | 0.08%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA TECHNOLOGIES LTD                       | Pagaya Technologies Ltd                                       | CUSIP: 69549FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |       42000 | PA      | $61689.60     | 0.01%             | 2029-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International                | Johnson Controls International plc                            | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       21461 | NS      | $2175501.57   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| THE REALREAL INC                              | RealReal Inc/The                                              | CUSIP: 88339PAJ0<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |      321000 | PA      | $272576.82    | 0.05%             | 2031-02-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BITDEER TECHNOLOGIES GRP                      | Bitdeer Technologies Group                                    | CUSIP: 09175RAA8<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | DBT              | CORP              | KY        |      182000 | PA      | $320994.35    | 0.06%             | 2029-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                   | American Water Works Co Inc                                   | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |       -3838 | NS      | $-548718.86   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| WASH MULTIFAM ACQ INC                         | WASH Multifamily Acquisition Inc                              | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Short            | DBT              | CORP              | US        |    -1131000 | PA      | $-1129440.69  | -0.22%            | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                           | Guardant Health Inc                                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |       -2116 | NS      | $-85951.92    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                   | Nutanix Inc                                                   | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |       -7022 | NS      | $-538517.18   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| MEFF RENTA VARIABLE (MADRID)                  | IBEX 35 INDX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ES        |         -17 | NC      | $-63518.31    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SSR MINING INC                                | SSR Mining Inc                                                | CUSIP: 784730AB9<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | DBT              | CORP              | CA        |       19000 | PA      | $19479.75     | 0.00%             | 2039-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FARO Technologies Inc                         | FARO Technologies Inc                                         | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Short            | EC               | CORP              | US        |       -2309 | NS      | $-97832.33    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                     | Opendoor Technologies Inc                                     | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |      -94190 | NS      | $-61430.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                         | Lumentum Holdings Inc                                         | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     1031000 | PA      | $1106778.50   | 0.21%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS                           | Immunocore Holdings PLC                                       | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |      110000 | PA      | $96943.00     | 0.02%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| NABORS INDUSTRIES INC                         | Nabors Industries Inc                                         | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      312000 | PA      | $299822.32    | 0.06%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                           | Abbott Laboratories                                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        2926 | NS      | $390855.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                           | Bentley Systems Inc                                           | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |        -951 | NS      | $-45391.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                         | Cinemark Holdings Inc                                         | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Short            | EC               | CORP              | US        |      -45032 | NS      | $-1520730.64  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                            | NextEra Energy Inc                                            | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       26912 | NS      | $1901063.68   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXCOM INC                                    | Dexcom Inc                                                    | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |      321000 | PA      | $299144.71    | 0.06%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RealReal Inc/The                              | RealReal Inc/The                                              | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |        2894 | NS      | $16351.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                              | RealReal Inc/The                                              | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Short            | EC               | CORP              | US        |       -3775 | NS      | $-21328.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PAR TECHNOLOGY CORP                           | PAR Technology Corp                                           | CUSIP: 698884AG8<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |       77000 | PA      | $74928.70     | 0.01%             | 2030-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                   | Nutanix Inc                                                   | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      247000 | PA      | $279452.27    | 0.05%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF VENEZUELA                         | Venezuela Government International Bond                       | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      463000 | PA      | $72228.85     | 0.01%             | 2025-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                           | Coinbase Global Inc                                           | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      927000 | PA      | $958054.50    | 0.18%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                      | Rexford Industrial Realty LP                                  | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15856.00     | 0.00%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                  | Semtech Corp                                                  | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      528000 | PA      | $674520.00    | 0.13%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                   | Ameren Corp                                                   | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Short            | EC               | CORP              | US        |       -6316 | NS      | $-611894.08   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5137.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                       | Summit Hotel Properties Inc                                   | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |      374000 | PA      | $361284.00    | 0.07%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Penguin Solutions Inc                         | Penguin Solutions Inc                                         | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Short            | EC               | CORP              | US        |      -26355 | NS      | $-468064.80   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                   | Enovix Corp                                                   | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |      114120 | NS      | $869594.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                      | Chefs' Warehouse Inc/The                                      | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Short            | EC               | CORP              | US        |        -158 | NS      | $-10077.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC                                | Sabre GLBL Inc                                                | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Short            | DBT              | CORP              | US        |     -475000 | PA      | $-486281.25   | -0.09%            | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PELOTON INTERA T 05/23/29                     | PELOTON INTERA T 05/23/29                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      551444 | PA      | $561325.85    | 0.11%             | 2029-05-30      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                | GE Vernova Inc                                                | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        3842 | NS      | $1817189.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7 INC                                    | Rapid7 Inc                                                    | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |       44000 | PA      | $40645.00     | 0.01%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                           | Shift4 Payments Inc                                           | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1037000 | PA      | $1281732.00   | 0.25%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dynavax Technologies Corp                     | Dynavax Technologies Corp                                     | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Short            | EC               | CORP              | US        |       -5293 | NS      | $-51818.47    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Triumph Group Inc                             | Triumph Group Inc                                             | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |       30238 | NS      | $779838.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| InterRent Real Estate Investme                | InterRent Real Estate Investment Trust                        | CUSIP: 46071W205<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       28638 | NS      | $284846.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                    | Dexcom Inc                                                    | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |      903000 | PA      | $886489.28    | 0.17%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| OKTA INC                                      | Okta Inc                                                      | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |      641000 | PA      | $634593.50    | 0.12%             | 2025-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO S 03/15/30                     | STUBHUB HOLDCO S 03/15/30                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -247896 | PA      | $-242472.82   | -0.05%            | 2030-03-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                 | Amphastar Pharmaceuticals Inc                                 | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Short            | EC               | CORP              | US        |        -446 | NS      | $-11466.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freenet AG                                    | Freenet AG                                                    | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |        1731 | NS      | $57177.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERTEX INC                                    | Vertex Inc                                                    | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |      265000 | PA      | $343122.26    | 0.07%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                  | ams-OSRAM AG                                                  | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $105313.06    | 0.02%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                           | Shift4 Payments Inc                                           | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $223965.00    | 0.04%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1302.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                          | OneMain Finance Corp                                          | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Short            | DBT              | CORP              | US        |     -157000 | PA      | $-159865.09   | -0.03%            | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Pacira BioSciences Inc                        | Pacira BioSciences Inc                                        | CUSIP: 695127100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3517 | NS      | $-90879.28    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P Biotech ETF                          | SPDR S&P Biotech ETF                                          | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Short            | EC               | RF                | US        |      -70250 | NS      | $-5563097.50  | -1.07%            |  |  |  | No            |                  1 | On Loan: No      |
| PROS HOLDINGS INC                             | PROS Holdings Inc                                             | CUSIP: 74346YAG8<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |      317000 | PA      | $295602.50    | 0.06%             | 2027-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                           | Ecuador Government International Bond                         | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      791000 | PA      | $498443.12    | 0.10%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                | Lonza Group AG                                                | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |        1942 | NS      | $1347564.34   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Select Sector SPDR Fund            | Industrial Select Sector SPDR Fund                            | CUSIP: 81369Y704<br>LEI: 549300HQI51T8KP6U325 | Short            | EC               | RF                | US        |       -4669 | NS      | $-666826.58   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                       | Liberty Interactive LLC                                       | CUSIP: 530715AG6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      569000 | PA      | $80371.25     | 0.02%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                   | Lennar Corp                                                   | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |       -4329 | NS      | $-459220.32   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                      | UGI Corp                                                      | CUSIP: 902681AA3<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |      360000 | PA      | $490680.00    | 0.09%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | WHEAT (CBT)                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -5 | NC      | $789.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                             | Expedia Group Inc                                             | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      527000 | PA      | $515669.50    | 0.10%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                             | Ghana Government International Bond                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1235000 | PA      | $1131085.87   | 0.22%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FUBOTV INC                                    | fuboTV Inc                                                    | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       84000 | PA      | $81950.40     | 0.02%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                         | Lantheus Holdings Inc                                         | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |      474000 | PA      | $578635.50    | 0.11%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management            | Dreyfus Government Cash Management                            | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    87189948 | NS      | $87189948.07  | 16.73%            |  |  |  | No            |                  1 | On Loan: No      |
| Dowlais Group PLC                             | Dowlais Group PLC                                             | CUSIP: 000000000<br>LEI: 213800XM8WOFLY6VPC92 | Long             | EC               | CORP              | GB        |      199100 | NS      | $178365.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Semler Scientific Inc                         | Semler Scientific Inc                                         | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |           7 | NS      | $280.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Semler Scientific Inc                         | Semler Scientific Inc                                         | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Short            | EC               | CORP              | US        |        -269 | NS      | $-10760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                      | CHS/Community Health Systems Inc                              | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      128000 | PA      | $109671.05    | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST HOLDINGS CORP                         | Comcast Holdings Corp                                         | CUSIP: 200300606<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      338600 | PA      | $237020.00    | 0.05%             | 2029-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                  | APPLIED DIGITAL CORP                                          | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |          14 | NC      | $112.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal Inc                             | Desktop Metal Inc                                             | CUSIP: 25058X303<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               | CORP              | US        |       32750 | NS      | $14473.11     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SPDR S&P 500 ETF Trust                        | SPDR S&P 500 ETF Trust                                        | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            | EC               | RF                | US        |        -924 | NS      | $-544596.36   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                | Tetra Tech Inc                                                | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |       -3623 | NS      | $-126587.62   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                   | CONMED Corp                                                   | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Short            | EC               | CORP              | US        |        -904 | NS      | $-51302.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                   | Honeywell International Inc                                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Short            | EC               | CORP              | US        |        -699 | NS      | $-158442.33   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                    | Guess? Inc                                                    | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Short            | EC               | CORP              | CH        |       -1342 | NS      | $-14064.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                           | Varonis Systems Inc                                           | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Short            | EC               | CORP              | US        |       -2618 | NS      | $-124826.24   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| B2Gold Corp                                   | B2Gold Corp                                                   | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Short            | EC               | CORP              | CA        |      -37360 | NS      | $-125903.20   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                                | Cloudflare Inc                                                | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      850000 | PA      | $946262.50    | 0.18%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MICRO HOLDN CORP TL 1S 52                     | MICRO HOLDN CORP TL 1S 52                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |       55477 | PA      | $53465.96     | 0.01%             | 2028-05-03      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                  | CURRENCY CONTRACT - BRL                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5496.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Workiva Inc                                   | Workiva Inc                                                   | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Short            | EC               | CORP              | US        |         -59 | NS      | $-3970.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                            | Unity Software Inc                                            | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |       70000 | PA      | $73115.00     | 0.01%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                          | Samarco Mineracao SA                                          | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      728490 | PA      | $707991.24    | 0.14%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                                    | Impinj Inc                                                    | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |      155000 | PA      | $196523.52    | 0.04%             | 2027-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP                       | Ping An Insurance Group Co of China Ltd                       | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |      200000 | PA      | $244554.48    | 0.05%             | 2029-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                   | Shopify Inc                                                   | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |       -1662 | NS      | $-178199.64   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LEBANESE REPUBLIC                             | Lebanon Government International Bond                         | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      212000 | PA      | $37034.28     | 0.01%             | 2020-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LIGADO DIP ROLLUP05/05/25                     | LIGADO DIP ROLLUP05/05/25                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       81571 | PA      | $73107.70     | 0.01%             | 2026-02-10      | Floating      | 17.50%                | No            |                  2 | On Loan: No      |
| Evergy Inc                                    | Evergy Inc                                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Short            | EC               | CORP              | US        |       -2194 | NS      | $-145703.54   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                     | Warner Bros Discovery Inc                                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       42483 | NS      | $423555.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2967.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPFIELD RC E+300 01/02/25                     | UPFIELD RC E+300 01/02/25                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      190812 | PA      | $213978.93    | 0.04%             | 2027-10-02      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                             | Ares Capital Corp                                             | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Short            | EC               | CORP              | US        |      -22148 | NS      | $-488363.40   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                  | Parsons Corp                                                  | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |       -7683 | NS      | $-498165.72   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                       | Zhenro Properties Group Ltd                                   | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      981000 | PA      | $4571.46      | 0.00%             | 2023-03-06      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| iShares U.S. Healthcare Providers ETF         | iShares U.S. Healthcare Providers ETF                         | CUSIP: 464288828<br>LEI: 5493000J69Q6KCUCL849 | Short            | EC               | RF                | US        |      -65390 | NS      | $-3102101.60  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                   | Southern Co/The                                               | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       34000 | PA      | $33983.00     | 0.01%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                  | Entergy Corp                                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        8613 | NS      | $717290.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| H World Group Ltd                             | H World Group Ltd                                             | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Short            | EC               | CORP              | CN        |       -2412 | NS      | $-85071.24    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GHANA                             | Ghana Government International Bond                           | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      481464 | PA      | $466487.23    | 0.09%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| iShares MSCI Brazil ETF                       | iShares MSCI Brazil ETF                                       | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Short            | EC               | RF                | US        |      -14666 | NS      | $-399061.86   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                             | MILL WHEAT EURO                                               | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |          -7 | NC      | $4113.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2566.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                          | Bridgebio Pharma Inc                                          | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |       -6031 | NS      | $-206561.75   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co                       | Sphere Entertainment Co                                       | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |        -764 | NS      | $-28802.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp                                      | IHI Corp                                                      | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |        6314 | NS      | $607722.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY LATIN TL 10/16/28                     | LIBERTY LATIN TL 10/16/28                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      134760 | PA      | $99862.92     | 0.02%             | 2028-10-16      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| MARKET BIDC 11/04/30                          | MARKET BIDC 11/04/30                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1240000 | PA      | $1614328.81   | 0.31%             | 2030-11-04      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                       | Pakistan Government International Bond                        | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      275000 | PA      | $255805.00    | 0.05%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FALCON'S BEYOND GLOBAL INC-A                  | Falcon's Beyond Global Inc                                    | CUSIP: 306121112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         180 | NS      | $170.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silverbox Corp IV                             | Silverbox Corp IV                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12900 | NS      | $134676.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares U.S. Medical Devices ETF              | iShares U.S. Medical Devices ETF                              | CUSIP: 464288810<br>LEI: 549300MTJJWSCQO9N641 | Short            | EC               | RF                | US        |     -113409 | NS      | $-7018883.01  | -1.35%            |  |  |  | No            |                  1 | On Loan: No      |
| PERFORCE SOFTWAR 07/02/29                     | PERFORCE SOFTWAR 07/02/29                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -346390 | PA      | $-337124.49   | -0.06%            | 2029-07-02      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-209.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                         | Nabors Industries Ltd                                         | CUSIP: 629571AB6<br>LEI: N/A                  | Short            | DBT              | CORP              | BM        |     -312000 | PA      | $-260920.26   | -0.05%            | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                  | DoorDash Inc                                                  | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |      206000 | PA      | $206706.58    | 0.04%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                      | Lyft Inc                                                      | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |      353000 | PA      | $374886.00    | 0.07%             | 2029-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                    | Insmed Inc                                                    | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       21158 | NS      | $1475347.34   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp IX                     | Churchill Capital Corp IX                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1788 | NS      | $19828.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                 | EchoStar Corp                                                 | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      963877 | PA      | $829536.65    | 0.16%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                  | Chevron Corp                                                  | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1968 | NS      | $-269025.60   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol                | MACOM Technology Solutions Holdings Inc                       | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -3179 | NS      | $-386598.19   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                 | Boeing Co/The                                                 | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        9267 | NS      | $1921234.44   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                      | Microchip Technology Inc                                      | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |         700 | NS      | $40628.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | CORN                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $-114.71      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                      | Microchip Technology Inc                                      | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |       -2027 | NS      | $-117647.08   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PENGUIN SOLUTIONS INC                         | Penguin Solutions Inc                                         | CUSIP: 83205YAD6<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | KY        |      451000 | PA      | $417626.00    | 0.08%             | 2030-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                 | EchoStar Corp                                                 | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      538553 | PA      | $518235.42    | 0.10%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MITEK SYSTEMS INC                             | Mitek Systems Inc                                             | CUSIP: 606710AA9<br>LEI: 549300ABZAQ3R25XG118 | Long             | DBT              | CORP              | US        |      493000 | PA      | $484974.38    | 0.09%             | 2026-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Trico Group/Firs 03/30/27                     | Trico Group/Firs 03/30/27                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |    -1961675 | PA      | $-1901284.45  | -0.36%            | 2027-03-30      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Douglas AG                                    | Douglas AG                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |        5297 | NS      | $72700.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                      | Turkiye Vakiflar Bankasi TAO                                  | CUSIP: 000000000<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |      680000 | PA      | $703130.37    | 0.13%             | N/A             | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Collegium Pharmaceutical Inc                  | Collegium Pharmaceutical Inc                                  | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |      -10374 | NS      | $-302298.36   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                      | Live Nation Entertainment Inc                                 | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14756.00     | 0.00%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BRAND ENGAGEMENT NETWORK INC                  | Brand Engagement Network Inc                                  | CUSIP: 104932116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         241 | NS      | $6.22         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10443.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                      | CHS/Community Health Systems Inc                              | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       76000 | PA      | $81101.04     | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                        | Progress Software Corp                                        | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |       72000 | PA      | $84560.04     | 0.02%             | 2026-04-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| WESTERN DIGITAL CORP                          | Western Digital Corp                                          | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      747000 | PA      | $1131331.50   | 0.22%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                      | Cheplapharm Arzneimittel GmbH                                 | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1035318.20   | 0.20%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REDFIN CORP                                   | Redfin Corp                                                   | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |      168000 | PA      | $150158.40    | 0.03%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Health Care Select Sector SPDR Fund           | Health Care Select Sector SPDR Fund                           | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Short            | EC               | RF                | US        |      -15483 | NS      | $-2053665.12  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| DANIMER SCIENTIFIC INC                        | Danimer Scientific Inc                                        | CUSIP: 236272134<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |       24481 | NS      | $11.63        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                 | EchoStar Corp                                                 | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      531599 | PA      | $534562.66    | 0.10%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                              | Vital Energy Inc                                              | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      548000 | PA      | $444955.34    | 0.09%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                  | Danaher Corp                                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        1876 | NS      | $356252.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2417.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SEC PRODUCTS 0% 2/8                     | ATLAS SEC PRODUCTS 0% 2/8                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1093204 | PA      | $931087.63    | 0.18%             | 2028-02-08      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| VIAVI SOLUTIONS INC                           | Viavi Solutions Inc                                           | CUSIP: 925550AH8<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7048.15      | 0.00%             | 2026-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Perceptive Capital Solutions C                | Perceptive Capital Solutions Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         645 | NS      | $6817.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRUM PHARMACEUTICALS                         | Mirum Pharmaceuticals Inc                                     | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |       42000 | PA      | $67696.32     | 0.01%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| MARRIOTT VACATION WORLDW                      | Marriott Vacations Worldwide Corp                             | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      221000 | PA      | $205861.50    | 0.04%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corp                         | Envista Holdings Corp                                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Short            | EC               | CORP              | US        |        -166 | NS      | $-3032.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                           | NCL Corp Ltd                                                  | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      578000 | PA      | $568174.00    | 0.11%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IonQ Inc                                      | IonQ Inc                                                      | CUSIP: 46222L108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1485 | NS      | $-59904.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                 | CSG Systems International Inc                                 | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Short            | EC               | CORP              | US        |        -690 | NS      | $-45581.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HLDGS INC                           | Alarm.com Holdings Inc                                        | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      139000 | PA      | $134412.99    | 0.03%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10138.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Digital Corp                          | Applied Digital Corp                                          | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |        6810 | NS      | $46512.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Digital Corp                          | Applied Digital Corp                                          | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Short            | EC               | CORP              | US        |      -19366 | NS      | $-132269.78   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                  | LivaNova PLC                                                  | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Short            | EC               | CORP              | GB        |        -113 | NS      | $-4887.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                          | Cleveland-Cliffs Inc                                          | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |     -371000 | PA      | $-319032.87   | -0.06%            | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                           | Alarm.com Holdings Inc                                        | CUSIP: 011642AC9<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68591.86     | 0.01%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                            | Ford Motor Co                                                 | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      994000 | PA      | $979090.00    | 0.19%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KANE BIDCO LTD                                | Kane Bidco Ltd                                                | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |      191000 | PA      | $218632.79    | 0.04%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MESA LABORATORIES INC                         | Mesa Laboratories Inc                                         | CUSIP: 59064RAA7<br>LEI: 549300ZCG738WLX8ZW79 | Long             | DBT              | CORP              | US        |      264000 | PA      | $262521.62    | 0.05%             | 2025-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Semtech Corp                                  | Semtech Corp                                                  | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Short            | EC               | CORP              | US        |       -8973 | NS      | $-334962.09   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                        | Progress Software Corp                                        | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |      395000 | PA      | $455812.90    | 0.09%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $124.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENGUIN SOLUTIONS INC                         | Penguin Solutions Inc                                         | CUSIP: 83205YAC8<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | KY        |      451000 | PA      | $487080.00    | 0.09%             | 2029-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Q2 HOLDINGS INC                               | Q2 Holdings Inc                                               | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |      518000 | PA      | $595700.00    | 0.11%             | 2026-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                              | Ventas Realty LP                                              | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       38000 | PA      | $46265.00     | 0.01%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                | Public Service Enterprise Group Inc                           | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Short            | EC               | CORP              | US        |       -8327 | NS      | $-674736.81   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                           | PAR Technology Corp                                           | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |       -2130 | NS      | $-139642.80   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CORELOGIC TLB L+ 06/02/28                     | CORELOGIC TLB L+ 06/02/28                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       72386 | PA      | $71508.76     | 0.01%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| CORELOGIC TLB L+ 04/14/28                     | CORELOGIC TLB L+ 04/14/28                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |      -72759 | PA      | $-71876.60    | -0.01%            | 2028-06-02      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| QIFU TECHNOLOGY                               | Qifu Technology Inc                                           | CUSIP: 88557WAA9<br>LEI: 836800R59NKEPDR6I240 | Long             | DBT              | CORP              | KY        |       86000 | PA      | $82990.00     | 0.02%             | 2030-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                      | Travere Therapeutics Inc                                      | CUSIP: 761299AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $207123.00    | 0.04%             | 2025-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                          | Colombia Government International Bond                        | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      695000 | PA      | $675192.50    | 0.13%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16548.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                 | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      730000 | PA      | $1376415.00   | 0.26%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Biotage AB                                    | Biotage AB                                                    | CUSIP: 000000000<br>LEI: 529900SR87NBUKX74L58 | Long             | EC               | CORP              | SE        |        9328 | NS      | $138050.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CONX CORP-CLASS A SHARES                      | Conx Corp                                                     | CUSIP: 212873111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14679 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LABL INC                                      | LABL Inc                                                      | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      320000 | PA      | $288583.42    | 0.06%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                 | Fidelity Government Portfolio                                 | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |    46332428 | NS      | $46332409.93  | 8.89%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                      | Republic of South Africa Government International Bond        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      515000 | PA      | $473506.42    | 0.09%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Array Technologies Inc                        | Array Technologies Inc                                        | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |       52274 | NS      | $345008.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                          | Colombia Government International Bond                        | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      955000 | PA      | $891349.25    | 0.17%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                   | Vistra Corp                                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | EC               | CORP              | US        |       -2108 | NS      | $-338481.56   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                | LCI Industries                                                | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |      431000 | PA      | $425612.50    | 0.08%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AXLE                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-509.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                                | WisdomTree Inc                                                | CUSIP: 97717PAG9<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |      591000 | PA      | $615822.00    | 0.12%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LABL INC                                      | LABL Inc                                                      | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Short            | DBT              | CORP              | US        |     -778000 | PA      | $-644772.79   | -0.12%            | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| K Hovnanian Entp 01/31/28                     | K Hovnanian Entp 01/31/28                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      778000 | PA      | $762440.00    | 0.15%             | 2028-01-31      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Snap Inc                                      | Snap Inc                                                      | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |        -465 | NS      | $-3836.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRIP.COM GROUP LTD                            | Trip.com Group Ltd                                            | CUSIP: 89677QAA5<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |      723000 | PA      | $836788.51    | 0.16%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Roman DBDR Acquisition Corp II                | Roman DBDR Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13932 | NS      | $143081.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                    | Federal National Mortgage Association                         | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |        5367 | NS      | $76479.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GAINWELL ACQUISI 10/01/27                     | GAINWELL ACQUISI 10/01/27                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      273450 | PA      | $262648.46    | 0.05%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                          | Western Digital Corp                                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |      -16439 | NS      | $-847430.45   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| FARO TECHNOLOGIES INC                         | FARO Technologies Inc                                         | CUSIP: 311642AB8<br>LEI: 529900MFEFNOFP3YR823 | Long             | DBT              | CORP              | US        |      169000 | PA      | $202133.19    | 0.04%             | 2028-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | LOW SU GASOIL G                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           3 | NC      | $-5653.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OMNIS FUNDING TRUST                           | Omnis Funding Trust                                           | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32000 | PA      | $32134.86     | 0.01%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Ltd                         | Nabors Industries Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7501 | NS      | $193600.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                             | Middleby Corp/The                                             | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Short            | EC               | CORP              | US        |       -4019 | NS      | $-587296.47   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS INC                               | Q2 Holdings Inc                                               | CUSIP: 74736LAF6<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |      336000 | PA      | $330758.40    | 0.06%             | 2025-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                     | PG&E Corp                                                     | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       40805 | NS      | $688788.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                     | PG&E Corp                                                     | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |       -3988 | NS      | $-67317.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                           | Exact Sciences Corp                                           | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      749000 | PA      | $717542.00    | 0.14%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| X CORP TLB1 SOFR 10/26/29                     | X CORP TLB1 SOFR 10/26/29                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      806065 | PA      | $799289.67    | 0.15%             | 2029-10-26      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| CommScope Holding Co Inc                      | CommScope Holding Co Inc                                      | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       68780 | NS      | $415431.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                      | Halozyme Therapeutics Inc                                     | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |       35000 | PA      | $41691.19     | 0.01%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-320.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9029.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                            | Unity Software Inc                                            | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |      284000 | PA      | $265114.00    | 0.05%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Blueprint Medicines Corp                      | Blueprint Medicines Corp                                      | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       11249 | NS      | $1140086.15   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                         | 3M Co                                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       16373 | NS      | $2428934.55   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                   | Wayfair Inc                                                   | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      299000 | PA      | $313053.00    | 0.06%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                   | Alnylam Pharmaceuticals Inc                                   | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        7107 | NS      | $2164507.92   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                   | Alnylam Pharmaceuticals Inc                                   | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |        -355 | NS      | $-108118.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                      | Moss Creek Resources Holdings Inc                             | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      612000 | PA      | $590534.28    | 0.11%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Deliveroo PLC                                 | Deliveroo PLC                                                 | CUSIP: 000000000<br>LEI: 984500F6537F74DDEE77 | Long             | EC               | CORP              | GB        |       71245 | NS      | $168666.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                        | UCB SA                                                        | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |        9887 | NS      | $1798640.04   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                           | Exact Sciences Corp                                           | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      518000 | PA      | $476301.00    | 0.09%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $642.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox Inc                                   | Dropbox Inc                                                   | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Short            | EC               | CORP              | US        |       -9817 | NS      | $-283318.62   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MATTRESS FIRM HOLDING COR                     | MATTRESS FIRM HOLDING COR                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           1 | NS      | $174235.43    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUTHERN CO                                   | Southern Co/The                                               | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      210000 | PA      | $229918.72    | 0.04%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                  | DoorDash Inc                                                  | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |        -430 | NS      | $-89719.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                                | Altice USA Inc                                                | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      122191 | NS      | $282261.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LEBANESE REPUBLIC                             | Lebanon Government International Bond                         | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      212000 | PA      | $37031.10     | 0.01%             | 2023-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                         | ON Semiconductor Corp                                         | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      598000 | PA      | $521904.50    | 0.10%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                    | JD.com Inc                                                    | CUSIP: 47215PAH9<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |      349000 | PA      | $366041.91    | 0.07%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                | LCI Industries                                                | CUSIP: 501812AB7<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |       99000 | PA      | $97193.25     | 0.02%             | 2026-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                          | Paraguay Government International Bond                        | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $195090.00    | 0.04%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28793.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide C                | Marriott Vacations Worldwide Corp                             | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Short            | EC               | CORP              | US        |        -254 | NS      | $-16728.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Spirent Communications PLC                    | Spirent Communications PLC                                    | CUSIP: 000000000<br>LEI: 213800HKCUNWP1916L38 | Long             | EC               | CORP              | GB        |      205212 | NS      | $521465.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                           | Exact Sciences Corp                                           | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      140000 | PA      | $145600.00    | 0.03%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                        | Guidewire Software Inc                                        | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |      175000 | PA      | $197312.50    | 0.04%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MicroStrategy Inc                             | MicroStrategy Inc                                             | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |       -1028 | NS      | $-379393.68   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                           | Shift4 Payments Inc                                           | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10555 | NS      | $-1000508.45  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEANSPARK INC                                | Cleanspark Inc                                                | CUSIP: 18452BAA8<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |       34000 | PA      | $29308.54     | 0.01%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                           | Affirm Holdings Inc                                           | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1554 | NS      | $-80652.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      537000 | PA      | $24165.00     | 0.00%             | 2025-04-16      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                           | NCL Corp Ltd                                                  | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      167000 | PA      | $160988.00    | 0.03%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                            | MINI TPX INDEX                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |         -31 | NC      | $-39558.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                           | Guardant Health Inc                                           | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |      902000 | PA      | $798270.00    | 0.15%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                     | Argenx SE                                                     | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        3225 | NS      | $1848763.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DAYFORCE INC                                  | Dayforce Inc                                                  | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |      997000 | PA      | $960111.00    | 0.18%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OPENDOOR TECHNOLOGIES IN                      | Opendoor Technologies Inc                                     | CUSIP: 683712AC7<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | DBT              | CORP              | US        |      168000 | PA      | $141772.24    | 0.03%             | 2030-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                           | Petroleos Mexicanos                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      506000 | PA      | $512748.52    | 0.10%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                          | Colombia Government International Bond                        | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      561000 | PA      | $549078.75    | 0.11%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                       | Pakistan Government International Bond                        | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      818000 | PA      | $800417.51    | 0.15%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                           | Exact Sciences Corp                                           | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66108.00     | 0.01%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| iShares U.S. Pharmaceuticals ETF              | iShares U.S. Pharmaceuticals ETF                              | CUSIP: 464288836<br>LEI: 549300K3OFF3L3ODU217 | Short            | EC               | RF                | US        |      -53060 | NS      | $-3453675.40  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| TITULOS DE TESORERIA                          | Colombian TES                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1573700000 | PA      | $223585.31    | 0.04%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                         | Argentine Republic Government International Bond              | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      105600 | PA      | $82948.80     | 0.02%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                               | CVS Health Corp                                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        8676 | NS      | $555611.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                       | Peloton Interactive Inc                                       | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14456.25     | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                   | Shopify Inc                                                   | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |      943000 | PA      | $951487.00    | 0.18%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                          | Winnebago Industries Inc                                      | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |       68000 | PA      | $59874.00     | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| TransMedics Group Inc                         | TransMedics Group Inc                                         | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Short            | EC               | CORP              | US        |       -2830 | NS      | $-359749.60   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                         | Lantheus Holdings Inc                                         | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |       -3883 | NS      | $-293399.48   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                         | Integer Holdings Corp                                         | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Short            | EC               | CORP              | US        |        -652 | NS      | $-77431.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                        | Tyler Technologies Inc                                        | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Short            | EC               | CORP              | US        |        -943 | NS      | $-544101.57   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS INC                         | Cinemark Holdings Inc                                         | CUSIP: 17243VAB8<br>LEI: 549300LL2QMPTYIE0K55 | Long             | DBT              | CORP              | US        |      645000 | PA      | $1524618.75   | 0.29%             | 2025-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                               | Xcel Energy Inc                                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       29486 | NS      | $2066968.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONA                      | CSG Systems International Inc                                 | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |       77000 | PA      | $88084.65     | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Legato Merger Corp III                        | Legato Merger Corp III                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6333 | NS      | $67256.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                | Astronics Corp                                                | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Short            | EC               | CORP              | US        |       -7934 | NS      | $-247699.48   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty For                | Liberty Media Corp-Liberty Formula One                        | CUSIP: 531229755<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -282 | NS      | $-27221.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Innergex Renewable Energy Inc                 | Innergex Renewable Energy Inc                                 | CUSIP: 45790B104<br>LEI: 549300EORYEC4J59SU80 | Long             | EC               | CORP              | CA        |      170694 | NS      | $1699041.82   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                           | Guardant Health Inc                                           | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |       62000 | PA      | $63984.00     | 0.01%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                              | S&S Holdings LLC                                              | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      832000 | PA      | $794771.00    | 0.15%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                       | Peloton Interactive Inc                                       | CUSIP: 70614WAC4<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |      193000 | PA      | $358111.50    | 0.07%             | 2029-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                      | Azul Secured Finance LLP                                      | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      239000 | PA      | $68307.40     | 0.01%             | 2028-08-28      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $53.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MKS Inc                                       | MKS Inc                                                       | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |        -355 | NS      | $-29177.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc                              | UL Solutions Inc                                              | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |        1314 | NS      | $93951.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                      | Super Micro Computer Inc                                      | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |       -5494 | NS      | $-219869.88   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                           | Viavi Solutions Inc                                           | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Short            | EC               | CORP              | US        |        -113 | NS      | $-1029.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                    | 3M Co                                                         | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Short            | DBT              | CORP              | US        |     -220000 | PA      | $-214005.32   | -0.04%            | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECHNOL 07/01/28                     | RIVERBED TECHNOL 07/01/28                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       57944 | PA      | $28682.47     | 0.01%             | 2028-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| AMYRIS INC                                    | Amyris Inc                                                    | CUSIP: 032ESCAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1108000 | PA      | $11080.00     | 0.00%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                              | Peruvian Government International Bond                        | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3147000 | PA      | $903997.59    | 0.17%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| DATABRICK 12/20/30                            | DATABRICK 12/20/30                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      413483 | PA      | $417617.36    | 0.08%             | 2030-12-20      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Playa Hotels & Resorts NV                     | Playa Hotels & Resorts NV                                     | CUSIP: 000000000<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | US        |       67922 | NS      | $914230.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7493.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                         | ON Semiconductor Corp                                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |         700 | NS      | $29414.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                         | ON Semiconductor Corp                                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |       -7217 | NS      | $-303258.34   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                      | Cheesecake Factory Inc/The                                    | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      595000 | PA      | $607949.81    | 0.12%             | 2030-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Informatica Inc                               | Informatica Inc                                               | CUSIP: 45674M101<br>LEI: 984500E0DEFFE6DE9588 | Long             | EC               | CORP              | US        |        5908 | NS      | $141851.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                                   | Federal Home Loan Mortgage Corp                               | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |       21938 | NS      | $300989.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS INC                           | Bentley Systems Inc                                           | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      142000 | PA      | $140438.00    | 0.03%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                            | Enphase Energy Inc                                            | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |       16000 | PA      | $13253.18     | 0.00%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| A10 Networks Inc                              | A10 Networks Inc                                              | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Short            | EC               | CORP              | US        |       -6637 | NS      | $-114554.62   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INEOS FINANCE PLC                             | INEOS Finance PLC                                             | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Short            | DBT              | CORP              | GB        |     -141000 | PA      | $-138700.77   | -0.03%            | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                           | Meritage Homes Corp                                           | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13587.03     | 0.00%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                           | LBM Acquisition LLC                                           | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Short            | DBT              | CORP              | US        |     -800000 | PA      | $-643243.68   | -0.12%            | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FLIGHT CENTRE LTD                             | Flight Centre Travel Group Ltd                                | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $128275.41    | 0.02%             | 2027-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                             | H World Group Ltd                                             | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |      167000 | PA      | $181195.00    | 0.03%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Datagroup SE                                  | Datagroup SE                                                  | CUSIP: 000000000<br>LEI: 391200NEYPQM7LC12H89 | Long             | EC               | CORP              | DE        |        2269 | NS      | $143663.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupon Inc                                   | Groupon Inc                                                   | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |       -3714 | NS      | $-108188.82   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Therapeutics Inc                       | Apogee Therapeutics Inc                                       | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16305 | NS      | $597415.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF TURKIYE                           | Turkiye Government International Bond                         | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      865000 | PA      | $851852.00    | 0.16%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UGI Corp                                      | UGI Corp                                                      | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Short            | EC               | CORP              | US        |      -10685 | NS      | $-385301.10   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ESR Group Ltd                                 | ESR Group Ltd                                                 | CUSIP: 000000000<br>LEI: 549300C81AR42BZUFZ09 | Long             | EC               | CORP              | HK        |      362843 | NS      | $593239.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                      | Cheesecake Factory Inc/The                                    | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      188000 | PA      | $188044.47    | 0.04%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2231.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                        | Penn Entertainment Inc                                        | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46000 | PA      | $46165.70     | 0.01%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM HOLDINGS                            | Sirius XM Holdings Inc                                        | CUSIP: 531229AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $360500.00    | 0.07%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHARMING NV                                   | Pharming Group NV                                             | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $245739.01    | 0.05%             | 2029-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cantor Equity Partners I Inc                  | Cantor Equity Partners I Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2402 | NS      | $29184.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                               | Match Group Inc                                               | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |       -1324 | NS      | $-39640.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                      | Organon & Co / Organon Foreign Debt Co-Issuer BV              | CUSIP: 68622TAB7<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |    -1626000 | PA      | $-1367410.07  | -0.26%            | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                              | Duke Energy Corp                                              | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |       -8063 | NS      | $-949176.36   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INC                             | MicroStrategy Inc                                             | CUSIP: 594972AM3<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      204000 | PA      | $404590.12    | 0.08%             | 2032-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                               | Shake Shack Inc                                               | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |       34000 | PA      | $35275.00     | 0.01%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                      | Snap Inc                                                      | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       15000 | PA      | $12922.50     | 0.00%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $174.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7022.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                            | Liberty Media Corp-Liberty Formula One                        | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32000 | PA      | $40656.00     | 0.01%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WisdomTree Inc                                | WisdomTree Inc                                                | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |      -31611 | NS      | $-298407.84   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA                         | Argentine Republic Government International Bond              | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1562659 | PA      | $1026667.02   | 0.20%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                 | BlackLine Inc                                                 | CUSIP: 09239BAE9<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |      147000 | PA      | $155731.80    | 0.03%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PERSHING TONTINE SPAR                         | PERSHING TONTINE SPAR                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10707 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Golar LNG Ltd                                 | Golar LNG Ltd                                                 | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |        3902 | NS      | $160606.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings                | Norwegian Cruise Line Holdings Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7049 | NS      | $-124414.85   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                           | Medline Borrower LP                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Short            | DBT              | CORP              | US        |     -678000 | PA      | $-663100.54   | -0.13%            | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                     | PG&E Corp                                                     | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      203000 | PA      | $211120.00    | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      420000 | PA      | $18900.00     | 0.00%             | 2022-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9246.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Celanese Corp                                 | Celanese Corp                                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        4818 | NS      | $254534.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBOR FREIGH 06/11/31                        | HARBOR FREIGH 06/11/31                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       80662 | PA      | $78118.04     | 0.01%             | 2031-06-11      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGH 06/11/31                        | HARBOR FREIGH 06/11/31                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -380922 | PA      | $-368907.91   | -0.07%            | 2031-06-11      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGH 06/11/31                        | HARBOR FREIGH 06/11/31                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       10836 | PA      | $10494.57     | 0.00%             | 2031-06-11      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                    | 3M Co                                                         | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Short            | DBT              | CORP              | US        |     -114000 | PA      | $-104960.06   | -0.02%            | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SILVERCORP METALS INC                         | Silvercorp Metals Inc                                         | CUSIP: 82835PAA1<br>LEI: 52990092RT3UCQ7G3177 | Long             | DBT              | CORP              | CA        |      113000 | PA      | $131701.50    | 0.03%             | 2029-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINL ISSU 11/01/27                     | MIDCAP FINL ISSU 11/01/27                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2020000 | PA      | $1981808.49   | 0.38%             | 2027-11-01      | Floating      | 10.00%                | No            |                  3 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      399000 | PA      | $16957.50     | 0.00%             | 2022-10-22      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| Progress Software Corp                        | Progress Software Corp                                        | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |       -4760 | NS      | $-293025.60   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| HOMETOGO SE                                   | HomeToGo SE                                                   | CUSIP: 000000000<br>LEI: 2221001IK1TS34BCHL37 | Long             | EC               | CORP              | LU        |         716 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-915.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                 | United States Treasury Bill                                   | CUSIP: 912797QB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10000000 | PA      | $9941456.60   | 1.91%             | 2025-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Box Inc                                       | Box Inc                                                       | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Short            | EC               | CORP              | US        |       -7307 | NS      | $-276350.74   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                       | DraftKings Holdings Inc                                       | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |       82000 | PA      | $72898.00     | 0.01%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BBGI Global Infrastructure SA                 | BBGI Global Infrastructure SA                                 | CUSIP: 000000000<br>LEI: 529900CV0RWCOP5YHK95 | Long             | EC               | RF                | LU        |      581679 | NS      | $1126997.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Direct Line Insurance Group PL                | Direct Line Insurance Group PLC                               | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |      267920 | NS      | $1077493.25   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                       | ABB Ltd                                                       | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Short            | EC               | CORP              | CH        |      -13612 | NS      | $-771088.44   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Kellanova                                     | Kellanova                                                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       23312 | NS      | $1926270.56   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Acquisition Corp V                   | Live Oak Acquisition Corp V                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13917 | NS      | $144040.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEM INC                            | Varonis Systems Inc                                           | CUSIP: 922280AB8<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |       81000 | PA      | $125752.50    | 0.02%             | 2025-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                | Cloudflare Inc                                                | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |       -2348 | NS      | $-389509.72   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-68.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metsera Inc                                   | Metsera Inc                                                   | CUSIP: 59267L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5646 | NS      | $150861.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Rexford Industrial Realty Inc                 | Rexford Industrial Realty Inc                                 | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               | CORP              | US        |         -31 | NS      | $-1092.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                     | PG&E Corp                                                     | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | DBT              | CORP              | US        |     -118000 | PA      | $-114583.49   | -0.02%            | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                         | Envista Holdings Corp                                         | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |       31000 | PA      | $28558.75     | 0.01%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LIVANOVA PLC                                  | LivaNova PLC                                                  | CUSIP: 53802LAB8<br>LEI: 2138001K2FX6SHK2B339 | Long             | DBT              | CORP              | GB        |       14000 | PA      | $14088.20     | 0.00%             | 2029-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bitdeer Technologies Group                    | Bitdeer Technologies Group                                    | CUSIP: 000000000<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | EC               | CORP              | SG        |        8735 | NS      | $112332.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group                    | Bitdeer Technologies Group                                    | CUSIP: 000000000<br>LEI: 2549007M2KGWVJ9XFP20 | Short            | EC               | CORP              | SG        |      -35175 | NS      | $-452350.50   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| SOLERA T 06/02/28                             | SOLERA T 06/02/28                                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      213000 | PA      | $206706.92    | 0.04%             | 2028-06-05      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS 04/30/25                      | LIGADO NETWORKS 04/30/25                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       88628 | PA      | $88627.68     | 0.02%             | 2026-02-10      | Floating      | 17.50%                | No            |                  2 | On Loan: No      |
| Q2 Holdings Inc                               | Q2 Holdings Inc                                               | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Short            | EC               | CORP              | US        |       -3755 | NS      | $-328637.60   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4920.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                           | Ecuador Government International Bond                         | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      888048 | PA      | $556140.06    | 0.11%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Flight Centre Travel Group Ltd                | Flight Centre Travel Group Ltd                                | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Short            | EC               | CORP              | AU        |       -5620 | NS      | $-48148.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                 | United States Treasury Bill                                   | CUSIP: 912797QH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12000000 | PA      | $11909596.44  | 2.28%             | 2025-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                      | American Water Capital Corp                                   | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      410000 | PA      | $416970.00    | 0.08%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mirum Pharmaceuticals Inc                     | Mirum Pharmaceuticals Inc                                     | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Short            | EC               | CORP              | US        |       -1131 | NS      | $-50284.26    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                              | InterDigital Inc                                              | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      183000 | PA      | $517981.50    | 0.10%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                 | Live Nation Entertainment Inc                                 | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |       -1403 | NS      | $-192477.57   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                                | JBT Marel Corp                                                | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |        -199 | NS      | $-22847.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HEARTHSIDE RC SO 11/22/24                     | HEARTHSIDE RC SO 11/22/24                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      135464 | PA      | $89406.24     | 0.02%             | 2026-02-10      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                        | Penn Entertainment Inc                                        | CUSIP: 707569109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -650 | NS      | $-9639.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | LEAN HOGS                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |         -20 | NC      | $-41603.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                        | Ormat Technologies Inc                                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |        -763 | NS      | $-56713.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PARAGUAY                          | Paraguay Government International Bond                        | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  4945000000 | PA      | $592558.35    | 0.11%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SPREE ACQUISITION CORP 1 LTD                  | Spree Acquisition Corp 1 Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        3069 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| StorageVault Canada Inc                       | StorageVault Canada Inc                                       | CUSIP: 86212H105<br>LEI: 254900A6LDI0HRL1VD69 | Short            | EC               | CORP              | CA        |       -4373 | NS      | $-13192.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP                       | American Airlines Group Inc                                   | CUSIP: 023771S66<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1028000 | PA      | $1035873.97   | 0.20%             | 2026-02-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                         | ON Semiconductor Corp                                         | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      419000 | PA      | $453588.45    | 0.09%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                 | Dun & Bradstreet Holdings Inc                                 | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Long             | EC               | CORP              | US        |       94216 | NS      | $848886.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC                      | Super Micro Computer Inc                                      | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      245000 | PA      | $247327.50    | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN                      | Merit Medical Systems Inc                                     | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |       77000 | PA      | $97931.90     | 0.02%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                               | Bentley Systems Inc                                           | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      293000 | PA      | $271757.50    | 0.05%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16444.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWAMSTERDAM PHARMA CO NV                     | NEWAMSTERDAM PHARMA CO NV-27                                  | CUSIP: 000000000<br>LEI: 984500B6549TF6E14D36 | Long             | EC               | CORP              | NL        |       40474 | NS      | $732984.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| PG&E CORP                                     | PG&E Corp                                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | DBT              | CORP              | US        |     -841000 | PA      | $-825622.40   | -0.16%            | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PTC THERAPEUTICS INC                          | PTC Therapeutics Inc                                          | CUSIP: 69366JAD3<br>LEI: 549300UJLWOIWFDGB318 | Long             | DBT              | CORP              | US        |      544000 | PA      | $626280.00    | 0.12%             | 2026-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLLEGIUM PHARMA INC                          | Collegium Pharmaceutical Inc                                  | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |      566000 | PA      | $600243.00    | 0.12%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Talen Energy Corp                             | Talen Energy Corp                                             | CUSIP: 87422Q109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2199 | NS      | $-536446.05   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                               | Porch Group Inc                                               | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Short            | EC               | CORP              | US        |       -1384 | NS      | $-12622.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                    | Vertex Pharmaceuticals Inc                                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        3697 | NS      | $1634258.85   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                 | GameStop Corp                                                 | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |       -9966 | NS      | $-296986.80   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                       | Turkiye Government Bond                                       | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    10324000 | PA      | $227415.23    | 0.04%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                      | Super Micro Computer Inc                                      | CUSIP: 86800UAC8<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      330000 | PA      | $362182.22    | 0.07%             | 2028-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1543.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qifu Technology Inc                           | Qifu Technology Inc                                           | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Short            | EC               | CORP              | CN        |        -985 | NS      | $-40483.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP                            | Liberty Media Corp                                            | CUSIP: 531229AR3<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |      171000 | PA      | $244615.50    | 0.05%             | 2053-09-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                 | Snowflake Inc                                                 | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |       -5551 | NS      | $-1141674.17  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                        | MACOM Technology Solutions Holdings Inc                       | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      239000 | PA      | $358679.25    | 0.07%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                           | Petroleos Mexicanos                                           | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      178000 | PA      | $170341.39    | 0.03%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GUESS INC                                     | Guess? Inc                                                    | CUSIP: 401617AF2<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | DBT              | CORP              | US        |      184000 | PA      | $169004.00    | 0.03%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 91282CHV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1356000 | PA      | $1357884.12   | 0.26%             | 2025-08-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BILL Holdings Inc                             | BILL Holdings Inc                                             | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |       -1761 | NS      | $-76920.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP                       | American Airlines Group Inc                                   | CUSIP: 023771S82<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2431000 | PA      | $2449620.24   | 0.47%             | 2026-02-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| TETRA TECH INC                                | Tetra Tech Inc                                                | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |      228000 | PA      | $254619.00    | 0.05%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $79.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                          | Colombian TES                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3060700000 | PA      | $779953.14    | 0.15%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| FISKER INC                                    | Fisker Inc                                                    | CUSIP: 33813JAA4<br>LEI: 549300UUN5RWU44MBX79 | Long             | DBT              | CORP              | US        |      951000 | PA      | $5943.75      | 0.00%             | 2026-09-15      | Fixed         | 2.50%                 | No            |                  3 | On Loan: No      |
| Spotify Technology SA                         | Spotify Technology SA                                         | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Short            | EC               | CORP              | SE        |        -483 | NS      | $-321262.62   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp III                   | NewHold Investment Corp III                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13932 | NS      | $139737.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                        | MACOM Technology Solutions Holdings Inc                       | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      152000 | PA      | $151544.00    | 0.03%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                      | Snap Inc                                                      | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      139000 | PA      | $125530.90    | 0.02%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp                      | United States Steel Corp                                      | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       28381 | NS      | $1527465.42   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                             | Bloom Energy Corp                                             | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |      281000 | PA      | $356308.00    | 0.07%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                      | Marriott Vacations Worldwide Corp                             | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |     1004000 | PA      | $970165.20    | 0.19%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                         | Venezuela Government International Bond                       | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      389000 | PA      | $75310.40     | 0.01%             | 2026-10-21      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                 | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17406.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                        | EquipmentShare.com Inc                                        | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Short            | DBT              | CORP              | US        |     -390000 | PA      | $-401018.28   | -0.08%            | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                            | Evolent Health Inc                                            | CUSIP: 30050BAD3<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |      392000 | PA      | $384669.60    | 0.07%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NABORS ENERGY TRANSITION C-A                  | Nabors Energy Transition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2168 | NS      | $1102.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS INC                       | ANI Pharmaceuticals Inc                                       | CUSIP: 00182CAB9<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |      569000 | PA      | $608398.39    | 0.12%             | 2029-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                      | Development Bank of Kazakhstan JSC                            | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   100000000 | PA      | $184890.33    | 0.04%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 3                       | Match Group Financeco 3 Inc                                   | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |      393000 | PA      | $346075.80    | 0.07%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Vaxcyte Inc                                   | Vaxcyte Inc                                                   | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |       15228 | NS      | $494757.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                      | Encore Capital Group Inc                                      | CUSIP: 292554AM4<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      327000 | PA      | $353031.12    | 0.07%             | 2025-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc                            | Unity Software Inc                                            | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |       -1368 | NS      | $-35677.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                        | TKO Group Holdings Inc                                        | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2609 | NS      | $411726.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $109.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-779.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harbor Freight 06/05/2031                     | Harbor Freight 06/05/2031                                     | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |      288468 | PA      | $279369.30    | 0.05%             | 2031-06-11      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                        | XPLR Infrastructure Operating Partners LP                     | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      849000 | PA      | $891275.96    | 0.17%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Lyft Inc                                      | Lyft Inc                                                      | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |      -11086 | NS      | $-168950.64   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SEA LTD                                       | Sea Ltd                                                       | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |       63000 | PA      | $59346.00     | 0.01%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                              | Novo Nordisk A/S                                              | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       20035 | NS      | $1432502.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR INFRAST OPERATING                        | XPLR Infrastructure Operating Partners LP                     | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      480000 | PA      | $501573.60    | 0.10%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                       | Akamai Technologies Inc                                       | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      388000 | PA      | $364526.00    | 0.07%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                             | Expedia Group Inc                                             | CUSIP: 30212P303<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -345 | NS      | $-57528.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                           | Quanta Services Inc                                           | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        4903 | NS      | $1679571.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SRI LANKA                         | Sri Lanka Government International Bond                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      125000 | PA      | $97968.75     | 0.02%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $169.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom PJSC                                  | Gazprom PJSC                                                  | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |      615160 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                      | Republic of South Africa Government Bond                      | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    35664000 | PA      | $1700790.09   | 0.33%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Innoviva Inc                                  | Innoviva Inc                                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Short            | EC               | CORP              | US        |       -9229 | NS      | $-180611.53   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                      | PPL Corp                                                      | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       36764 | NS      | $1277549.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                      | Jazz Pharmaceuticals PLC                                      | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |       -1130 | NS      | $-122119.10   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                   | Apellis Pharmaceuticals Inc                                   | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |       35487 | NS      | $600794.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Pharming Group NV                             | Pharming Group NV                                             | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Short            | EC               | CORP              | NL        |      -87298 | NS      | $-97451.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                      | Univision Communications Inc                                  | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Short            | DBT              | CORP              | US        |     -253000 | PA      | $-224818.09   | -0.04%            | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                          | Upstart Holdings Inc                                          | CUSIP: 91680MAC1<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |      463000 | PA      | $603057.50    | 0.12%             | 2029-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| STORAGEVAULT CANADA INC                       | StorageVault Canada Inc                                       | CUSIP: 86212HAC9<br>LEI: 254900A6LDI0HRL1VD69 | Long             | DBT              | CORP              | CA        |      296000 | PA      | $211590.34    | 0.04%             | 2028-03-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2129.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                              | Cytokinetics Inc                                              | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |      105000 | PA      | $110238.06    | 0.02%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP                                 | GameStop Corp                                                 | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |      374000 | PA      | $474045.00    | 0.09%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aldel Financial II Inc                        | Aldel Financial II Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10204 | NS      | $106325.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                      | Celanese US Holdings LLC                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Short            | DBT              | CORP              | US        |     -822000 | PA      | $-800803.83   | -0.15%            | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH WEL 03/03/28                     | PETCO HEALTH WEL 03/03/28                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       19500 | PA      | $18119.12     | 0.00%             | 2028-03-03      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH WEL 03/03/28                     | PETCO HEALTH WEL 03/03/28                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -849032 | PA      | $-788916.19   | -0.15%            | 2028-03-03      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| SHIFT TECHNOLOGIES INC                        | Shift Technologies Inc                                        | CUSIP: 82452TAA5<br>LEI: 5493000DBZBX1I1QVY71 | Long             | DBT              | CORP              | US        |     1014000 | PA      | $6337.50      | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| GE HealthCare Technologies Inc                | GE HealthCare Technologies Inc                                | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       24045 | NS      | $1696134.30   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GOL EQUITY FINANCE SA                         | GOL Equity Finance SA                                         | CUSIP: 36256KAA8<br>LEI: 222100H9BH197YU7RY14 | Long             | DBT              | CORP              | LU        |      348000 | PA      | $8696.52      | 0.00%             | 2024-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                            | Peru Government Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3881000 | PA      | $1150710.00   | 0.22%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                       | Akamai Technologies Inc                                       | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      350000 | PA      | $352450.00    | 0.07%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                          | Upstart Holdings Inc                                          | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |      446000 | PA      | $415895.00    | 0.08%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure                 | Solaris Energy Infrastructure Inc                             | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Short            | EC               | CORP              | US        |       -1562 | NS      | $-42845.66    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                          | Bridgebio Pharma Inc                                          | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |       72000 | PA      | $74428.57     | 0.01%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Xometry Inc                                   | Xometry Inc                                                   | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Short            | EC               | CORP              | US        |       -3608 | NS      | $-119605.20   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SOLERA T 06/02/28                             | SOLERA T 06/02/28                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      519747 | PA      | $504391.51    | 0.10%             | 2028-06-02      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Skechers USA Inc                              | Skechers USA Inc                                              | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |        6786 | NS      | $421003.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                       | Akamai Technologies Inc                                       | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        2799 | NS      | $212528.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                       | Akamai Technologies Inc                                       | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |       -8404 | NS      | $-638115.72   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                      | Snap Inc                                                      | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      714000 | PA      | $686332.50    | 0.13%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2360.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                   | Datadog Inc                                                   | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |         -34 | NS      | $-4007.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TARGET GLOBAL ACQUISITION -A                  | Target Global Acquisition I Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        3516 | NS      | $457.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC                            | Evolent Health Inc                                            | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |      182000 | PA      | $143780.00    | 0.03%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                          | Upstart Holdings Inc                                          | CUSIP: 91680MAE7<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |       14000 | PA      | $12075.00     | 0.00%             | 2030-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                   | Covestro AG                                                   | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |       23863 | NS      | $1639263.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T                | Interpublic Group of Cos Inc/The                              | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Short            | EC               | CORP              | US        |      -20066 | NS      | $-480781.36   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                        | Whitecap Resources Inc                                        | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |       47609 | NS      | $296959.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                        | Whitecap Resources Inc                                        | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Short            | EC               | CORP              | CA        |      -47609 | NS      | $-296959.99   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| TERACT SA                                     | Teract SA                                                     | CUSIP: 000000000<br>LEI: 969500HQ6PWNILD1HE63 | Long             | EC               | CORP              | FR        |        3920 | NS      | $2.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peloton Interactive Inc                       | Peloton Interactive Inc                                       | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Short            | EC               | CORP              | US        |      -37215 | NS      | $-264226.50   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14550.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSMEDICS GROUP INC                         | TransMedics Group Inc                                         | CUSIP: 89377MAB5<br>LEI: 549300060GVOSMWARH50 | Long             | DBT              | CORP              | US        |      317000 | PA      | $491750.75    | 0.09%             | 2028-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                      | Univision Communications Inc                                  | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Short            | DBT              | CORP              | US        |     -317000 | PA      | $-296572.52   | -0.06%            | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JUST EAT TAKEAWAY                             | Just Eat Takeaway.com NV                                      | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $671964.30    | 0.13%             | 2026-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                       | American Airlines Group Inc                                   | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       68000 | PA      | $68113.64     | 0.01%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                  | Parsons Corp                                                  | CUSIP: 70202LAB8<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |      332000 | PA      | $485674.50    | 0.09%             | 2025-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INSTITUTIONAL FIDUCIARY TRUST                 | INSTITUTIONAL FIDUCIARY TRUST                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     2829000 | NS      | $2829000.00   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNA MINING CORP                           | Fortuna Mining Corp                                           | CUSIP: 349915AD0<br>LEI: 5493003Q88RVK7CW4735 | Long             | DBT              | CORP              | CA        |      125000 | PA      | $152968.75    | 0.03%             | 2029-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PDD HOLDINGS INC                              | PDD Holdings Inc                                              | CUSIP: 722304AC6<br>LEI: 5493000573DS7005T657 | Long             | DBT              | CORP              | KY        |      324000 | PA      | $315252.00    | 0.06%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IDERA TL B2 SOFR 03/02/28                     | IDERA TL B2 SOFR 03/02/28                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       30761 | PA      | $29300.05     | 0.01%             | 2028-03-02      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| RWE AG                                        | RWE AG                                                        | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       15712 | NS      | $591591.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6447.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                          | Bridgebio Pharma Inc                                          | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      354000 | PA      | $405940.86    | 0.08%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                       | Sphere Entertainment Co                                       | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |       35000 | PA      | $46165.00     | 0.01%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Impinj Inc                                    | Impinj Inc                                                    | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Short            | EC               | CORP              | US        |        -892 | NS      | $-101768.28   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                         | Integer Holdings Corp                                         | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      148000 | PA      | $152514.00    | 0.03%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Greenbrier Cos Inc/The                        | Greenbrier Cos Inc/The                                        | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |       -5617 | NS      | $-253158.19   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ASTRONICS CORP                                | Astronics Corp                                                | CUSIP: 046433AC2<br>LEI: 549300NNXCF8H4MSMK17 | Long             | DBT              | CORP              | US        |      210000 | PA      | $343121.80    | 0.07%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                         | Venezuela Government International Bond                       | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      459000 | PA      | $71035.62     | 0.01%             | 2023-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Inotiv Inc                                    | Inotiv Inc                                                    | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Short            | EC               | CORP              | US        |      -12986 | NS      | $-33763.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                     | Five9 Inc                                                     | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |         -47 | NS      | $-1245.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                                   | Workiva Inc                                                   | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |       21000 | PA      | $19545.75     | 0.00%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9383.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PING AN                                       | Ping An Insurance Group Co of China Ltd                       | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Short            | EC               | CORP              | CN        |      -28500 | NS      | $-166456.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNT                      | Cracker Barrel Old Country Store Inc                          | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |      589000 | PA      | $571321.57    | 0.11%             | 2026-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                            | Seagate HDD Cayman                                            | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      310000 | PA      | $469832.64    | 0.09%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kymera Therapeutics Inc                       | Kymera Therapeutics Inc                                       | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14178 | NS      | $420235.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| XPLR Infrastructure LP                        | XPLR Infrastructure LP                                        | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |       84145 | NS      | $742158.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                         | Alkami Technology Inc                                         | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Short            | EC               | CORP              | US        |       -4961 | NS      | $-142083.04   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SEA LTD                                       | Sea Ltd                                                       | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |      980000 | PA      | $1753710.00   | 0.34%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                        | EquipmentShare.com Inc                                        | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Short            | DBT              | CORP              | US        |     -664000 | PA      | $-690151.64   | -0.13%            | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                 | CommScope LLC                                                 | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      588000 | PA      | $611559.98    | 0.12%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                           | NCL Corp Ltd                                                  | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       14000 | PA      | $13947.50     | 0.00%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                | Transocean Inc                                                | CUSIP: 893830BW8<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      243000 | PA      | $249318.00    | 0.05%             | 2029-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc                           | AST SpaceMobile Inc                                           | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |       -2613 | NS      | $-60281.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                               | OSI Systems Inc                                               | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |      346000 | PA      | $462775.00    | 0.09%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                            | Trip.com Group Ltd                                            | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Short            | EC               | CORP              | SG        |       -7826 | NS      | $-490298.90   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                        | Guidewire Software Inc                                        | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |        -474 | NS      | $-101919.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                  | Parsons Corp                                                  | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72135.00     | 0.01%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE INC                      | Tandem Diabetes Care Inc                                      | CUSIP: 875372AD6<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |      163000 | PA      | $161272.20    | 0.03%             | 2029-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| MKS INC                                       | MKS Inc                                                       | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |       97000 | PA      | $88909.49     | 0.02%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                        | EquipmentShare.com Inc                                        | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Short            | DBT              | CORP              | US        |     -190000 | PA      | $-199481.30   | -0.04%            | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                          | Bridgebio Pharma Inc                                          | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |       70000 | PA      | $63091.45     | 0.01%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11531.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                             | Bloom Energy Corp                                             | CUSIP: 093712AL1<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |      235000 | PA      | $286230.00    | 0.05%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| BLACKLINE INC                                 | BlackLine Inc                                                 | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |       49000 | PA      | $47163.91     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trump Media & Technology Group                | Trump Media & Technology Group Corp                           | CUSIP: 25400Q105<br>LEI: 6488S3A83U2SRQ48O215 | Short            | EC               | CORP              | US        |        -182 | NS      | $-3882.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                    | SolarEdge Technologies Inc                                    | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |       13114 | NS      | $234216.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                        | Victra Holdings LLC / Victra Finance Corp                     | CUSIP: 92648DAA4<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -988000 | PA      | $-1010001.77  | -0.19%            | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                               | CMS Energy Corp                                               | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |       35000 | PA      | $37642.50     | 0.01%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                                   | Dropbox Inc                                                   | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |      396000 | PA      | $405504.00    | 0.08%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cleanspark Inc                                | Cleanspark Inc                                                | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Short            | EC               | CORP              | US        |       -1956 | NS      | $-16880.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                       | Illinois Tool Works Inc                                       | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Short            | EC               | CORP              | US        |       -2721 | NS      | $-666862.68   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                                   | Dropbox Inc                                                   | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |      629000 | PA      | $628056.50    | 0.12%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-90.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6535.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                      | Smyrna Ready Mix Concrete LLC                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Short            | DBT              | CORP              | US        |     -222000 | PA      | $-228165.16   | -0.04%            | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| APPLIED OPTOELECTRONICS                       | Applied Optoelectronics Inc                                   | CUSIP: 03823UAE2<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | DBT              | CORP              | US        |      164000 | PA      | $130329.26    | 0.03%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HEARTHSIDE FOOD 05/23/25                      | HEARTHSIDE FOOD 05/23/25                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000742 | PA      | $500371.19    | 0.10%             | 2025-05-23      | Floating      | 12.19%                | No            |                  2 | On Loan: No      |
| MGP INGREDIENTS INC                           | MGP Ingredients Inc                                           | CUSIP: 55303JAB2<br>LEI: 2549006OMHFVZ4MS8538 | Long             | DBT              | CORP              | US        |      437000 | PA      | $412396.11    | 0.08%             | 2041-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| TYLER TECHNOLOGIES INC                        | Tyler Technologies Inc                                        | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |      572000 | PA      | $699556.00    | 0.13%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                           | Petroleos Mexicanos                                           | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1482000 | PA      | $1393644.94   | 0.27%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                       | Sea Ltd                                                       | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Short            | EC               | CORP              | SG        |      -10468 | NS      | $-1678753.16  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                      | Etsy Inc                                                      | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      197000 | PA      | $170651.25    | 0.03%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                | Eli Lilly & Co                                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        2379 | NS      | $1754916.93   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                              | InterDigital Inc                                              | CUSIP: 45867G101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2361 | NS      | $-512950.86   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $852.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                       | Turkiye Government Bond                                       | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     6051000 | PA      | $140207.54    | 0.03%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                          | WEC Energy Group Inc                                          | CUSIP: 92939UAN6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      216000 | PA      | $249750.00    | 0.05%             | 2027-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                         | Helmerich & Payne Inc                                         | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Short            | DBT              | CORP              | US        |     -496000 | PA      | $-468506.08   | -0.09%            | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                    | Neurocrine Biosciences Inc                                    | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       16720 | NS      | $2056894.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC                                    | EZCORP Inc                                                    | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      144000 | PA      | $203040.00    | 0.04%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                        | Hims & Hers Health Inc                                        | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |       -3265 | NS      | $-184668.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                       | Box Inc                                                       | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |      192000 | PA      | $282816.00    | 0.05%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                           | Coinbase Global Inc                                           | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      210000 | PA      | $227850.00    | 0.04%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                     | Linde PLC                                                     | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Short            | EC               | CORP              | US        |       -1262 | NS      | $-590085.96   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATIO                      | Varex Imaging Corp                                            | CUSIP: 92214XAB2<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |      626000 | PA      | $626625.92    | 0.12%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $230.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOL FINANCE                                   | Gol Finance Inc                                               | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |      201500 | PA      | $184624.38    | 0.04%             | 2030-06-05      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| Dexcom Inc                                    | Dexcom Inc                                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       13230 | NS      | $1135134.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                    | Dexcom Inc                                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |        -791 | NS      | $-67867.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                         | Alphatec Holdings Inc                                         | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Short            | EC               | CORP              | US        |      -16418 | NS      | $-204075.74   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| TWITTE 02/14/30                               | TWITTE 02/14/30                                               | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      690923 | PA      | $688601.26    | 0.13%             | 2029-10-29      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COS INC                            | Greenbrier Cos Inc/The                                        | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |      544000 | PA      | $574763.20    | 0.11%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                             | MARA Holdings Inc                                             | CUSIP: 565788AE6<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |       14000 | PA      | $12005.00     | 0.00%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                       | El Salvador Government International Bond                     | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      400000 | PA      | $399552.00    | 0.08%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| PACIRA BIOSCIENCES INC                        | Pacira BioSciences Inc                                        | CUSIP: 695127AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      216000 | PA      | $218133.78    | 0.04%             | 2029-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent                | Frontier Communications Parent Inc                            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       49904 | NS      | $1808021.92   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | WALGREENS BOOTS ALLIANCE INC                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         249 | NC      | $996.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                               | CMS Energy Corp                                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Short            | EC               | CORP              | US        |        -250 | NS      | $-17557.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                          | Edison International                                          | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Short            | DBT              | CORP              | US        |     -241000 | PA      | $-244251.71   | -0.05%            | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                      | Solaris Energy Infrastructure Inc                             | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |       49000 | PA      | $64281.88     | 0.01%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DREYFUS QII GOV CASH 289                      | DREYFUS QII GOV CASH 289                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    42595180 | NS      | $42595179.50  | 8.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMF HOLDING CORP                             | Jamf Holding Corp                                             | CUSIP: 47074LAB1<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15100.80     | 0.00%             | 2026-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                  | Terawulf Inc                                                  | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |       19000 | PA      | $13910.03     | 0.00%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5694000 | PA      | $5704676.26   | 1.09%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory Inc/The                    | Cheesecake Factory Inc/The                                    | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |       -6491 | NS      | $-358108.47   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                     | Constellation Energy Corp                                     | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       11492 | NS      | $3518275.80   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                          | Republic of Italy Government International Bond               | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      350000 | PA      | $342396.60    | 0.07%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16369.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                         | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      724000 | PA      | $818844.00    | 0.16%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                             | Bloom Energy Corp                                             | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |         118 | NS      | $2179.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bloom Energy Corp                             | Bloom Energy Corp                                             | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |      -24048 | NS      | $-444166.56   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                 | Repligen Corp                                                 | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |        -824 | NS      | $-97289.68    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                               | AstraZeneca PLC                                               | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       21061 | NS      | $1533872.63   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST HOLDINGS CORP                         | Comcast Holdings Corp                                         | CUSIP: 200300507<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      386500 | PA      | $240016.50    | 0.05%             | 2029-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                   | Bayerische Motoren Werke AG                                   | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |       10561 | NS      | $936983.74    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                       | Zhenro Properties Group Ltd                                   | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      203000 | PA      | $1421.00      | 0.00%             | 2026-01-07      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        3000 | PA      | $2994.38      | 0.00%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enovis Corp                                   | Enovis Corp                                                   | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |        -103 | NS      | $-3223.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3051.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silvercorp Metals Inc                         | Silvercorp Metals Inc                                         | CUSIP: 82835P103<br>LEI: 52990092RT3UCQ7G3177 | Short            | EC               | CORP              | CA        |      -18559 | NS      | $-72194.51    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                         | Veeco Instruments Inc                                         | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       12580 | NS      | $242919.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                         | Veeco Instruments Inc                                         | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Short            | EC               | CORP              | US        |      -20597 | NS      | $-397728.07   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                               | OSI Systems Inc                                               | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |       -1420 | NS      | $-311136.20   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| INOTIV INC                                    | Inotiv Inc                                                    | CUSIP: 45783QAB6<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | DBT              | CORP              | US        |      299000 | PA      | $74391.20     | 0.01%             | 2027-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oaktree Acquisition Corp III L                | Oaktree Acquisition Corp III Life Sciences                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6850 | NS      | $71651.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                          | Tencent Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |        3924 | NS      | $247379.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PORCH GROUP INC                               | Porch Group Inc                                               | CUSIP: 733245AC8<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91422.39     | 0.02%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                         | SoFi Technologies Inc                                         | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |      144000 | PA      | $147173.80    | 0.03%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                       | European Bank for Reconstruction & Development                | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   133400000 | PA      | $222186.15    | 0.04%             | 2036-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-73.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                             | MARA Holdings Inc                                             | CUSIP: 565788AC0<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18703.60     | 0.00%             | 2031-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cornerstone Bldg 04/12/28                     | Cornerstone Bldg 04/12/28                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       72845 | PA      | $65226.68     | 0.01%             | 2028-04-12      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Cornerstone Bldg 04/12/28                     | Cornerstone Bldg 04/12/28                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |      -72845 | PA      | $-65226.68    | -0.01%            | 2028-04-12      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                      | Yinson Boronia Production BV                                  | CUSIP: 000000000<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      573893 | PA      | $598289.42    | 0.11%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                      | Etsy Inc                                                      | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |        -379 | NS      | $-20977.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VERINT SYSTEMS INC                            | Verint Systems Inc                                            | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |      334000 | PA      | $319634.81    | 0.06%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VECTOR CAP CLS B-1 UNIT                       | VECTOR CAP CLS B-1 UNIT                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1499 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TREASURY BILL                                 | United States Treasury Bill                                   | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11000000 | PA      | $10896691.63  | 2.09%             | 2025-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc                      | Encore Capital Group Inc                                      | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Short            | EC               | CORP              | US        |       -8964 | NS      | $-339735.60   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                      | Etsy Inc                                                      | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      133000 | PA      | $132301.75    | 0.03%             | 2026-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS INTL CONSOLIDAT                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-32549.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Evolent Health Inc                            | Evolent Health Inc                                            | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |       -1864 | NS      | $-13886.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CORE SCIENTIFIC INC                           | Core Scientific Inc                                           | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12155.00     | 0.00%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aurora Innovation Inc                         | Aurora Innovation Inc                                         | CUSIP: 051774107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -5408 | NS      | $-32772.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                         | DigitalOcean Holdings Inc                                     | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |     1049000 | PA      | $985456.83    | 0.19%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLIGHT CENTRE LTD                             | Flight Centre Travel Group Ltd                                | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Long             | DBT              | CORP              | AU        |      600000 | PA      | $377574.49    | 0.07%             | 2028-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                        | Vishay Intertechnology Inc                                    | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |      617000 | PA      | $536481.50    | 0.10%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| SOUTHPORT ACQUISITION CORP                    | Southport Acquisition Corp                                    | CUSIP: 84465L113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4946 | NS      | $989.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SRI LANKA                         | Sri Lanka Government International Bond                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       55000 | PA      | $43037.50     | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                                   | Xometry Inc                                                   | CUSIP: 98423FAB5<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |      456000 | PA      | $471454.18    | 0.09%             | 2027-02-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                | Albemarle Corp                                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |       -6102 | NS      | $-340247.52   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-9336.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vishay Intertechnology Inc                    | Vishay Intertechnology Inc                                    | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |      -10667 | NS      | $-150084.69   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                           | Repay Holdings Corp                                           | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Short            | EC               | CORP              | US        |       -1548 | NS      | $-7445.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                        | MIWD Holdco II LLC / MIWD Finance Corp                        | CUSIP: 55337PAA0<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -571000 | PA      | $-527855.13   | -0.10%            | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAGERDUTY INC.                                | PagerDuty Inc                                                 | CUSIP: 69553PAD2<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |       41000 | PA      | $38335.00     | 0.01%             | 2028-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                | Air Products and Chemicals Inc                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        7647 | NS      | $2132824.77   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                              | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       24000 | PA      | $10937.04     | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                      | Encore Capital Group Inc                                      | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      577000 | PA      | $539992.89    | 0.10%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transocean Ltd                                | Transocean Ltd                                                | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Short            | EC               | CORP              | CH        |      -51920 | NS      | $-129280.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                     | Block Inc                                                     | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      109000 | PA      | $97255.25     | 0.02%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fastly Inc                                    | Fastly Inc                                                    | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Short            | EC               | CORP              | US        |        -350 | NS      | $-2548.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $291.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travere Therapeutics Inc                      | Travere Therapeutics Inc                                      | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       36115 | NS      | $542447.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                      | Travere Therapeutics Inc                                      | CUSIP: 89422G107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -139 | NS      | $-2087.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC                         | Veeco Instruments Inc                                         | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |      394000 | PA      | $411671.09    | 0.08%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                 | Snowflake Inc                                                 | CUSIP: 833445AA7<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     1044000 | PA      | $1495008.00   | 0.29%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIRA BIOSCIENCES INC                        | Pacira BioSciences Inc                                        | CUSIP: 695127AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      379000 | PA      | $375702.18    | 0.07%             | 2025-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      647000 | PA      | $659282.89    | 0.13%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                 | United States Treasury Bill                                   | CUSIP: 912797LN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19000000 | PA      | $18977592.36  | 3.64%             | 2025-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                   | Enovis Corp                                                   | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13692.00     | 0.00%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital Southwest Corp                        | Capital Southwest Corp                                        | CUSIP: 140501107<br>LEI: 54930023YZ4YEJEDBO56 | Short            | EC               | CORP              | US        |        -612 | NS      | $-12741.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                      | Etsy Inc                                                      | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      173000 | PA      | $154791.75    | 0.03%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $623.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | NEW ZEALAND $                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |           3 | NC      | $-45.34       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                                | JBT Marel Corp                                                | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |      129000 | PA      | $127735.80    | 0.02%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                         | Sri Lanka Government International Bond                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       80000 | PA      | $54635.04     | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| HEARTHSIDE FOOD 05/23/25                      | HEARTHSIDE FOOD 05/23/25                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      339377 | PA      | $169688.53    | 0.03%             | 2025-05-23      | Floating      | 12.50%                | No            |                  2 | On Loan: No      |
| PROS Holdings Inc                             | PROS Holdings Inc                                             | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Short            | EC               | CORP              | US        |       -2045 | NS      | $-35971.55    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS INC                              | A10 Networks Inc                                              | CUSIP: 002121AA9<br>LEI: 549300UQD4IWUML81Q35 | Long             | DBT              | CORP              | US        |      245000 | PA      | $249722.71    | 0.05%             | 2030-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                        | Ormat Technologies Inc                                        | CUSIP: 686688AB8<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |      143000 | PA      | $150436.00    | 0.03%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Inc                              | Cytokinetics Inc                                              | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Short            | EC               | CORP              | US        |        -889 | NS      | $-27576.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                     | Alibaba Group Holding Ltd                                     | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | CN        |       -8875 | NS      | $-1010330.00  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE INC                         | Helmerich & Payne Inc                                         | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Short            | DBT              | CORP              | US        |     -390000 | PA      | $-344977.59   | -0.07%            | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                       | Akamai Technologies Inc                                       | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      580000 | PA      | $559864.43    | 0.11%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS SES SA                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36643.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hennessy Capital Investment Co                | Hennessy Capital Investment Corp VII                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13932 | NS      | $139459.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KOFAX TLB SOFR+5 07/20/29                     | KOFAX TLB SOFR+5 07/20/29                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -251554 | PA      | $-219750.02   | -0.04%            | 2029-07-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| GP-Act III Acquisition Corp                   | GP-Act III Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9171 | NS      | $96020.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                       | BioMarin Pharmaceutical Inc                                   | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      295000 | PA      | $277957.84    | 0.05%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| BigBear.ai Holdings Inc                       | BigBear.ai Holdings Inc                                       | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Long             | EC               | CORP              | US        |        1919 | NS      | $7983.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc                       | BigBear.ai Holdings Inc                                       | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Short            | EC               | CORP              | US        |      -31542 | NS      | $-131214.72   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                     | Edwards Lifesciences Corp                                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       30147 | NS      | $2358098.34   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                     | Merit Medical Systems Inc                                     | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Short            | EC               | CORP              | US        |        -682 | NS      | $-64810.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DELIVERY HERO AG                              | Delivery Hero SE                                              | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2213829.09   | 0.42%             | 2030-02-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| E2OPE 02/04/28                                | E2OPE 02/04/28                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -331953 | PA      | $-333647.85   | -0.06%            | 2028-02-04      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $628.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MH SUB I 04/20/28                             | MH SUB I 04/20/28                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |      -55477 | PA      | $-53465.96    | -0.01%            | 2028-05-03      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Sable Offshore Corp                           | Sable Offshore Corp                                           | CUSIP: 78574H104<br>LEI: 254900IMMKZUOZF7V487 | Long             | EC               | CORP              | US        |        5505 | NS      | $158433.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA                         | Argentine Republic Government International Bond              | CUSIP: 040114GM6<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     7320000 | PA      | $291336.00    | 0.06%             | 2035-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                         | Uber Technologies Inc                                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |       -7155 | NS      | $-602164.80   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| MH SUB 12/11/31                               | MH SUB 12/11/31                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -491966 | PA      | $-450948.09   | -0.09%            | 2031-12-31      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Tandem Diabetes Care Inc                      | Tandem Diabetes Care Inc                                      | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |       59485 | NS      | $1178992.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                      | Tandem Diabetes Care Inc                                      | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Short            | EC               | CORP              | US        |       -2854 | NS      | $-56566.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RFNA LP                                       | Rfna LP                                                       | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Short            | DBT              | CORP              | US        |     -222000 | PA      | $-222716.91   | -0.04%            | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                   | Datadog Inc                                                   | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13048.00     | 0.00%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                         | Lumentum Holdings Inc                                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |       -8428 | NS      | $-609175.84   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $356.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SATELLOGIC INC-A                              | Satellogic Inc                                                | CUSIP: 80401C118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2058 | NS      | $1049.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                          | Upstart Holdings Inc                                          | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |       -9291 | NS      | $-438256.47   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                      | Yapi ve Kredi Bankasi AS                                      | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      537000 | PA      | $557220.74    | 0.11%             | 2034-01-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                          | Indonesia Treasury Bond                                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 16781000000 | PA      | $1045706.62   | 0.20%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                            | Everi Holdings Inc                                            | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |       63281 | NS      | $892894.91    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                          | Edison International                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Short            | DBT              | CORP              | US        |     -598000 | PA      | $-576844.49   | -0.11%            | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Core Scientific Inc                           | Core Scientific Inc                                           | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Short            | EC               | CORP              | US        |      -21040 | NS      | $-224076.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL                | Seagate Technology Holdings PLC                               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Short            | EC               | CORP              | US        |       -3082 | NS      | $-363491.08   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP FINANCECO 2                       | Match Group Financeco 2 Inc                                   | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |      935000 | PA      | $898815.50    | 0.17%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      180000 | PA      | $179310.94    | 0.03%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-140.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1306000 | PA      | $-1301000.48  | -0.25%            | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                              | Duke Energy Corp                                              | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       63000 | PA      | $66953.25     | 0.01%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK OF CHINA                        | Industrial & Commercial Bank of China Ltd                     | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Short            | DBT              | CORP              | CN        |     -479000 | PA      | $-468968.16   | -0.09%            | N/A             | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc                                    | EZCORP Inc                                                    | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |      -11150 | NS      | $-149967.50   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Haymaker Acquisition Corp 4                   | Haymaker Acquisition Corp 4                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3381 | NS      | $37326.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PlayAGS Inc                                   | PlayAGS Inc                                                   | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27860 | NS      | $340449.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SRI LANKA                         | Sri Lanka Government International Bond                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       60000 | PA      | $52350.00     | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                          | Kite Realty Group LP                                          | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |       36000 | PA      | $36768.96     | 0.01%             | 2027-04-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PagerDuty Inc                                 | PagerDuty Inc                                                 | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Short            | EC               | CORP              | US        |        -705 | NS      | $-10053.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES                          | Dynavax Technologies Corp                                     | CUSIP: 268158AE2<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |      190000 | PA      | $171271.40    | 0.03%             | 2030-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                  | SABLE OFFSHORE CORP                                           | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |         -83 | NC      | $-24900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                 | Ford Motor Co                                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |      -17029 | NS      | $-176761.02   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Hercules Capital Inc                          | Hercules Capital Inc                                          | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Short            | EC               | CORP              | US        |        -729 | NS      | $-12852.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                                 | Wolfspeed Inc                                                 | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Short            | DBT              | CORP              | US        |     -115000 | PA      | $-21850.00    | -0.00%            | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF | iShares iBoxx $ High Yield Corporate Bond ETF                 | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Short            | EC               | RF                | US        |       -5434 | NS      | $-432383.38   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| IDERA TL B2 SOFR 03/02/28                     | IDERA TL B2 SOFR 03/02/28                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -406841 | PA      | $-387518.27   | -0.07%            | 2028-03-02      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MU                      | Istanbul Metropolitan Municipality                            | CUSIP: 000000000<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |      260000 | PA      | $278041.53    | 0.05%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CHEFS' WAREHOUSE THE                          | Chefs' Warehouse Inc/The                                      | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |        8000 | PA      | $12510.31     | 0.00%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Applied Optoelectronics Inc                   | Applied Optoelectronics Inc                                   | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Short            | EC               | CORP              | US        |       -2720 | NS      | $-41942.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Verona Pharma PLC                             | Verona Pharma PLC                                             | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |       23787 | NS      | $1931504.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunocore Holdings PLC                       | Immunocore Holdings PLC                                       | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Short            | EC               | CORP              | GB        |        -504 | NS      | $-18446.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobileye Global Inc                           | Mobileye Global Inc                                           | CUSIP: 60741F104<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |      -15051 | NS      | $-244578.75   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA                         | Argentine Republic Government International Bond              | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2842000 | PA      | $296540.67    | 0.06%             | 2035-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| INTEGRA LIFESCIENCES HLD                      | Integra LifeSciences Holdings Corp                            | CUSIP: 457985AM1<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | DBT              | CORP              | US        |      583000 | PA      | $574983.75    | 0.11%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                          | Saturn Oil & Gas Inc                                          | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Short            | DBT              | CORP              | CA        |     -447000 | PA      | $-409721.36   | -0.08%            | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                    | Siemens AG                                                    | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        7893 | NS      | $1898451.69   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Revvity Inc                                   | Revvity Inc                                                   | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       13964 | NS      | $1262624.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                     | Hess Corp                                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        1921 | NS      | $253936.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC                       | Mirion Technologies Inc                                       | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7553.00      | 0.00%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                            | Enphase Energy Inc                                            | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Short            | EC               | CORP              | US        |       -7052 | NS      | $-291882.28   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                       | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC     | CUSIP: 89157UAA5<br>LEI: N/A                  | Short            | DBT              | CORP              | N/A       |      -88000 | PA      | $-87547.67    | -0.02%            | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $912.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                         | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       68000 | PA      | $76874.00     | 0.01%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BlackLine Inc                                 | BlackLine Inc                                                 | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |       -1399 | NS      | $-78246.07    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH INC                            | Teladoc Health Inc                                            | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |       66000 | PA      | $60805.80     | 0.01%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| MasTec Inc                                    | MasTec Inc                                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       12524 | NS      | $1952867.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                               | Tyson Foods Inc                                               | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Short            | EC               | CORP              | US        |       -4430 | NS      | $-248788.80   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                            | Dominican Republic International Bond                         | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     8100000 | PA      | $136853.08    | 0.03%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                           | Coinbase Global Inc                                           | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |       -1395 | NS      | $-344034.90   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                          | Edison International                                          | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Short            | DBT              | CORP              | US        |     -471000 | PA      | $-466490.69   | -0.09%            | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                            | Dominican Republic International Bond                         | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    42750000 | PA      | $727926.87    | 0.14%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FIVE9 INC                                     | Five9 Inc                                                     | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |       27000 | PA      | $23530.50     | 0.00%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                 | CURRENCY CONTRACT - KRW                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13517.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                       | Kite Realty Group Trust                                       | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -812 | NS      | $-17961.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SRI LANKA                         | Sri Lanka Government International Bond                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      130000 | PA      | $102227.06    | 0.02%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Confluent Inc                                 | Confluent Inc                                                 | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |        -273 | NS      | $-6287.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Materials Select Sector SPDR Fund             | Materials Select Sector SPDR Fund                             | CUSIP: 81369Y100<br>LEI: 549300N81BAQ1XPGBT65 | Short            | EC               | RF                | US        |       -8996 | NS      | $-776714.64   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                             | Omnicom Group Inc                                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        6902 | NS      | $506882.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                 | Snowflake Inc                                                 | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |       68000 | PA      | $99917.50     | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1013000 | PA      | $-1009873.94  | -0.19%            | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS G 03/30/2027                     | FIRST BRANDS G 03/30/2027                                     | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      342931 | PA      | $332385.41    | 0.06%             | 2027-03-30      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                             | BILL Holdings Inc                                             | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |      409000 | PA      | $342128.50    | 0.07%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEARTHSIDE FOOD 05/23/25                      | HEARTHSIDE FOOD 05/23/25                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       49841 | PA      | $24920.39     | 0.00%             | 2025-06-27      | Floating      | 13.75%                | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-143.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                                | Ziff Davis Inc                                                | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |        -488 | NS      | $-15830.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                | LCI Industries                                                | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               | CORP              | US        |       -2142 | NS      | $-186653.88   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                             | MARA Holdings Inc                                             | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |       -1318 | NS      | $-18610.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                               | Shake Shack Inc                                               | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               | CORP              | US        |        -112 | NS      | $-14536.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ZAMBIA                            | Zambia Government International Bond                          | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      438528 | PA      | $268319.39    | 0.05%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                        | Blackstone Mortgage Trust Inc                                 | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8761.50      | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                      | Prime Healthcare Services Inc                                 | CUSIP: 74165HAC2<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -475000 | PA      | $-482891.65   | -0.09%            | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                            | Albertsons Cos Inc                                            | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       31813 | NS      | $707202.99    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                   | BioMarin Pharmaceutical Inc                                   | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Short            | EC               | CORP              | US        |        -166 | NS      | $-9639.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INC                             | MicroStrategy Inc                                             | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |       17000 | PA      | $43711.33     | 0.01%             | 2030-03-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2995.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11280.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                         | Alkami Technology Inc                                         | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |      218000 | PA      | $249501.00    | 0.05%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                              | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       21000 | PA      | $9677.96      | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GRO 03/30/27                     | FIRST BRANDS GRO 03/30/27                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      990744 | PA      | $960244.42    | 0.18%             | 2027-03-30      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| AMPHASTAR PHARMACEUTICAL                      | Amphastar Pharmaceuticals Inc                                 | CUSIP: 03209RAB9<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | DBT              | CORP              | US        |       91000 | PA      | $79977.82     | 0.02%             | 2029-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      230000 | PA      | $229761.91    | 0.04%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -375000 | PA      | $-374611.82   | -0.07%            | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                        | Capital Southwest Corp                                        | CUSIP: 140501AE7<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |       39000 | PA      | $37136.11     | 0.01%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| B2GOLD CORP                                   | B2Gold Corp                                                   | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |      157000 | PA      | $200940.38    | 0.04%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Meritage Homes Corp                           | Meritage Homes Corp                                           | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Short            | EC               | CORP              | US        |         -42 | NS      | $-2671.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc                                    | Vertex Inc                                                    | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |       -5637 | NS      | $-223056.09   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                      | COPPER                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         -10 | NC      | $40520.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                       | ANI Pharmaceuticals Inc                                       | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Short            | EC               | CORP              | US        |       -5150 | NS      | $-302408.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| MULTI-COLOR TLB 10/29/28                      | MULTI-COLOR TLB 10/29/28                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      707540 | PA      | $632869.50    | 0.12%             | 2028-10-29      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| INNOVIVA INC                                  | Innoviva Inc                                                  | CUSIP: 45781MAD3<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |      569000 | PA      | $567249.48    | 0.11%             | 2028-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                         | SoFi Technologies Inc                                         | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |      640000 | PA      | $1012915.84   | 0.19%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                              | Haemonetics Corp                                              | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34191.50     | 0.01%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUMP MEDIA & TECHNOLOGY                      | Trump Media & Technology Group Corp                           | CUSIP: 25400QAA3<br>LEI: 6488S3A83U2SRQ48O215 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13006.00     | 0.00%             | 2028-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | United States Treasury Note/Bond                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -375000 | PA      | $-373872.07   | -0.07%            | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp                          | JetBlue Airways Corp                                          | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |         139 | NS      | $701.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JetBlue Airways Corp                          | JetBlue Airways Corp                                          | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Short            | EC               | CORP              | US        |       -4481 | NS      | $-22629.05    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LEBANESE REPUBLIC                             | Lebanon Government International Bond                         | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      212000 | PA      | $37147.70     | 0.01%             | 2024-11-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43639.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                          | Hercules Capital Inc                                          | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |       49000 | PA      | $47162.50     | 0.01%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                 | Repligen Corp                                                 | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |      300000 | PA      | $294742.90    | 0.06%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| LCPR Loan Financ 10/16/28                     | LCPR Loan Financ 10/16/28                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       84301 | PA      | $62470.10     | 0.01%             | 2028-10-16      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| LCPR Loan Financ 10/16/28                     | LCPR Loan Financ 10/16/28                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | LON              | CORP              | US        |     -219061 | PA      | $-162333.02   | -0.03%            | 2028-10-16      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                           | Xerox Holdings Corp                                           | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      542000 | PA      | $380789.74    | 0.07%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Inc                  | Community Health Systems Inc                                  | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       82779 | NS      | $321182.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                          | JetBlue Airways Corp                                          | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Short            | DBT              | CORP              | US        |      -66000 | PA      | $-63360.71    | -0.01%            | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE ESCROW                        | PERSHING SQUARE ESCROW                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       42829 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TREASURY BILL                                 | United States Treasury Bill                                   | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -328000 | PA      | $-318444.40   | -0.06%            | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                    | Ventas Inc                                                    | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Short            | EC               | CORP              | US        |        -555 | NS      | $-35675.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3579.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K HOVNANIAN RC S 06/30/26                     | K HOVNANIAN RC S 06/30/26                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      500000 | PA      | $486451.60    | 0.09%             | 2026-06-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| WEC Energy Group Inc                          | WEC Energy Group Inc                                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |       -1497 | NS      | $-160837.68   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                           | AST SpaceMobile Inc                                           | CUSIP: 00217DAA8<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |       84000 | PA      | $99589.72     | 0.02%             | 2032-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERA 5.75 10/23                     | SAMARCO MINERA 5.75 10/23                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      384000 | PA      | $12928.87     | 0.00%             | 2023-10-24      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| FANUC Corp                                    | FANUC Corp                                                    | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |       17007 | NS      | $453904.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS 01/18/28                         | CSC HOLDINGS 01/18/28                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2722383 | PA      | $2693457.33   | 0.52%             | 2028-01-18      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                  | Ecopetrol SA                                                  | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      717000 | PA      | $695592.68    | 0.13%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Itron Inc                                     | Itron Inc                                                     | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Short            | EC               | CORP              | US        |       -1042 | NS      | $-120455.20   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                         | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      143000 | PA      | $191191.00    | 0.04%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                      | Ionis Pharmaceuticals Inc                                     | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16060.00     | 0.00%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4566.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                          | JetBlue Airways Corp                                          | CUSIP: 477143AQ4<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |       33000 | PA      | $34314.17     | 0.01%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| LEBANESE REPUBLIC                             | Lebanon Government International Bond                         | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      103000 | PA      | $18020.37     | 0.00%             | 2027-11-29      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                              | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      561000 | PA      | $283660.40    | 0.05%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings                | Clear Channel Outdoor Holdings Inc                            | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      201413 | NS      | $215511.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MP TOPCO HOLDINGS SHARES                      | MP TOPCO HOLDINGS SHARES                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27996 | NS      | $537523.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition V Corp                 | M3-Brigade Acquisition V Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12900 | NS      | $152220.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                     | Itron Inc                                                     | CUSIP: 465741AP1<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |      194000 | PA      | $213560.21    | 0.04%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Rogers Sugar Inc                              | Rogers Sugar Inc                                              | CUSIP: 77519R102<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -4837 | NS      | $-19878.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15672.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-863.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | AMERICAN AXLE & MANUFACTURING HOLDINGS INC                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         343 | NC      | $5145.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2794.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                  | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45912.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-542.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $115.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $67.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3456.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION         | CDS BAYER AG                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1189.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | CORN                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -25 | NC      | $13070.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $86.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                  | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $37156.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2310.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | 3MTH SONIA                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          15 | NC      | $-6012.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                            | 3MTH SONIA                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          -2 | NC      | $-1245.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-797.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | AMEDISYS INC                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          59 | NC      | $12685.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3210.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1920.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2498.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13152.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-297.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6635.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-988.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $105.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-536.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-557.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $31.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-203.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                   | CDS ARAB REPUBLIC OF EGYPT                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9235.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15597.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-332.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | 3MO EURO EURIBOR                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -46 | NC      | $-40251.92    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN MEAL                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -25 | NC      | $21526.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6168.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1936.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2957.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AXLE                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-778.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1359.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1414.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | 3 MONTH SOFR                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -109 | NC      | $-53189.21    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2619.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CLOUDFLARE INC                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           7 | NC      | $147.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $66.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                 | CURRENCY CONTRACT - IDR                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $46717.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | LEAN HOGS                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |          -6 | NC      | $-15353.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | PALLADIUM                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           4 | NC      | $-7397.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | NATURAL GAS                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         -20 | NC      | $57433.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS CMA CGM SA                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10499.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                 | CURRENCY CONTRACT - INR                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3528.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6423.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | UNITED STATES STEEL CORP                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -220 | NC      | $-8250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                   | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14166.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | GASOLINE RBOB                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           1 | NC      | $-2177.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-401554.81   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | CDS KINGDOM OF SAUDI ARABIA                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-55335.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3586.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | COCOA - IC                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $-3699.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-426.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT             | EURO-SCHATZ                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -7 | NC      | $-497.18      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                 | CURRENCY CONTRACT - ZAR                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2288.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-456.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-204.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | WHITE SUGAR (ICE)                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          -5 | NC      | $9004.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7932.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2411.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | NASDAQ 100 E-MINI                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          19 | NC      | $593496.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                  | H&E EQUIPMENT SERVICES INC                                    | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |         -55 | NC      | $-275.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $0.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                 | CDS ITRAXX.EU.XO.43.V1                                        | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $986304.07    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $738.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | WHEAT (CBT)                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -4 | NC      | $5366.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE, INC.                          | US DOLLAR                                                     | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DFE              | CORP              | KR        |         283 | NC      | $-42235.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-273.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $180.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-644.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13223.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                | FTSE/JSE TOP 40                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ZA        |         -17 | NC      | $-38650.41    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                             | RAPESEED EURO                                                 | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |          -1 | NC      | $-267.60      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | COREWEAVE INC                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          40 | NC      | $106000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $309.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2553.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $105.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-123876.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $796.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $91.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $396.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $480.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | DJIA MINI E-CBOT                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               | CORP              | US        |          11 | NC      | $8664.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $159.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2758.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-151.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-350.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $0.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-57948.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3788.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                | CURRENCY CONTRACT - KZT                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2312.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-273.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $770.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-91.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $785.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10403.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2114.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | 3MO EURO EURIBOR                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          97 | NC      | $48379.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                            | 3MO EURO EURIBOR                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -38 | NC      | $-40620.96    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2422.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $747.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4617.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS HOVNANIAN                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2486.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1292.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-960.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-982.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $73.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10910.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | PLATINUM                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           1 | NC      | $4878.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6502.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11594.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11652.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | E-MINI RUSS 2000                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          13 | NC      | $-1632.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | E-MINI RUSS 2000                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         -20 | NC      | $-3153.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3308.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4776.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AXLE                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-778.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                            | NIKKEI 225 MINI                                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |         -55 | NC      | $-52730.63    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $652.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41180.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5777.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4882.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $47.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2422.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | 3MO EURO EURIBOR                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -35 | NC      | $-37329.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-221.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-253.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-643.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $52.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2661.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1173.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1042.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $488.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION         | CDS REPUBLIC OF ITALY                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3932.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-419.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $56.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - HKD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1716.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11031.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-558.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                    | 10YR MINI JGB                                                 | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DIR              | CORP              | SG        |          10 | NC      | $2300.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | CHF CURRENCY                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         -93 | NC      | $-778443.74   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2506.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $45358.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $279.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18862.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                   | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9256.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $49076.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2225.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | BP CURRENCY                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         229 | NC      | $725474.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2619.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | FTSE 100 INDEX                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |           2 | NC      | $397.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                            | FTSE 100 INDEX                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |          -6 | NC      | $-19007.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1278.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | Three-Month SOFR                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -86 | NC      | $10485.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | COINBASE GLOBAL INC                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           4 | NC      | $4.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-757.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - BRL                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-326.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS SA                             | MILL WHEAT EURO                                               | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |         -47 | NC      | $36506.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WPP FINANCE                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1705.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CDS ARAB REPUBLIC OF EGYPT                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27486.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $307.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5315.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3456.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS INTL CONSOLIDAT                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10922.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS FORD MOTOR CO                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4141.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS K HOVNANIAN                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-27930.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $564.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                 | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16957.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4585.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3929.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2474.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-397.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $86.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | CURRENCY CONTRACT - KRW                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3541.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-103.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $101.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11789.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1031.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $10672.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT             | EURO-SCHATZ                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         145 | NC      | $-23833.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT             | EURO-SCHATZ                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -22 | NC      | $-2534.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $457.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1774.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $664.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $170.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                       | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-325.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $288.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CDS RAKUTEN INC                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-215.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS CDX.EM.43.V1                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-29927.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1663.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                 | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20231.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-919.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                        | 3M CORRA                                                      | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |           1 | NC      | $-152.84      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $672.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10105.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $271.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10103.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3597.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2519.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6305.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8424.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7675.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-816.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS SES SA                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36870.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $116.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14091.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS PEOPLES REPUBLIC OF CHINA                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2432.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                  | LUMENTUM HOLDINGS INC                                         | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |           7 | NC      | $1372.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CDS RAKUTEN INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-116.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS XEROX CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7702.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15351.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4417.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS NIPPON PAPER INDUSTRIES CO LTD                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $47644.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21586.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-79652.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-628.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4021.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-63.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $690.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - PEN                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18775.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | LEAN HOGS                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |         -10 | NC      | $-22851.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | COCOA                                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $-25564.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS FORD MOTOR CO                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6902.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33271.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                            | NIKKEI 225 (OSE)                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |          -6 | NC      | $-48007.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20261.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | KC HRW WHEAT                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $-279.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AXLE                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-509.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | BRENT CRUDE                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           2 | NC      | $-3522.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                   | CDS INTL CONSOLIDAT                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $-10922.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | MSCI EMGMKT                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |          30 | NC      | $87882.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-68537.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | CDS RAKUTEN INC                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-187.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2690.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-0.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2072.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-49.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                 | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4955.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - KRW                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14359.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-853.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT             | EURO-OAT                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          17 | NC      | $20279.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                       | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $452.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $0.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-681.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $543.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1981.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-206.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS FORD MOTOR CO                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-276.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-355.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-800.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6205.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $514.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-159.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                   | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-55140.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2520.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS HERTZ CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1051.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10007.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $148.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | COFF ROBUSTA 10TN                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           5 | NC      | $-34935.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $50.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $1283.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                       | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3239.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | WTI CRUDE                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          15 | NC      | $-21933.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | WTI CRUDE                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         -16 | NC      | $19164.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                 | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20195.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2275.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24        | 90-DAY BANK BILL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           2 | NC      | $1307.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -48 | NC      | $12102.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - HKD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1081.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | CORN                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $308.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18145.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $589.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | Three-Month SOFR                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -77 | NC      | $45047.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $324.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1270.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $938.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - HKD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1933.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                       | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4967.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2334.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WPP FINANCE                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3020.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                      | SILVER                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |           7 | NC      | $-9636.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                      | SILVER                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         -35 | NC      | $40591.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $57.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2798.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                 | CURRENCY CONTRACT - THB                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2803.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - BRL                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS VOLKSWAGEN AG                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1460.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | AUDUSD CRNCY                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          82 | NC      | $121027.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                        | CAN 2YR BOND                                                  | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |          -6 | NC      | $-764.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CNY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-404.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company           | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1740.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-198.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS GENERAL MOTORS CO                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-42197.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $49.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $0.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2099.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $0.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.               | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23903.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION     | CDS NIPPON PAPER INDUSTRIES CO LTD                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-675.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5731.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $45.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS CDX.NA.IG.44.V1                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $574555.17    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | CORN                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -9 | NC      | $11817.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CDS ARAB REPUBLIC OF EGYPT                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4984.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                    | CBOE VIX                                                      | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |          26 | NC      | $-39072.93    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $93.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8244.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS HERTZ CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6536.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-112.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | EURO FX CURR                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          44 | NC      | $231664.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-514.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1890.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-226.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $518.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $384.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | UNITY SOFTWARE INC                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          14 | NC      | $700.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $856.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                       | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $452.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $426.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                  | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34275.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3506.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                   | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5628.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-794.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                      | COPPER                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |          -1 | NC      | $-889.18      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                  | APPLIED DIGITAL CORP                                          | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |          14 | NC      | $378.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2821.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $693.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | LIVE CATTLE                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |         -14 | NC      | $-27960.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1534.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $640.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-59567.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | WHITE SUGAR (ICE)                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         -12 | NC      | $26416.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10443.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2261.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - COP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14323.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                        | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2390.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-862.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-33868.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-54.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS GENERAL MOTORS                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8439.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $141.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9579.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CNY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3772.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS CMA CGM SA                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19392.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $507.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-206.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-879.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-63.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS KINGDOM OF SAUDI ARABIA                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-15125.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $398.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS SAINT GOBAIN                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-20914.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1567.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3605.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $314.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-106.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $17744.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45393.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-516.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                        | CDS LINCOLN NATIONAL CORP                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3101.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $39628.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23705.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8563.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | 3MO EURO EURIBOR                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -26 | NC      | $-26725.21    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19313.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6053.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $143.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2619.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8006.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1960.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $178.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | COFFEE 'C'                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |           2 | NC      | $-12568.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | COFFEE 'C'                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          -5 | NC      | $37825.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | WHEAT (CBT)                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $497.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5291.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-75.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                      | GOLD 100 OZ                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |          14 | NC      | $26975.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1318.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - SEK                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOBE STEEL                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7551.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $93.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | CDS RAKUTEN INC                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-46.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2257.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1049.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS GENERAL MOTORS                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8439.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-580.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3152.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-314.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS PEOPLES REPUBLIC OF CHINA                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2432.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22139.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1548.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS STELLANTIS NV                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8055.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $540.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | JAPAN YEN CURR                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          63 | NC      | $125085.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2835.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                    | CBOE VIX                                                      | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |           2 | NC      | $-459.74      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $417.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - BRL                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-408.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                        | 3M CORRA                                                      | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |           1 | NC      | $-305.11      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $290.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-233.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3158.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1596.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1225.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-974.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | NY HARB ULSD                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           1 | NC      | $-2328.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10704.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1054.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                     | LME PRI ALUM                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |           6 | NC      | $-6871.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                     | LME PRI ALUM                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $-35.25       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-957.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24282.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1205.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7239.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - BRL                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-593.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-89.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS HERTZ CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1030.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                        | CAN 10YR BOND                                                 | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |          48 | NC      | $30602.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $56046.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18390.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2803.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS METLIFE INC                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14741.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $643.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                            | JAPAN 10Y BOND(OSE)                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |           3 | NC      | $11403.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21901.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5260.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                 | CURRENCY CONTRACT - CLP                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3836.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $549.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association        | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2135.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $207.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US 10YR NOTE (CBT)                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          41 | NC      | $22922.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-106.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $236.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $317.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                     | CURRENCY CONTRACT - ZAR                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9237.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.               | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45808.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-959.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS GENERAL MOTORS CO                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3207.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3038.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11506.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $938.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US 10YR NOTE (CBT)                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -30 | NC      | $-18573.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT             | EURO-BUND                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         243 | NC      | $177420.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Bank, National Association        | CURRENCY CONTRACT - PEN                                       | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11563.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1273.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6874.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | WALGREENS BOOTS ALLIANCE INC                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -249 | NC      | $-747.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $68.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-207.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | EXACT SCIENCES CORP                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           5 | NC      | $265.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | EXACT SCIENCES CORP                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           5 | NC      | $265.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                            | 3MTH SONIA                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          -2 | NC      | $32.97        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-488.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US ULTRA BOND CBT                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          33 | NC      | $30884.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US ULTRA BOND CBT                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -13 | NC      | $-22982.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | SUGAR #11 (WORLD)                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |         -14 | NC      | $13844.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SECURITIES (USA) INC.         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2738.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-598.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3878.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-913.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | SURGERY PARTNERS INC                                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         126 | NC      | $23310.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-148.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN MEAL                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -3 | NC      | $1393.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-852.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS K HOVNANIAN                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1205.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1565.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | EURO/PLZ X-RATE                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          15 | NC      | $-14230.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1124.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | NATURAL GAS                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $7306.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-85.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS TEGNA                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4784.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $25729.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-122.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-294.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-510.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10942.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-580.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS XEROX CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19257.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                    | NIKKEI 225 (SGX)                                              | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |          -3 | NC      | $-12203.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT PARIS SA                             | RAPESEED EURO                                                 | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DCO              | CORP              | FR        |          -2 | NC      | $-836.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3637.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $358.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-166.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-718.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8004.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20464.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-67.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2018.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-692.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8253.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $990.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | 3MO EURO EURIBOR                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          -9 | NC      | $-10701.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | MEXICAN PESO                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         209 | NC      | $280512.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2536.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-872.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $220.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS FORD MOTOR CO                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13804.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | JUNIPER NETWORKS INC                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         -57 | NC      | $-3562.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $337.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE, INC.                          | KOSPI2 INX                                                    | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DE               | CORP              | KR        |          18 | NC      | $78938.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN OIL                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -17 | NC      | $13186.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE, INC.                          | KOREA 3YR BND                                                 | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DIR              | CORP              | KR        |          14 | NC      | $3156.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-241.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | SPDR S&P 500 ETF TRUST                                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          61 | NC      | $122.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS HERTZ CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4002.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $121109.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4850.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1211.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | S&P500 EMINI                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |          60 | NC      | $398640.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-614.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                    | FTSE TAIWAN INDEX                                             | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |          10 | NC      | $-8107.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS VOLKSWAGEN AG                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7294.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7061.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                 | CURRENCY CONTRACT - BRL                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5664.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4532.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5714.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $778.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1457.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS SES SA                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4382.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22679.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $567.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN OIL                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -4 | NC      | $633.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1435.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | GUESS INC                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |           7 | NC      | $455.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                 | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3859.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-118.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6604.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2042.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5815.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS HERTZ CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $13340.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-300.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | COCOA - IC                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           2 | NC      | $-16292.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                            | COCOA - IC                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |          -1 | NC      | $-2091.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5473.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45569.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - PEN                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4408.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1723.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2460.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CDS RAKUTEN INC                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-246.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2370.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5065.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | SPDR S&P 500 ETF TRUST                                        | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |         -21 | NC      | $-21.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-62576.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | LEAN HOGS                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |          -2 | NC      | $-4354.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7051.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9581.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-567.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | 3 MONTH SOFR                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -49 | NC      | $-45102.67    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS UNIVISION COMM                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4635.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29593.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-262.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6795.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CDS RAKUTEN INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-99.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                  | MIRION TECHNOLOGIES INC                                       | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |           7 | NC      | $210.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $45.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                        | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5097.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS HOVNANIAN                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-5154.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AXLE                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-778.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2220.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                     | LME ZINC                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |           6 | NC      | $-36826.27    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                     | LME ZINC                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |          -6 | NC      | $7144.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3822.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US LONG BOND(CBT)                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -56 | NC      | $-60287.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                   | CDS INTL CONSOLIDAT                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $-6553.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | ADIDAS AG                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           7 | NC      | $3877.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-290.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS TEGNA INC                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1913.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-53.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                   | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-782.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-339542.17   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2619.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2549.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $55.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | CDS REPUBLIC OF ARGENTINA                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $7920.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $192.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1034.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AXLE                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-778.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS INTL CONSOLIDAT                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10922.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $38894.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                            | LOW SU GASOIL G                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |           4 | NC      | $5295.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | GOLAR LNG LTD                                                 | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |          87 | NC      | $69165.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $811.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8192.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1117.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                        | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5097.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $63.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1571.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                   | CDS ARAB REPUBLIC OF EGYPT                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-35587.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | WHEAT (CBT)                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -42 | NC      | $49843.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1663.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS XEROX CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $30811.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $81.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT             | DAX MINI                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |          -2 | NC      | $-10747.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-967.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7831.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2516.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $253.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-155.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1654.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1704.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-628.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                    | FTSE CHINA A50                                                | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |         116 | NC      | $-4220.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                    | FTSE CHINA A50                                                | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |         -24 | NC      | $2503.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1395.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-779.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $37.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                    | CURRENCY CONTRACT - ZAR                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12571.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS REPUBLIC OF TURKIYE                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-364.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - AUD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $302.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CDS CDX.NA.HY.44.V1                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $215511.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US 5YR NOTE (CBT)                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          48 | NC      | $19839.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US 5YR NOTE (CBT)                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -47 | NC      | $-13332.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1077.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.              | EUR/SWED KRNA X-RAT                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          -1 | NC      | $484.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CAD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3209.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1724.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $52.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1210.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                       | CURRENCY CONTRACT - PEN                                       | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2619.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $997.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5822.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - GBP                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4794.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | CORN                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -65 | NC      | $84365.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1571.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS HERTZ CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-861.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $106.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                     | LME ZINC                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |           3 | NC      | $-5621.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS STELLANTIS NV                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9589.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-133.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24        | 90-DAY BANK BILL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           6 | NC      | $3340.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                         | CDS WHIRLPOOL CORP                                            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2619.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS WPP FINANCE                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3553.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | NATURAL GAS                                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |          -3 | NC      | $5794.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT             | EURO-BUXL 30Y BND                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -35 | NC      | $182695.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24726.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                    | HANG SENG INDEX                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |          14 | NC      | $1745.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - CLP                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $363.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN MEAL                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |          -1 | NC      | $1397.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-553.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $154.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CDS NIPPON PAPER INDUSTRIES CO LTD                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1043.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-789.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | SPIRIT AEROSYSTEMS HOLDINGS INC                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         373 | NC      | $373.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | OKTA INC                                                      | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           3 | NC      | $66.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS STELLANTIS NV                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-19755.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | US 10YR ULTRA                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -9 | NC      | $-4578.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS KOHL'S CORP                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11059.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $30752.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS TEGNA                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-14354.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS RAKUTEN INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-222.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-109.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS XEROX CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $30811.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9563.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22676.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                  | H&E EQUIPMENT SERVICES INC                                    | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |          60 | NC      | $240.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | BLOOM ENERGY CORP                                             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           3 | NC      | $1245.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $228.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS RAKUTEN INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-321.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | UPSTART HOLDINGS INC                                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           7 | NC      | $7.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | UPSTART HOLDINGS INC                                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           7 | NC      | $7.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.            | GASOLINE RBOB                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |           1 | NC      | $-1148.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                        | S&P/TSX 60 IX                                                 | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               | CORP              | CA        |          12 | NC      | $159307.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - TRY                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1488.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-561.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS XEROX CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $37743.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BORSA ITALIANA S.P.A.                         | FTSE/MIB INDEX                                                | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               | CORP              | IT        |           3 | NC      | $25177.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT             | EURO STOXX 50                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |          42 | NC      | $14473.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT             | EURO STOXX 50                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |         -21 | NC      | $-65585.02    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | ISHARES RUSSELL 2000 ETF                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |          75 | NC      | $32175.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-93.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | SOYBEAN                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -13 | NC      | $-3890.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $51.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2345.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                        | CANOLA (WCE)                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |          11 | NC      | $5527.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-536.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1183.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS FORD MOTOR CO                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-13804.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - CHF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3586.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS XEROX CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7702.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-38891.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS LINCOLN NATIONAL CORP                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2535.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                  | SABLE OFFSHORE CORP                                           | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |          83 | NC      | $46895.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                | CDS RAKUTEN INC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-225.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                     | MARRIOTT VACATIONS WORLDWIDE CORP                             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |           7 | NC      | $630.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1379.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                            | CURRENCY CONTRACT - PLN                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27469.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - MXN                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $111.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS SES SA                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4155.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - NZD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1315.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-112.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5889.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AXLE                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3891.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $618.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                    | MSCI SING IX ETS                                              | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |          24 | NC      | $1279.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                             | CDS AMERICAN AIRLINES GROUP INC                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-2866.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | AMERICAN AIRLINES GROUP INC                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |         487 | NC      | $28733.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.   | KC HRW WHEAT                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |         -19 | NC      | $13870.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - EUR                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3630.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-796.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                      | CURRENCY CONTRACT - JPY                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-413.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2605.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.               | CDS GENERAL MOTORS                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8608.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | CURRENCY CONTRACT - USD                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |           1 | NC      | $719.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-22

**Name of Applicant:** Franklin Alternative Strategies Funds

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer Controller, US Fund Administration and Oversight