# EDGAR Filing Document

**Accession Number:** 0002026275
**File Stem:** 0001752724-25-147875
**Filing Date:** 2025-6
**Character Count:** 1670050
**Document Hash:** 0437c93539b54c9e05f1f384f064512f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-147875.hdr.sgml**: 20250618

**ACCESSION NUMBER**: 0001752724-25-147875

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250618

**DATE AS OF CHANGE**: 20250618

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23973
- **FILM NUMBER:** 251055756

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-790-7151

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $833800434.68

**Total Liabilities:** $784006089.85

**Net Assets:** $49794344.83

**Delayed Delivery Securities:** $292825582.17

**Cash Not Reported:** $15774879.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -20.52000000 | **1-Year:** -1248.78000000 | **5-Year:** -6820.23000000 | **10-Year:** -4007.16000000 | **30-Year:** -3374.37000000

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

- **3-Month:** -55.72000000 | **1-Year:** -971.58000000 | **5-Year:** -4211.25000000 | **10-Year:** -1769.90000000 | **30-Year:** 107.72000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -1.32%               | 1.06%                | -0.02%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $430929.99               | $-262092.29                                |
| Month 2  | $-733167.51              | $374960.70                                 |
| Month 3  | $412723.80               | $-325320.18                                |

### Schedule of Portfolio Investments

| Name                                             | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Goldman Sachs & Co. LLC                          | GENERAL ELECTRIC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3389 | OU      | $-440.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PDF SOLUTIONS INC CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7301 | OU      | $-589.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $2702.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APOGEE THERAPEUTICS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5453 | OU      | $1062.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |           1 | NC      | $18073.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-49.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $-295.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $287.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NORTHERN OIL & GAS INC TRS 0.0000% 05-20-2033                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -26022 | OU      | $-1363.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JPMORGAN CHASE & CO TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      190234 | OU      | $9375.84      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WOLTERS KLUWER NV TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -10661 | OU      | $-305.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-32004.17    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWEDBANK AB CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -2960788 | OU      | $-8805.99     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDCAD(USD) 05/07/25 1.4242C                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       42000 | OU      | $0.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQT CORP TRS 0.0000% 05-20-2033                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       68802 | OU      | $2539.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1041.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ABBOTT LABORATORIES CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7562 | OU      | $21.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.8975% 09/11/2030 CMD                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -5019000 | OU      | $-197.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-EURNOK(EUR) 05/23/25 11.8754P                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      -46000 | OU      | $-718.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-253.7500% 03-07-27 - 99Z13HJL                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2027-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | FRTR FWD 05-08-252.5000% 05-25-30 - 99Z13NY6                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              | NUSS              | FR        |    -6875000 | PA      | $-7848241.33  | -15.76%           | 2030-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CISCO SYSTEMS INC CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -8053 | OU      | $-491.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1208.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 7.83% 09/17/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |  -301265000 | OU      | $-179.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PAYCOM SOFTWARE INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15671 | OU      | $-1534.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $5.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-411.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LIFE360 INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7372 | OU      | $-2452.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13601800 | PA      | $0.00         | 0.00%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $57.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.25% 02/04/2043 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      360000 | OU      | $79394.35     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-10102.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AIRBNB INC TRS 0.0000% 05-20-2033                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       25888 | OU      | $2032.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1184.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.2792% 10/26/2057 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      362000 | OU      | $8385.21      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | ZA        |           1 | NC      | $282.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $59.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $952.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2889.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CAIXABANK SA TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -248990 | OU      | $3106.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SWEDBANK AB TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |    -1654409 | OU      | $-14403.76    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $543.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6290.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-839.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMCAST CORP-CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10618 | OU      | $-189.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EMCOR GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -363 | OU      | $-37.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                             | Talos Production Inc                                                            | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      285000 | PA      | $267964.47    | 0.54%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STARBUCKS CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22853 | OU      | $999.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SITIO ROYALTIES CORP-A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       58826 | OU      | $5334.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DISCO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -133200 | OU      | $-37.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BRUNELLO CUCINELLI SPA CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |      -11754 | OU      | $-1324.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1069.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-8116.96     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-507.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONOCOPHILLIPS TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       62422 | OU      | $1476.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KINETIK HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14525 | OU      | $-192.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $333.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $-5228.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Minneapolis Grain Exchange                       | WHEAT (HARD RED SPRING) JUL 25                                                  | CUSIP: 000000000<br>LEI: 549300RGCVWZUN04IA69 | N/A              | DCO              |  | US        |           2 | NC      | $-1112.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1096780 | PA      | $0.00         | 0.00%             | 2028-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ICICI BANK LTD-SPON ADR CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IN        |      -77085 | OU      | $-1243.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TAIWAN SEMICON CFD (USD)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      119598 | OU      | $14832.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1250.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-6.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CROWDSTRIKE HOLDINGS INC TRS 0.0000% 05-20-2033                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1451 | OU      | $-264.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-7093.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | S&P 500 INDEX 06/20/25 5678.25P OTC-E                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       21908 | NC      | $894.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NIKE INC -CL B CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11617 | OU      | $-57.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-251.2500% 10-22-41 - 99Z13P5M                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1123775 | PA      | $887829.00    | 1.78%             | 2041-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $-501.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOPBUILD CORP CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -553 | OU      | $-38.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | QIAGEN NV TRS 0.0000% 05-05-2028                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       18145 | OU      | $834.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SQUARE INC - A CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        5415 | OU      | $431.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CYTOKINETICS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       17044 | OU      | $1891.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SUMITOMO ELECTRIC INDUSTRIES CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     3493628 | OU      | $3665.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHARLES RIVER LABORATORIES CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12075 | OU      | $1447.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1760.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FISERV INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6526 | OU      | $803.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EO-USDILS(USD) 04/01/26 3.689P                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      413000 | OU      | $19648.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.2500% 07-31-34 - 99Z13HJR                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2034-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOME DEPOT INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9019 | OU      | $-353.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 4.28125% 06/18/2026 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -477000 | OU      | $3696.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.3755% 09/17/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |       80000 | OU      | $-1074.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-890.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $387.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALBEMARLE CORP TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2430 | OU      | $-204.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NIKE CFD                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -41726 | OU      | $-1194.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN TOWER CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8284 | OU      | $281.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ALUMINUM (LISTED) MAY 25                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           4 | NC      | $-20426.25    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | POWERSHARES QQQ WEEKLY (FACTOR 100) 05/09/25W 425P                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         -12 | NC      | $-324.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERIZON COMMUNICATIONS INC TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14596 | OU      | $-384.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 8.83% 06/18/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    70174000 | OU      | $-19717.05    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PALANTIR TECHNOLOGIES INC-A CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -8329 | OU      | $-4344.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-15-250.5000% 10-31-31 - 99Z13NR3                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              | NUSS              | ES        |    -3445000 | PA      | $-3429815.45  | -6.89%            | 2031-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.6805% 09/18/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   403235000 | OU      | $-1914.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $9.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | FRTR FWD 05-12-252.5000% 09-24-27 - 99Z13PG4                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |           0 | PA      | $0.00         | 0.00%             | 2027-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND 06/01/25 125P                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -28 | NC      | $8548.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                               | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Short            | DBT              | CORP              | ES        |     -200000 | PA      | $-236567.34   | -0.48%            | 2034-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 14.68% 01/02/2029 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      347710 | OU      | $-2642.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $-317.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RENAISSANCERE HOLDINGS LTD CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BM        |      -61263 | OU      | $-5993.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4054.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | MICROSOFT 05/02/25W 370P                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           6 | NC      | $978.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $231.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.4035% 09/17/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -451885000 | OU      | $1695.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2581.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWEDISH ORPHAN BIOVITRUM AB CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      -82805 | OU      | $-940.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OVINTIV INC TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       40431 | OU      | $1141.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EURO STOXX BANKS (PRICE) INDEX 05/16/25 177P OTC-E                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |        1115 | NC      | $2384.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.18% 09/17/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |    -1120000 | OU      | $8371.04      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                     | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Short            | DBT              | CORP              | ES        |     -100000 | PA      | $-113272.59   | -0.23%            | 2036-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-475.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-7707.68     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $6003.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-10257.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | EU FWD 05-02-252.8750% 12-06-27 - 99Z13HRC                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |     6000000 | PA      | $6969695.71   | 14.00%            | 2027-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 05/14/25 1.387C                                                  | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       42000 | OU      | $148.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1174.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STEVANATO GROUP SPA CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -24868 | OU      | $962.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $3670.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $2050.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-28075.73    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DTE ENERGY CO TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3855 | OU      | $-118.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX JUN 25 4500P                                                      | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -8 | NC      | $-10640.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $1441.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-16982.18    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TALANX AG CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      150597 | OU      | $7273.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-485.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERA THERAPEUTICS INC TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6153 | OU      | $-507.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $17694.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MARVELL TECHNOLOGY INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7335 | OU      | $661.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VAXCYTE INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        8030 | OU      | $822.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 8.225% 03/17/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    15872000 | OU      | $-9181.10     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $2826.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $260.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FERRARI NV TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        5102 | OU      | $203.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 3.375% 09/19/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |    10280000 | OU      | $20170.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $728.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $247.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROADCOM INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      101465 | OU      | $7665.84      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SM ENERGY CO CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -39716 | OU      | $-1784.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SKANDINAVISKA ENSKILDA BAN-A CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -3941819 | OU      | $-14219.20    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-104.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SBA COMMUNICATIONS CORP CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       56218 | OU      | $4632.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHOPIFY INC - CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       37592 | OU      | $4968.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NEMETSCHEK SE CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        -671 | OU      | $-170.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | UKTI FWD 05-09-250.2500% 03-22-52 - 99Z13P5Q                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -661278 | PA      | $-546016.87   | -1.10%            | 2052-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2019.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FLEX LNG LTD CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       -3237 | OU      | $-159.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APPLIED MATERIALS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -24221 | OU      | $-2002.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NAURA TECHNOLOGY GROUP CO-A CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |      -12010 | OU      | $88.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MODINE MANUFACTURING CO TRS 0.0000% 05-20-2033                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3396 | OU      | $604.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-27269.21    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $2904.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $3711.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      845000 | PA      | $888051.66    | 1.78%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 3.824% 09/17/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |     -726000 | OU      | $356.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WINGSTOP INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -33250 | OU      | $-5806.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SKYWATER TECHNOLOGY INC CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6890 | OU      | $-951.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-317.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOAST INC TRS 0.0000% 05-20-2033                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -38472 | OU      | $-2907.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CLEAN HARBORS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1236 | OU      | $-47.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALPHABET INC-CL A CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       39036 | OU      | $3205.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARM HOLDINGS PLC-ADR CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -30114 | OU      | $-5355.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-27.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $36041.15     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $2703.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $14852.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-250.5000% 10-22-61 - 99Z13HJE                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2061-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.88% 09/11/2030 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -3312000 | OU      | $-250.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $1134.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-83.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds               | GGB FWD 05-02-253.3750% 06-15-34 - 99Z13HR9                                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     4529000 | PA      | $5227719.67   | 10.50%            | 2034-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-138.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4158.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KLA CORP CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3438 | OU      | $-74.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GIVAUDAN-REG CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -60202 | OU      | $-9307.83     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NTG NORDIC TRANSPORT GROUP TRS 0.0000% 05-05-2028                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |       26117 | OU      | $479.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.84375% 09/17/2035 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     -444000 | OU      | $588.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ANTA SPORTS PRODUCTS LTD CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      149016 | OU      | $821.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $700.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.96875% 06/18/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -3261000 | OU      | $-25921.18    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY REC 5 FIXED     1.4500% 02-07-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   197241000 | NC      | $7482.13      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NAGARRO SE CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -1818 | OU      | $136.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AFFIRM HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9309 | OU      | $2086.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.5125% 06/18/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -170000 | OU      | $3953.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SBA COMMUNICATIONS CORP CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       18721 | OU      | $1481.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GENERALI CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       68212 | OU      | $933.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $104.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GODADDY INC - CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8225 | OU      | $-626.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $589.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WALMART INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -18944 | OU      | $-992.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OBSIDIAN ENERGY LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -28552 | OU      | $2567.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD TWD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-3146.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LUMENTUM HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8400 | OU      | $-691.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INNOVEX INTERNATIONAL INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12133 | OU      | $-8.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 07/11/25W 96.1P                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         -40 | NC      | $-4341.02     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                   | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |         219 | NS      | $23726.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-146.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |           1 | NC      | $6415.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-194.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GENERAC HOLDINGS INC TRS 0.0000% 05-20-2033                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -69064 | OU      | $-5054.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHARTER COMMUNICATIONS INC TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       25150 | OU      | $5415.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIVITAS RESOURCES INC TRS 0.0000% 05-20-2033                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10004 | OU      | $384.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3894.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARGENX SE CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        -530 | OU      | $-47.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $8179.92      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MARRIOTT INTERNATIONAL-CL A CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2157 | OU      | $-228.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARK INNOVATION ETF CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -118235 | OU      | $-4538.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 4.125% 09/17/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      420000 | OU      | $-7846.82     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $4882.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | U.K. Inflation-Linked Gilts                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2054-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ZALANDO SE CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        -577 | OU      | $33.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-316.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EMMI AG-REG CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -18840 | OU      | $-794.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 8.35% 09/05/2035 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     1812000 | OU      | $436.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HANNOVER RUECK SE TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -219879 | OU      | $-6996.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-294.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHEMOMETEC A/S CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |       -8404 | OU      | $-168.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |           1 | NC      | $-60.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $542.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 3.926% 03/18/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |     9021000 | OU      | $-7527.21     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 4.346% 04/11/2045 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      937000 | OU      | $-5262.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPJPY(GBP) 05/07/25 187.42P                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       27000 | OU      | $59.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD DKK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds               | GGB FWD 05-15-254.3750% 07-18-38 - 99Z13O4B                                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1925000 | PA      | $2353023.28   | 4.73%             | 2038-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-734.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |           1 | NC      | $783.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHORD ENERGY CORP TRS 0.0000% 05-20-2033                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      106487 | OU      | $-2993.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $5590.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NICHICON CORP TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1544275 | OU      | $610.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.41% 07/02/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      605000 | OU      | $-5184.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARC RESOURCES LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      214652 | OU      | $-1448.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PROCTER & GAMBLE CO/THE CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12570 | OU      | $-110.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-175.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS JPY 0.59% 06/18/2026 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  1144189000 | OU      | $1132.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APA CORP TRS 0.0000% 05-20-2033                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -46485 | OU      | $51.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KT CORP-SP ADR CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |       10504 | OU      | $1463.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                         | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Short            | DBT              | CORP              | FR        |     -200000 | PA      | $-230048.64   | -0.46%            | 2044-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TOKYO ELECTRON LTD CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -1091840 | OU      | $-1967.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-USDINR(USD) 05/19/25 87.47C                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       36000 | OU      | $8.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | CCCY USD SOFR COMP USD SEK 1D SEK STIBOR SEK USD 3                              | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $1878.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BECHTLE AG CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -36852 | OU      | $-2931.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-17.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MILLEA HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1275225 | OU      | $-949.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-1284.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                         | Province of British Columbia                                                    | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      960000 | PA      | $635521.31    | 1.28%             | 2034-05-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 1 Fixed     2.0160% 04-29-27                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     9969000 | NC      | $-2244.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $-2.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-7960.37     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FUCHS SE-PREF CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       50322 | OU      | $3020.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-6756.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-250.9500% 03-01-37 - 99Z13O5Q                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -2372000 | PA      | $-2001986.74  | -4.02%            | 2037-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $40.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4555.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BUNZL PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       17432 | OU      | $-2994.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 0.56% 06/17/2031 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -1318000 | OU      | $-117860.50   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4495.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEXT PLC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       56647 | OU      | $1220.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HILTON WORLDWIDE HOLDINGS IN CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -20459 | OU      | $-2089.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                         | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Short            | DBT              | NUSS              | BG        |      -75000 | PA      | $-50585.94    | -0.10%            | 2050-09-23      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DANONE SA TRS 0.0000% 05-05-2028                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       74957 | OU      | $8437.63      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PROGRESSIVE CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7403 | OU      | $-767.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 20 Fixed     2.5800% 03-15-55                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      250000 | NC      | $2699.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $4494.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REDCARE PHARMACY NV - CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |        -499 | OU      | $-33.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GALDERMA GROUP AG CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |        -852 | OU      | $-255.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-15-251.2500% 10-31-30 - 99Z13O3Z                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |           0 | PA      | $0.00         | 0.00%             | 2030-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROCKET COS INC TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8177 | OU      | $962.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CANADIAN NATURAL RESOURCES TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |        3798 | OU      | $-96.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MICRON TECHNOLOGY INC CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       16135 | OU      | $2024.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS MAR 26                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $1460.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |           1 | NC      | $480.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LAZARD INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -50442 | OU      | $-4367.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $71.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OTP BANK PLC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | HU        |    63898900 | OU      | $12041.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 4.47% 03/07/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     5049000 | OU      | $-100580.43   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WILLIAMS COS INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       94484 | OU      | $48.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KERING CFD                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -35616 | OU      | $-3280.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $1960.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | FRTR FWD 05-12-253.2500% 05-25-45 - 99Z13O8N                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |           0 | PA      | $0.00         | 0.00%             | 2045-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                         | Summit Midstream Holdings LLC                                                   | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      395000 | PA      | $389129.00    | 0.78%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FLEX LNG LTD TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |       -3731 | OU      | $-137.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INDUTRADE AB TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -22613 | OU      | $66.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-15-251.2500% 10-31-30 - 99Z13O3Z                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              | NUSS              | ES        |    -4269000 | PA      | $-4557237.80  | -9.15%            | 2030-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.4715% 06/18/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -901000 | OU      | $10192.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | XENON PHARMACEUTICALS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       11726 | OU      | $1835.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WIX.COM LTD CFD (USD)                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |       13281 | OU      | $794.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TARGA RESOURCES CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      144038 | OU      | $2081.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-879.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $21333.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CORPAY INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -74565 | OU      | $-6777.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $2637.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ONEOK INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6144 | OU      | $-146.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX 09/30/25 5700C                                                    | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -2 | NC      | $-53990.00    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CENCORA INC                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       31868 | OU      | $910.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1050.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-02-252.9500% 07-01-30 - 99Z13LMO                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2955000 | PA      | $0.00         | 0.00%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LIFESTANCE HEALTH GROUP INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2851 | OU      | $104.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-2428.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $89.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | REDDIT INC TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17073 | OU      | $-3559.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BUNZL PLC TRS 0.0000% 05-05-2028                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       38351 | OU      | $-9073.95     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PARKLAND CORP TRS 0.0000% 05-05-2028                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      -10265 | OU      | $-689.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AKER BP ASA CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |     -243534 | OU      | $-243.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $4841.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $435.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 14.7707% 01/02/2030 CMD                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      533346 | OU      | $-5256.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HF SINCLAIR CORP TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18474 | OU      | $-1792.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-254.4500% 09-01-43 - 99Z13O5B                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -950000 | PA      | $-1130216.65  | -2.27%            | 2043-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BRENNTAG AG CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       71226 | OU      | $5219.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-346.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 8.39% 09/05/2035 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     1900000 | OU      | $195.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-251.1250% 01-31-39 - 99Z13HJ6                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2039-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $162.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca / Pacific                              | INVSC SOLAR ETF MAY 25 29P                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           6 | NC      | $900.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRELLEBORG AB-B SHS CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      364472 | OU      | $2558.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $702.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AZELIS GROUP NV                                  | AZELIS GROUP NV                                                                 | CUSIP: 000000000<br>LEI: 699400M9RRMTV264FM70 | Long             | EC               | CORP              | BE        |          46 | NS      | $716.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEXTRACKER INC-CL A CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15660 | OU      | $15.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOLLAR TREE INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -21325 | OU      | $-2961.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RECRUIT HOLDINGS CO LTD CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1556940 | OU      | $-1307.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.017% 06/18/2027 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |  -437620000 | OU      | $6198.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2195.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OSAKA GAS CO LTD CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     2110140 | OU      | $489.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PTC THERAPEUTICS INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8530 | OU      | $292.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2393.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2815.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MERCEDES-BENZ GROUP AG CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -6900 | OU      | $48.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-250.6250% 10-22-50 - 99Z13P5Y                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -374000 | PA      | $-188157.49   | -0.38%            | 2050-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOXIMITY INC-CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5323 | OU      | $-365.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Euronext Paris Matif                             | RAPESEED  EURO    Aug25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |          10 | NC      | $-7530.05     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $160.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIRS MYR 3.699% 06/16/2030 BILATERAL                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | MY        |      229000 | OU      | $-524.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-15-253.9000% 07-30-39 - 99Z13NQZ                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |           0 | PA      | $0.00         | 0.00%             | 2039-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LONZA GROUP AG-REG CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -7140 | OU      | $-674.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AOZORA BANK LTD CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -12060750 | OU      | $-5004.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $5262.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-11637.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PHILLIPS 66 CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15297 | OU      | $-1248.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PANDORA A/S CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      519874 | OU      | $3387.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 3.47% 09/17/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |    -2212000 | OU      | $1007.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-347.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 3.695% 09/17/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |    -2163000 | OU      | $-61.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX 09/30/25 5000P                                                    | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           2 | NC      | $24010.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JANUS HENDERSON GROUP PLC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      -78870 | OU      | $-4786.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-12472.91    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4219.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                          | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |        3479 | NS      | $49546.55     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.2500% 03-07-36 - 99Z13P6L                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2036-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-12-254.1500% 10-01-39 - 99Z13PIP                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2039-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $11586.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                             | Bayer US Finance LLC                                                            | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Short            | DBT              | CORP              | US        |     -500000 | PA      | $-508098.43   | -1.02%            | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MERLIN PROPERTIES SOCIMI SA CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      204820 | OU      | $8744.37      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $2628.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | REPSOL SA CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       -7011 | OU      | $-601.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ARGENX SE TRS 0.0000% 05-05-2028                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |        2990 | OU      | $502.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-251.2500% 07-31-51 - 99Z13HJ8                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2051-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $9493.47      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENGCON AB CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -157379 | OU      | $-19.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.572% 04/11/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1496000 | OU      | $2002.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4573.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-25.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 1.84375% 06/18/2026 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    11210000 | OU      | $2681.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SNOWFLAKE INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15899 | OU      | $2442.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRUPANION INC TRS 0.0000% 05-20-2033                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         918 | OU      | $69.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PINTEREST INC- CLASS A CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       35322 | OU      | $1619.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WNS HOLDINGS LTD CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |       -5035 | OU      | $254.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CRISPR THERAPEUTICS AG CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -5764 | OU      | $-1119.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VENTURE GLOBAL INC-CL A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -804 | OU      | $-9.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Short            | DBT              | CORP              | US        |      -68000 | PA      | $-69129.75    | -0.14%            | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EVOLENT HEALTH INC - A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9188 | OU      | $563.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-749.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $291.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $515.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Excelerate Energy Inc                            | Excelerate Energy Inc                                                           | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6693 | NS      | $171206.94    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-718.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-355.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $1745.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CMS ENERGY CORP CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -22843 | OU      | $-872.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-250.6250% 07-31-35 - 99Z13P62                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2035-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $491.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-19804.31    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOLCIM LTD - CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       50762 | OU      | $3695.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QUALCOMM INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -70686 | OU      | $-5028.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Short            | DBT              | CORP              | DE        |     -400000 | PA      | $-466629.05   | -0.94%            | 2035-07-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AZELIS GROUP NV TRS 0.0000% 05-05-2028                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |       11397 | OU      | $-970.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $4685.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-466.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $8654.27      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALLIANZ SE-REG CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -591994 | OU      | $-20870.69    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $-425.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROCHE HLDG AG-GENUSSCHEIN CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -6880 | OU      | $-468.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNTD STS LIME & MIN INC TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6385 | OU      | $-67.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $45.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GOLDMAN SACHS GROUP INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      813451 | OU      | $52225.81     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TESLA MOTORS-WEEKLY 05/09/25W 300C                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           5 | NC      | $2775.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-93929.90    | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                          | COFFEE 'C' FUTURE Mar26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $-3118.13     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | ZA        |           1 | NC      | $634.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDCHF(USD) 05/19/25 .8937C                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       81000 | OU      | $0.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ANALOG DEVICES INC TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4309 | OU      | $-369.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS JPY 0.72% 04/28/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  1766334000 | OU      | $-953.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kansas City Board Of Trade                       | WHEAT FUTURE (KCB) JUL 25                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -2 | NC      | $4138.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CVC CAPITAL PARTNERS PLC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |       -8344 | OU      | $-277.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PATTERSON-UTI ENERGY INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3820 | OU      | $198.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GLAUKOS CORP                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       11567 | OU      | $779.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FISERV INC TRS 0.0000% 05-20-2033                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13485 | OU      | $1487.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CAPITAL ONE FINANCIAL CORP CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      728293 | OU      | $38713.32     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQUIFAX INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -148120 | OU      | $-30849.92    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALLSTATE CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -363012 | OU      | $-7184.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 2.55% 01/15/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5443000 | OU      | $-51791.48    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $980.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BIOMERIEUX TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -23760 | OU      | $-24.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $15.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DATADOG INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -33790 | OU      | $-5031.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |           0 | PA      | $0.00         | 0.00%             | 2036-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-USDNOK(USD) 05/27/25 10.403P                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      -53000 | OU      | $-817.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $778.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $86.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COMCAST CORP-CL A CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9666 | OU      | $56.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HOKUHOKU FINANCIAL GROUP I TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     7832404 | OU      | $8170.51      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | S&P 500 INDEX 06/20/25 5664.85P OTC-E                                           | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DE               |  | US        |      219767 | NC      | $11670.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MONOLITHIC POWER SYSTEMS INC CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |         977 | OU      | $208.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASTRAZENECA CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       33462 | OU      | $2747.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WARTSILA OYJ ABP TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       11990 | OU      | $606.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KYOWA HAKKO KOGYO CO LTD CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -838872 | OU      | $-78.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FINECOBANK SPA CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       74292 | OU      | $4283.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IONIS PHARMACEUTICALS INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       16205 | OU      | $1330.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $8019.07      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                               | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Short            | DBT              | CORP              | FR        |     -200000 | PA      | $-233376.48   | -0.47%            | 2036-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BUZZI UNICEM SPA CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       40058 | OU      | $3561.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY REC 5 FIXED     1.4200% 01-11-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   487392000 | NC      | $14304.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NETFLIX INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -76379 | OU      | $-6236.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | EO-EURUSD(EUR) 04/13/27 1.19C                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |     1405000 | OU      | $64939.78     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TRS INTEL CORP CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1624 | OU      | $-43.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BYD CO LTD-H CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      361054 | OU      | $840.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | DBR FWD 05-15-252.5000% 02-15-35 - 99Z13NQF                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |           0 | PA      | $0.00         | 0.00%             | 2035-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHIPOTLE MEXICAN GRILL INC TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -136421 | OU      | $-4378.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NOVONESIS (NOVOZYMES) B TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      -59040 | OU      | $-393.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TEXAS PACIFIC LAND CORP CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11378 | OU      | $-221.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MAIRE SPA TRS 0.0000% 05-05-2028                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |        6480 | OU      | $2312.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DANAHER CORP CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       27189 | OU      | $2112.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                         | Asian Infrastructure Investment Bank                                            | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | SD        |      559000 | PA      | $367481.63    | 0.74%             | 2030-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-12452.63    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-458.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CORECIVIC INC TRS 0.0000% 05-20-2033                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9787 | OU      | $514.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-32.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-362.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASICS CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1203740 | OU      | $-809.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LASERTEC CORP CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1185340 | OU      | $-811.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $5948.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DIODES INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7124 | OU      | $-556.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-911.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-223.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-17023.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca / Pacific                              | ENERGY SELECT SECTOR SPDR WEEKLY 06/30/25 105C                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         185 | NC      | $740.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TESLA INC TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7369 | OU      | $-813.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-2765.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-278.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOMRA SYSTEMS ASA CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |     -353602 | OU      | $-4350.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | UKTI FWD 05-09-250.1250% 11-22-56 - 99Z13P6A                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -626588 | PA      | $-469534.91   | -0.94%            | 2056-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 2.41% 04/30/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -465000 | OU      | $-1145.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $1000.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-157.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $121.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-255.0000% 09-01-40 - 99Z13O5J                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -2322000 | PA      | $-2957686.45  | -5.94%            | 2040-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1398.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GALDERMA GROUP AG TRS 0.0000% 05-05-2028                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       50532 | OU      | $14457.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-23599.88    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $7840.07      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ILLUMINA INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5147 | OU      | $-207.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB JUN 25                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $147.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GOLDMAN SACHS EUR VOL CARR TRS 0.0000% 11-28-2025                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | XX        |       84400 | OU      | $1370.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DISCOVER FINANCIAL SERVICES CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -496 | OU      | $-52.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                          | SGB FWD 05-02-252.2500% 05-11-35 - 99Z13HRD                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Short            | DBT              | NUSS              | SE        |    -5695000 | PA      | $-587796.91   | -1.18%            | 2035-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | S&P GLOBAL INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -449 | OU      | $-51.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | CCCY USD SOFR COMP USD AUD 1D AUD BBSW AUD USD 3M                               | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $136.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | FRTR FWD 05-02-253.0000% 05-25-54 - 99Z13HRR                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              | NUSS              | FR        |     -719000 | PA      | $-696903.43   | -1.40%            | 2054-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHURGARD SELF STORAGE LTD CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GG        |      -15318 | OU      | $-1037.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TAIWAN SEMICONDUCTOR-SP ADR MAY 25 172.5C                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          12 | NC      | $3558.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $10149.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LANCASHIRE HOLDINGS LTD TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      -55342 | OU      | $1159.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FORTINET INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7341 | OU      | $-337.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6236.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ABBOTT LABORATORIES CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       39381 | OU      | $1413.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |           0 | PA      | $0.00         | 0.00%             | 2029-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds Inflation-Linked          | Spain Government Bonds Inflation-Linked                                         | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      361788 | PA      | $400526.41    | 0.80%             | 2036-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.78% 09/11/2030 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -2705000 | OU      | $-765.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-12-256.0000% 05-01-31 - 99Z13PIO                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2031-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.2500% 06-07-32 - 99Z13P6J                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -725250 | PA      | $-980011.81   | -1.97%            | 2032-06-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EVOTEC SE - SPON ADR CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        5860 | OU      | $1443.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $54.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INDUSTRIA DE DISENO TEXTIL CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      567559 | OU      | $10252.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQUIFAX CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -293441 | OU      | $-44988.58    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3582.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-331.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                | Japan Government CPI-Linked Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    64010072 | PA      | $469158.91    | 0.94%             | 2031-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PHP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |           1 | NC      | $1840.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-357.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | US TSY NOTE 2YR 06/01/25 103P                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |         -15 | NC      | $-234.39      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $1258.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $332.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AXON ENTERPRISE INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       21402 | OU      | $1290.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $1712.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DYNAVAX TECHNOLOGIES CORP CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6055 | OU      | $-759.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      260000 | PA      | $261463.03    | 0.53%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 20 Fixed     4.4800% 06-08-46                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2600000 | NC      | $-3464.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-12-251.4500% 10-31-27 - 99Z13PGU                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              | NUSS              | ES        |    -6377000 | PA      | $-7170658.40  | -14.40%           | 2027-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AVNET INC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10562 | OU      | $-11.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-4063.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                              | Province of Alberta                                                             | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |           0 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INCYTE CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2163 | OU      | $-155.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | EO-EURUSD(EUR) 04/13/27 1.19P                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |     1405000 | OU      | $83900.63     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $769.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 06/13/25W 95.65P                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         -53 | NC      | $-884.90      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $2110.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-8050.82     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1098.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2437.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRUECALLER AB-B CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -235290 | OU      | $-1439.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SASOL LTD CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ZA        |      -94289 | OU      | $176.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APPLE INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6269 | OU      | $-531.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |           1 | NC      | $-1062.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALPHABET INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       24956 | OU      | $1880.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HENNES & MAURITZ AB-B SHS CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -317520 | OU      | $283.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-21769.32    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $196.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $2639.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CBOE HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -268215 | OU      | $-7704.37     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1331.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WH SMITH PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       10931 | OU      | $-681.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CCCY USD SOFR COMP USD NZD 1D NZD BKBM NZD USD 3M                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $426.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IDEXX LABORATORIES INC CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1895 | OU      | $-268.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VERISK ANALYTICS INC-CL A CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9733 | OU      | $-641.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 3.882% 09/17/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -721000 | OU      | $327.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $4329.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPTION DEC 25 96P                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -123 | NC      | $-24600.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.7P                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |        -102 | NC      | $-9366.60     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $256.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3207.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JM SMUCKER CO/THE CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3617 | OU      | $-103.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEWAMSTERDAM PHARMA CO NV CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |          98 | OU      | $17.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | US TSY NOTE 5YR-FUTURE 05/23/25 109.5C                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |         -12 | NC      | $-5250.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WALMART INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      579983 | OU      | $20244.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $1866.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-837.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PEARSON PLC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        -580 | OU      | $-25.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BIG YELLOW GROUP PLC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -31926 | OU      | $-1891.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQUINIX INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10052 | OU      | $-1138.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $5822.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRELLEBORG AB-B SHS CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       44730 | OU      | $127.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4927.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-1552.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHART INDUSTRIES INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        4630 | OU      | $634.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                 | Welltower OP LLC                                                                | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      200000 | PA      | $325700.00    | 0.65%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-532.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME LEAD (LISTED) JUN 25                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $973.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DOORDASH INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11512 | OU      | $-1411.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADDIKO BANK AG TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       47903 | OU      | $1170.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LIVE NATION ENTERTAINMENT IN CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6438 | OU      | $-713.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ACCIONA SA CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       -3305 | OU      | $-800.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RS GROUP PLC                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       55528 | OU      | $3851.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BEIJER REF AB TRS 0.0000% 05-05-2028                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -188746 | OU      | $-2320.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDINR(USD) 07/08/25 86.83C                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       35000 | OU      | $103.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMER SPORTS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       43544 | OU      | $2288.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-836.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-254.5000% 10-01-53 - 99Z13O5F                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1270000 | PA      | $-1486642.81  | -2.99%            | 2053-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Short            | DBT              | CORP              | US        |     -290000 | PA      | $-203395.64   | -0.41%            | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 8.8895% 03/17/2027 CMD                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    36836000 | OU      | $-23989.18    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds             | Qatar Government International Bonds                                            | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Short            | DBT              | NUSS              | QA        |     -600000 | PA      | $-570000.00   | -1.14%            | 2048-04-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALPHABET INC-CL C WEEKLY 05/02/25W 152.5P                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          19 | NC      | $427.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3799.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COLOPLAST-B CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -123585 | OU      | $-1039.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT COP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $7580.06      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | LEAN HOGS JUN 25                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          -7 | NC      | $-12642.11    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $3787.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $810.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME LEAD (LISTED) MAY 25                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -8 | NC      | $10093.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-360.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | NETHER FWD 05-02-252.0000% 01-15-54 - 99Z13HR5                                  | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      617000 | PA      | $567441.90    | 1.14%             | 2054-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARISTA NETWORKS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       32174 | OU      | $4188.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-553.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COGNIZANT TECH SOLN CORP TRS 0.0000% 05-15-2033                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7910 | OU      | $-256.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-6352.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ING GROEP N.V. -CVA CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |     -104764 | OU      | $-4820.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BRITISH AMERICAN TOBACCO P TRS 0.0000% 05-05-2028                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       10378 | OU      | $833.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $575.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.5000% 03-07-35 - 99Z13HJ7                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1823650 | PA      | $0.00         | 0.00%             | 2035-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FUJIKURA LTD CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     4734525 | OU      | $5095.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $6631.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.65625% 06/16/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      348000 | OU      | $15.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TESLA MOTORS JUN 25 100P                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         -18 | NC      | $-1080.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1675.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AZELIS GROUP NV CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |       20140 | OU      | $-2244.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD PHP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-2537.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | META PLATFORMS INC-CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       22812 | OU      | $2441.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BALOISE HOLDING AG - REG CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       63910 | OU      | $982.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797PL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1595000 | PA      | $1588832.09   | 3.19%             | 2025-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SNOWFLAKE INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        1310 | OU      | $284.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-712.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LIBERTY ENERGY INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3867 | OU      | $-72.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $154.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3403.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK LEUMI LE-ISRAEL BM TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |     1333251 | OU      | $-2486.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HKD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-6.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                   | Phillips 66 Co                                                                  | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      275000 | PA      | $240296.85    | 0.48%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $40.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1385.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $666.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-73.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $368.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1020000 | PA      | $1054421.63   | 2.12%             | 2032-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | SPOTIFY TECHNOLOGY S MAY 25 485 P                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -3 | NC      | $-771.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-6592.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $258.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $5847.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1172.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-20197.54    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 3.9% 09/17/2030 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -617000 | OU      | $409.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | STRYKER CORP CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1381 | OU      | $-114.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-696.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT TWD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | TW        |           1 | NC      | $1569.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HAYPP GROUP AB CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      163842 | OU      | $375.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FISHER & PAYKEL HEALTHCARE C CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NZ        |       -5670 | OU      | $-52.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TKO GROUP HOLDINGS INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -715 | OU      | $-99.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RENK GROUP AG CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       39937 | OU      | $14615.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $1153.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VAXCYTE INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3860 | OU      | $692.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 10.505% 06/19/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     4832000 | OU      | $1000.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JULIUS BAER GROUP LTD TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -25284 | OU      | $-2975.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.001% 03/19/2075 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1085000 | OU      | $103713.94    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $6601.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UBER TECHNOLOGIES INC TRS 0.0000% 05-20-2033                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       84223 | OU      | $9343.95      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-188.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NISOURCE INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       30174 | OU      | $1583.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INSULET CORP CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6919 | OU      | $-397.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-5743.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SMITH & NEPHEW PLC CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -31902 | OU      | $-3229.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      125000 | PA      | $85032.08     | 0.17%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | S&P GLOBAL INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -50366 | OU      | $-3139.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $-365.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALPHABET INC TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         782 | OU      | $12.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-41.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $3737.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL (USD) 05/21/25                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           2 | NC      | $-14833.93    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CALUMET INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7255 | OU      | $-568.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPJPY(GBP) 05/29/25 190.74P                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       27000 | OU      | $535.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $17169.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $32646.34     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S&P 500 MINI INDEX MAY 25 524P                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          14 | NC      | $3591.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4215.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNITY SOFTWARE INC TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8740 | OU      | $-826.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $135.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5023.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS SEP 25                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $11086.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MICROCHIP TECHNOLOGY INC TRS 0.0000% 05-20-2033                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10449 | OU      | $-1762.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MAGNOLIA OIL & GAS CORP TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13817 | OU      | $-163.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-489.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TAIWAN SEMICONDUCTOR-SP ADR CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |      -10670 | OU      | $-1497.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HKD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLARIA ENERGIA Y MEDIO AMBI CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -16085 | OU      | $145.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL FUTR  Jan26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           4 | NC      | $11531.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $12081.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1037.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PROCORE TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -909 | OU      | $-52.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 3.85% 09/17/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -740000 | OU      | $60.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LVMH MOET HENNESSY-UNSP ADR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -30628 | OU      | $-496.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS GBP PAY 1 Fixed     3.7200% 04-28-27                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     9957000 | NC      | $-4483.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HALOZYME THERAPEUTICS INC CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9733 | OU      | $-339.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EATON CORP PLC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       -1262 | OU      | $-209.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $474.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.3895% 09/17/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |      504000 | OU      | $-1236.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $1342.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $3979.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-109.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.417% 09/17/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     3727000 | OU      | $-1456.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AVEANNA HEALTHCARE HOLDINGS CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3435 | OU      | $-317.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IDACORP INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       54031 | OU      | $2061.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds               | GGB FWD 05-02-254.1250% 06-15-54 - 99Z13HSL                                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     2866000 | PA      | $3270359.28   | 6.57%             | 2054-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | CRUDE OIL (NY) JUL 25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -3 | NC      | $9233.61      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ZSCALER INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6958 | OU      | $732.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VENTURE GLOBAL INC TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4284 | OU      | $80.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $205.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MEITUAN-W ORD CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -70642 | OU      | $344.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PAYPAL HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11160 | OU      | $691.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EXPEDIA INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2657 | OU      | $-325.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-253.7500% 01-29-38 - 99Z13P6R                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2038-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COPART INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10278 | OU      | $-402.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $3368.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6009.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.2500% 09-07-39 - 99Z13P6O                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -1220000 | PA      | $-1539338.91  | -3.09%            | 2039-09-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SANDOZ GROUP AG CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -5987 | OU      | $-804.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $430.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $253.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-46.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROBLOX CORP -CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18866 | OU      | $-2723.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $5016.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 7.995% 09/17/2027 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        | -1008460000 | OU      | $105.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $50049.13     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-40750.28    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $4287.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-08-254.7000% 07-30-41 - 99Z13H2Q                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              | NUSS              | ES        |     -620000 | PA      | $-798491.08   | -1.60%            | 2041-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Low Su Gasoil G   Jan26                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           1 | NC      | $-6875.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | BOUGHT PEN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-287.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1614.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS INR 5.86% 09/17/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IN        |   130334000 | OU      | $-11837.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF AMERICA CORP TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      846683 | OU      | $42122.43     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $1772.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SELL Fixed CDS COLOM 1 06-30     1.0000% 06-20-30                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | CO        |       50000 | OU      | $-3610.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-1410.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BYD CO LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      -59573 | OU      | $-1285.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-25729.28    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-10929.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $779.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1688.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $711.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-15-250.8500% 07-30-37 - 99Z13O57                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2231000 | PA      | $1902546.29   | 3.82%             | 2037-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $607.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Short            | DBT              | CORP              | GB        |     -250000 | PA      | $-280760.20   | -0.56%            | 2036-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOSTON SCIENTIFIC CORP CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5708 | OU      | $-566.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $24877.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AOZORA BANK LTD TRS 0.0000% 05-15-2033                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -12709800 | OU      | $-5949.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-02-250.9000% 04-01-31 - 99Z13HRF                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-251.6500% 03-01-32 - 99Z13O41                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2032-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3434.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CARGURUS INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1869 | OU      | $-60.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BAWAG GROUP AG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |       23074 | OU      | $697.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VERBUND AG CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |       -6809 | OU      | $-200.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS INR 5.952% 09/17/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IN        |  -139064000 | OU      | $23584.70     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MARATHON PETROLEUM CORP TRS 0.0000% 05-20-2033                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       10391 | OU      | $876.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KKR & CO INC TRS 0.0000% 05-05-2028                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       78032 | OU      | $13384.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERBUND AG CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      -43886 | OU      | $-684.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CONOCOPHILLIPS TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       86572 | OU      | $1032.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUY Fixed CDS BRAZI 1 06-30     1.0000% 06-20-30                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | BR        |      110000 | OU      | $3890.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-15-253.5000% 01-31-41 - 99Z13O5T                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      898000 | PA      | $1006006.87   | 2.02%             | 2041-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HEXPOL AB CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      150862 | OU      | $218.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $27202.97     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $1492.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INSPERITY INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2769 | OU      | $558.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BRUNELLO CUCINELLI SPA TRS 0.0000% 05-15-2033                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -16204 | OU      | $-819.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GRAINGER PLC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -5330 | OU      | $-946.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF IRELAND GROUP PLC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       94484 | OU      | $1612.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5759.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GS TMT MEGACAP TECH TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     1033856 | OU      | $7019.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS JPY 0.5% 06/17/2025 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        | 23925065016 | OU      | $-4562.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | T-MOBILE US INC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5577 | OU      | $143.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TALOS ENERGY INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6336 | OU      | $27.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ADYEN NV CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      -33487 | OU      | $708.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $136.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.31% 09/17/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |       50000 | OU      | $-446.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PHILIP MORRIS INTL INC TRS 0.0000% 05-20-2033                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       28544 | OU      | $1615.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $253.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONSTER BEVERAGE CORP CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3133 | OU      | $113.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $-36648.82    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HILTON WORLDWIDE HOLDINGS IN CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3062 | OU      | $-320.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | THALES SA TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |         779 | OU      | $-47.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $5120.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD PEN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-497.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $-3442.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | PL        |           1 | NC      | $48.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                    | AIB Group PLC                                                                   | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |         348 | NS      | $2350.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EATON CORP PLC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |        -519 | OU      | $-69.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $738.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT PHP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | PH        |           1 | NC      | $4190.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DANONE CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       16960 | OU      | $644.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.2500% 03-07-36 - 99Z13P6L                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -2621250 | PA      | $-3423326.31  | -6.87%            | 2036-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-11520.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 8.007% 06/17/2026 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    56571000 | OU      | $-4745.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AVANZA BANK HOLDING AB CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -510325 | OU      | $-1446.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD IDR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-519.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-23.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANTEST CORP CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -195696 | OU      | $-142.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $40766.06     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NIBE INDUSTRIER AB-B SHS CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -177144 | OU      | $-2570.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ABBVIE INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20686 | OU      | $2141.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PLANISWARE SA CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -31136 | OU      | $-2884.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-38.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-12-253.4500% 10-31-34 - 99Z13PGT                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     5420000 | PA      | $6357478.75   | 12.77%            | 2034-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SERCO GROUP PLC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       11191 | OU      | $960.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 10 Fixed     2.7200% 04-13-36                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1398000 | NC      | $8777.95      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-7235.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES IBOXX $ INVEST GRA TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -664810 | OU      | $-4666.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | T-MOBILE US INC WEEKLY 05/16/25W 235P                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |          12 | NC      | $8856.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $5299.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-USDINR(USD) 05/19/25 87.47P                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       36000 | OU      | $1184.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $13598.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DOCUSIGN INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        6979 | OU      | $950.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTUIT INC CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       52287 | OU      | $6695.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENTRA ASA CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |     -124092 | OU      | $-252.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds           | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       86000 | PA      | $50847.50     | 0.10%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $2530.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ONE GAS INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       56699 | OU      | $1398.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.78125% 06/16/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     -648000 | OU      | $767.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDCAD(USD) 07/10/25 1.401P                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       36000 | OU      | $822.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CBOE HOLDINGS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22449 | OU      | $-396.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-61.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $3389.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.0000% 10-22-31 - 99Z13HJC                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-622.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5823.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SILICON LABORTORIES INC CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6692 | OU      | $-838.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-5659.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EQT AB CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -1705462 | OU      | $-16949.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UCB SA TRS 0.0000% 05-05-2028                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |        6194 | OU      | $865.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.504% 06/18/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      170000 | OU      | $-3935.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $22204.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MKS INSTRUMENTS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -603 | OU      | $-98.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TAKE-TWO INTERACTIVE SOFTWRE CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       26271 | OU      | $4760.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KINDER MORGAN INC TRS 0.0000% 05-20-2033                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -71258 | OU      | $-1409.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-EURUSD(EUR) 05/19/25 1.0488C                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       60000 | OU      | $5330.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-259.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-736.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GENERAC HOLDINGS INC TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -27802 | OU      | $-563.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-130.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KFW                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Short            | DBT              | CORP              | DE        |    -2242000 | PA      | $-2335913.59  | -4.69%            | 2030-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADIDAS AG CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       87538 | OU      | $-5966.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NY Harb ULSD Fut  Jan26                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $-7564.20     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $416.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1395.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NAGARRO SE CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        -820 | OU      | $74.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-404.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | DBR FWD 05-15-252.5000% 02-15-35 - 99Z13NQF                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -2609520 | PA      | $-2982273.51  | -5.99%            | 2035-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-98.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-963.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-136.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT HKD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HK        |           1 | NC      | $52.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $406.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $579.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-7641.87     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DATADOG INC - CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       25843 | OU      | $4090.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TWIST BIOSCIENCE CORP                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        7065 | OU      | $254.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 4.247% 09/17/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |     -139000 | OU      | $418.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                           | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       55000 | PA      | $38354.32     | 0.08%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD PEN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $336.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $3087.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | SOFR 1YR MIDCURVE 09/12/25 94.375P                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          43 | NC      | $268.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      601000 | PA      | $0.00         | 0.00%             | 2038-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1398.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $-2518.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SALESFORCE INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -92141 | OU      | $-12655.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 1 Fixed     2.2660% 04-29-27                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -9970000 | NC      | $2141.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4767.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.44% 06/18/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -1591000 | OU      | $980.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERACYTE INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1285 | OU      | $4.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS GBP PAY 1 Fixed     3.9700% 04-28-27                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -9958000 | NC      | $2906.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HENNES & MAURITZ AB-B SHS CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -241498 | OU      | $-3592.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INDUSTRIA DE DISENO TEXTIL S.A*. CMN CFD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -12308 | OU      | $-54.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $2226.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VIENNA INSURANCE GROUP (CFD)                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       66737 | OU      | $3331.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-14048.52    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $22287.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TESLA MOTORS JUN 25 180P                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           8 | NC      | $1700.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | S&P 500 MINI INDEX 09/30/25W 570C                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          -7 | NC      | $-18875.50    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-250.6250% 10-22-50 - 99Z13P5Y                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2050-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-253.1500% 11-15-31 - 99Z13O4O                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3217000 | PA      | $3694644.14   | 7.42%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-754.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $578.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $-112.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-9582.92     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IONOS GROUP SE CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       52193 | OU      | $1174.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RHEINMETALL AG (CFD-MLI)                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      125488 | OU      | $8342.54      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $4277.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-81.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ISHARES JP MORGAN BOND FD CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -26331 | OU      | $-657.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DYNATRACE INC CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1940 | OU      | $220.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NINTENDO CO LTD CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1393320 | OU      | $-1534.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-2039.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AUTOLUS THERAPEUTICS PLC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        3720 | OU      | $-77.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $222.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $10538.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1118.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3259.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-393.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PUBLICIS SA CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -14821 | OU      | $-900.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HALEON PLC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       85062 | OU      | $-2821.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NIKON CORPORATION CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -3338151 | OU      | $1075.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VESTAS WIND SYSTEMS A/S CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -166378 | OU      | $-175.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-328.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $3606.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $792.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 05/14/25 1.387P                                                  | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       42000 | OU      | $346.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2426.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                        | Gaci First Investment Co.                                                       | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Short            | DBT              | CORP              | KY        |     -425000 | PA      | $-360187.50   | -0.72%            | 2053-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $1765.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEXTRACKER INC TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9899 | OU      | $335.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MCDONALDS CORP TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -90932 | OU      | $-2086.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROKO AB CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -61518 | OU      | $-596.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.625% 09/19/2034 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -2135000 | OU      | $-2452.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONSTELLATION SOFTWARE INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -13993 | OU      | $-660.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $2783.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DIGITAL REALTY TRUST INC TRS 0.0000% 05-15-2033                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -61855 | OU      | $-6053.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $695.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $1227.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GRAB HOLDINGS LTD - CL A CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |       -2185 | OU      | $-879.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MKS INSTRUMENTS INC TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7323 | OU      | $322.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.8155% 09/17/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -475000 | OU      | $973.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.21875% 03/20/2035 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     -609000 | OU      | $-16091.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | REA GROUP LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -19097 | OU      | $-705.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | QT GROUP OYJ CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -16625 | OU      | $3077.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $356.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4898.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $3523.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ON SEMICONDUCTOR CORPORATION CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15429 | OU      | $-1324.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STERIS PLC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       -7657 | OU      | $-208.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2526.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | CRUDE OIL (NY) JAN 26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $-19262.41    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HYATT HOTELS CORP - CL A CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -208 | OU      | $-16.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-25.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-6336.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MARATHON PETROLEUM CORP  SWP GS                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       57788 | OU      | $7481.25      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | EXPAND ENERGY CORP JAN 26 85P                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |          -8 | NC      | $-3040.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      195000 | PA      | $200912.99    | 0.40%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $173.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $3792.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $10548.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GSK PLC CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       17570 | OU      | $2027.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $1257.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.99% 06/18/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     2711000 | OU      | $-40834.99    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                 | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1701302.73   | 3.42%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $17463.15     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KUEHNE + NAGEL INTL AG TRS 0.0000% 05-20-2033                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -9404 | OU      | $-566.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | NETHER FWD 05-15-252.5000% 07-15-35 - 99Z13O4Z                                  | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     2419348 | PA      | $2707311.68   | 5.44%             | 2035-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL FUTR Jan26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           3 | NC      | $-2690.61     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Peru Government International Bonds              | Peru Government International Bonds                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Short            | DBT              | NUSS              | PE        |      -30000 | PA      | $-28785.00    | -0.06%            | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $5705.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONDAY.COM LTD CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |        6138 | OU      | $606.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | LIVE CATTLE FUTR  Feb26                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           1 | NC      | $-75.56       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.29% 09/17/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    -3249000 | OU      | $868.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WILLIAMS COS INC/THE TRS 0.0000% 05-20-2033                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       86861 | OU      | $3278.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -333000 | PA      | $0.00         | 0.00%             | 2046-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SELL Fixed CDS COLOM 1 06-30     1.0000% 06-20-30                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | CO        |      100000 | OU      | $-7220.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOCHIGI BANK LTD/THE CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     4111799 | OU      | $5092.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.2500% 06-07-32 - 99Z13P6J                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      585000 | PA      | $790495.56    | 1.59%             | 2032-06-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ELANCO ANIMAL HEALTH INC  SWP DB                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       10812 | OU      | $1275.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansas City Board Of Trade                       | KC HRW WHEAT FUT  Mar26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $-2183.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KEYENCE CORPORATION CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1336070 | OU      | $-324.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SXNP STXE 600 INDUGD&SER EUR GSCO  CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -455179 | OU      | $-17651.73    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-426.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SM ENERGY CO TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3810 | OU      | $3.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $1227.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $14.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WOODSIDE ENERGY GROUP LTD TRS 0.0000% 05-05-2028                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AU        |      -44371 | OU      | $-2033.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $467.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $1677.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BRITISH AMERICAN TOBACCO P TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       25744 | OU      | $613.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $5664.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S&P 500 INDEX 05/30/25 5000P                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           4 | NC      | $8688.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FAST RETAILING CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1803750 | OU      | $-211.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $1981.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALCON INC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -10138 | OU      | $-810.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3301.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS JPY 0.84375% 09/17/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |    13603000 | OU      | $-183.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-02-251.4500% 10-31-27 - 99Z13HRK                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3188000 | PA      | $3583122.31   | 7.20%             | 2027-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DAETWYLER HOLDING AG-BR CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -1203 | OU      | $-132.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HALEON PLC CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        1730 | OU      | $130.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MICROSTRATEGY INC TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       62144 | OU      | $13878.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5832.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WISE PLC TRS 0.0000% 05-20-2033                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -10241 | OU      | $-340.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OKTA INC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9246 | OU      | $-1970.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $607.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6008.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                             | Fiesta Purchaser Inc                                                            | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      590000 | PA      | $616922.88    | 1.24%             | 2032-09-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-08-254.7000% 07-30-41 - 99Z13H2Q                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |           0 | PA      | $0.00         | 0.00%             | 2041-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-588.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-17.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FLOWCO HOLDINGS INC TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1836 | OU      | $0.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $3878.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $621.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMADEUS IT HOLDING SA CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -18137 | OU      | $-232.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1631.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RESONA HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -7528100 | OU      | $-14017.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | CONTURA ENERGY INC JAN 26 20P                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -33 | NC      | $-3135.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SAVILLS PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        6208 | OU      | $166.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SG        |           1 | NC      | $702.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HEALTH CARE SELECT SECTOR CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -78621 | OU      | $-1587.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $12161.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NETFLIX INC TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5858 | OU      | $932.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797ND5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     3000000 | PA      | $3000000.00   | 6.02%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHELL PLC-NEW CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       68923 | OU      | $626.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-62.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FLEX LTD CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SG        |       13067 | OU      | $1630.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AKAMAI TECHNOLOGIES INC  SWP JPM                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1582 | OU      | $-190.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 3.65625% 09/17/2027 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     3305000 | OU      | $-24407.33    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HANSOH PHARMACEUTICAL GROUP CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     -123900 | OU      | $-2646.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                              | CPPIBC FWD 05-15-252.8750% 01-30-32 - 99Z13O5I                                  | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      995000 | PA      | $1138679.25   | 2.29%             | 2032-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRUPANION INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8159 | OU      | $441.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DANAHER CORP CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8926 | OU      | $442.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KUEHNE + NAGEL INTL AG-REG CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -31547 | OU      | $-3416.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $2403.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AVISTA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -40035 | OU      | $-1932.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CONMED CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5624 | OU      | $-171.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1050.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JERONIMO MARTINS CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PT        |       25227 | OU      | $1325.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-271.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ZINC 06/18/25                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -2 | NC      | $1129.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $115.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-02-254.3000% 10-01-54 - 99Z13HR3                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2054-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $3999.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond            | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $149025.00    | 0.30%             | 2037-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-324.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EMCOR GROUP INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1170 | OU      | $-31.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DELIVERY HERO SE CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -36522 | OU      | $1040.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTERCONTINENTAL EXCHANGE  TRS 0.0000% 05-05-2028                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      104853 | OU      | $9030.96      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT INR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |           1 | NC      | $1479.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | MX        |           1 | NC      | $35748.53     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GE VERNOVA INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1643 | OU      | $-211.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-14429.74    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $174800.78    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MACQUARIE GROUP LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      582425 | OU      | $28348.41     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MERCADOLIBRE INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       23021 | OU      | $2618.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CENTENE CORP CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       11834 | OU      | $375.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $4834.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRACTOR SUPPLY COMPANY CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -36255 | OU      | $-1203.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $429.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-493.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                         | European Investment Bank                                                        | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Short            | DBT              | NUSS              | XX        |    -1131000 | PA      | $-1169093.55  | -2.35%            | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $2888.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $861.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-477.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                              | Province of Alberta                                                             | CUSIP: 000000000<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      686000 | PA      | $452303.78    | 0.91%             | 2034-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $261.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT TWD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TW        |           1 | NC      | $5425.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CYBER-ARK SOFTWARE LTD/ISRAE CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |       -2816 | OU      | $-353.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $194.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $54.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-253.8500% 10-01-40 - 99Z13O5P                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     7380000 | PA      | $8245560.94   | 16.56%            | 2040-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARRAY TECHNOLOGIES INC TRS 0.0000% 05-15-2033                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6800 | OU      | $417.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS JUN 25                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $6569.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.71875% 09/17/2035 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1506000 | OU      | $-40269.52    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1105.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | THERMO FISHER SCIENTIFIC I TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9703 | OU      | $164.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-944.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-2132.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $300.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EMMI AG TRS 0.0000% 05-05-2028                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -12176 | OU      | $-997.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $4493.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SKANDINAVISKA ENSKILDA BAN TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -734635 | OU      | $-2621.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $704172.12    | 1.41%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds         | Indonesia Government International Bonds                                        | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |     -200000 | PA      | $-160000.00   | -0.32%            | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALCON INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -15724 | OU      | $-1064.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.72% 04/13/2036 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      290000 | OU      | $-5731.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS INR 5.701% 09/17/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IN        |   -12797000 | OU      | $595.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1595.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMCAST CORP-CLASS A CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -75675 | OU      | $-1412.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $2639.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-28441.50    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RECURSION PHARMACEUTICALS-A CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3360 | OU      | $-111.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | P&C INSURANCE BASKET TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -415492 | OU      | $-2464.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AXFOOD AB CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -53901 | OU      | $-385.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WILLIAMS COS INC CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       63407 | OU      | $4300.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                | Japan Government CPI-Linked Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   370315584 | PA      | $2677917.08   | 5.38%             | 2029-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENLIVEN THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5320 | OU      | $-892.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | E.ON SE CFD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       10131 | OU      | $262.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $421.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $886.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 3.83% 09/17/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |    -3050000 | OU      | $1942.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIDELITY NATL INFO SRVCS I TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       18641 | OU      | $2340.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $6085.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1683.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-43860.85    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | THERMO FISHER SCIENTIFIC I TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3087 | OU      | $-84.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENPHASE ENERGY INC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14039 | OU      | $-617.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SPIE SA CFD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       10245 | OU      | $2046.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | US TSY LONG BOND 06/01/25 105P                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |         -19 | NC      | $-593.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-11.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KLEPIERRE SA TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -55741 | OU      | $-3640.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1891.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT IDR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $1134.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SELL Fixed CDS MALAY 1 06-30     1.0000% 06-20-30                               | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DCR              |  | MY        |      575000 | OU      | $10511.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.315% 09/17/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |      360000 | OU      | $-320.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $720.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BACHEM HOLDING AG CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -4635 | OU      | $-408.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ONEOK INC TRS 0.0000% 05-05-2028                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       25891 | OU      | $400.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $95.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $582.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOOKING HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -17751 | OU      | $-2646.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-194.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $3639.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NVE CORP CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8343 | OU      | $32.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DELL TECHNOLOGIES -C  SWP GS                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12935 | OU      | $-1471.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GREAT PORTLAND ESTATES PLC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -14331 | OU      | $-329.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROTORK PLC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       26501 | OU      | $1890.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-151.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-316.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PROCORE TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       10633 | OU      | $1479.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Arca / Pacific                              | ENERGY SELECT SECTOR SPDR JUL 25 110C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          67 | NC      | $268.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $193.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MOTOROLA SOLUTIONS INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -71749 | OU      | $-4878.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-140.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $300.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4084.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | CIRS MYR 3.598% 03/17/2030 BILATERAL                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | MY        |     2045000 | OU      | $-3811.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-13752.63    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HISCOX LTD-CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BM        |       75553 | OU      | $-6088.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.7500% 12-07-30 - 99Z13P5O                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2030-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LABCORP HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       21859 | OU      | $2965.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAMPO OYJ CFD (EUR)                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |       71263 | OU      | $-1248.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD PEN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $426.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND 06/01/25 140C                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          20 | NC      | $-454.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-35.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BEIERSDORF AG CFD (EUR)                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       24980 | OU      | $1269.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-2078.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-990.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 20 Fixed     2.5800% 03-15-55                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      250000 | NC      | $-2897.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZSCALER INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       31767 | OU      | $5325.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $51.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD COP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6265.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-18452.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KONGSBERG GRUPPEN ASA CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NO        |       -8778 | OU      | $-125.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $43.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CREDIT AGRICOLE SA CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      361332 | OU      | $11575.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $8911.11      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MAGNOLIA OIL & GAS CORP - A CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -43423 | OU      | $63.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VANECK OIL SERVICES ETF CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -60522 | OU      | $730.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $473.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ZINC 06/18/25                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $-1093.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS APR 26                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $-1520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOAST INC-CLASS A CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -169301 | OU      | $-3546.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONOLITHIC POWER SYSTEMS INC CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       33032 | OU      | $5519.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHEMOMETEC A/S CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -190164 | OU      | $142.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANCO SANTANDER SA TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      729762 | OU      | $21692.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GREGGS PLC TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -1232 | OU      | $-21.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-192.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EDWARDS LIFESCIENCES CORP CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       52108 | OU      | $4736.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $1172.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-348.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1605.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONOLITHIC POWER SYSTEMS INC                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1525 | OU      | $-254.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.65625% 09/17/2027 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2389000 | OU      | $-22603.09    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ORACLE CORP TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -28258 | OU      | $-3826.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NASPERS LTD-N SHS CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ZA        |      -12948 | OU      | $-99.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                      | Chemours Co/The                                                                 | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Short            | DBT              | CORP              | US        |     -515000 | PA      | $-432706.76   | -0.87%            | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PINTEREST INC- CLASS A CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5593 | OU      | $-256.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BIRCHCLIFF ENERGY LTD CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       23224 | OU      | $-436.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CELESTICA INC CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -11259 | OU      | $-449.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | J M SMUCKER CO/THE TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6511 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | WHEAT 5000 MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           2 | NC      | $-1463.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.725% 09/17/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     2761000 | OU      | $-28347.27    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-10655.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CRINETICS PHARMACEUTICALS IN CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       11449 | OU      | $3042.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              | NUSS              | FR        |    -3318016 | PA      | $0.00         | 0.00%             | 2030-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LLOYDS BANKING GROUP PLC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       58296 | OU      | $504.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EDP RENOVAVEIS SA SWAP W/ CS                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -10733 | OU      | $-645.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.90625% 09/17/2035 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    17615000 | OU      | $-43886.37    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.96875% 06/18/2035 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     -208000 | OU      | $280.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                      | McAfee Corp                                                                     | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       60000 | PA      | $51827.21     | 0.10%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-479.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | SP500 MIC EMIN FUTJun25                                                         | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DE               |  | US        |         -37 | NC      | $-13762.50    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CAPITAL ONE FINANCIAL CORP CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19654 | OU      | $1796.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-578.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-41.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FIRSTENERGY CORP CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -28374 | OU      | $-3056.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds           | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      314000 | PA      | $227964.00    | 0.46%             | 2048-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MASTERCARD INC - A CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2037 | OU      | $-154.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $2087.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ANTERO RESOURCES CORP CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      182261 | OU      | $15747.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SILERGY CORP CFD USD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -14042 | OU      | $142.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $5425.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS INR 6.176% 03/17/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IN        |   161793000 | OU      | $-23049.57    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IBIDEN CO LTD TRS 0.0000% 05-05-2028                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     2686425 | OU      | $6413.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $1392.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5680.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-9009.73     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-60821.87    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $3920.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $1656.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-148.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $176.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $1127.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SEGRO PLC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -3556 | OU      | $59.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMERICAN WATER WORKS CO INC CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -25055 | OU      | $-818.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $1349.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 8.965% 06/18/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     -967000 | OU      | $751.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SM ENERGY CO TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -418 | OU      | $-14.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.52% 06/18/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      170000 | OU      | $-4122.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENN ENERGY HOLDINGS LTD TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       24442 | OU      | $39.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZABKA GROUP SA CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      -58182 | OU      | $-123.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $18100.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WARNER BROS DISCOVERY INC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8099 | OU      | $-744.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4495.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GS JAPAN REGIONAL BANKS TRS 0.0000% 05-20-2033                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    71403803 | OU      | $35812.10     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LAM RESEARCH CORP TRS 0.0000% 05-20-2033                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15274 | OU      | $-7.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-839.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $7066.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.2595% 09/17/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   118580000 | OU      | $-5589.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APPLIED MATERIALS INC TRS 0.0000% 05-20-2033                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -44733 | OU      | $-5001.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $3031.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TSLA May5 230.0P                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           6 | NC      | $1260.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASTELLAS PHARMA INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     2671000 | OU      | $1377.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-253.8500% 07-01-34 - 99Z13O4F                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2034-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.32% 06/18/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     2455000 | OU      | $-2070.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $458.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                | PSPCAP FWD 05-15-253.2500% 07-02-34 - 99Z13O52                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | CORP              | CA        |      880000 | PA      | $1014623.46   | 2.04%             | 2034-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SMITHS GROUP PLC TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       29339 | OU      | $723.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OREAL SA TRS 0.0000% 05-05-2028                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -8396 | OU      | $-1522.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                         | Beacon Roofing Supply Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      505000 | PA      | $506306.16    | 1.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $251.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-EURNOK(EUR) 05/23/25 11.8754C                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      -46000 | OU      | $-405.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S&P 500 MINI INDEX MAY 25 489P                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         -14 | NC      | $-1001.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GITLAB INC-CL A CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       37119 | OU      | $5164.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BASIC-FIT NV-W/I CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -28183 | OU      | $-1507.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NORTHERN DATA AG CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -11688 | OU      | $-332.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD PEN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-867.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.13% 06/18/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     5989000 | OU      | $-4245.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SURGERY PARTNERS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6595 | OU      | $275.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPUSD(GBP) 06/23/25 1.2934C                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       35000 | OU      | $1628.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                           | Planet Financial Group LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      445000 | PA      | $438859.00    | 0.88%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     6980000 | PA      | $6960851.07   | 13.98%            | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NTG NORDIC TRANSPORT GROUP TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |        8500 | OU      | $0.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 8.929% 06/18/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     7289000 | OU      | $-4697.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | SOFR 1YR MIDCURVE 09/12/25 94.625P                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         101 | NC      | $1893.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANQUE CANTONALE VAUDOISE TRS 0.0000% 05-15-2033                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -31592 | OU      | $-1041.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GE VERNOVA INC TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -626 | OU      | $-115.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | T-MOBILE US INC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -36771 | OU      | $222.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $4394.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMAZON.COM INC TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       80983 | OU      | $8276.40      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FIDELITY NATL INFO SRVCS I TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1375 | OU      | $45.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPJPY(GBP) 05/29/25 190.74C                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       27000 | OU      | $370.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-16570.49    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $156.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS INR 6.1059% 06/18/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IN        |    20205000 | OU      | $-2799.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-408.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $963.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOFINA CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      -14359 | OU      | $-783.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $3479.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONDAY.COM LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |        7091 | OU      | $496.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RS GROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        5679 | OU      | $-52.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Bonds Inflation-Linked                    | Sweden Government Bonds Inflation-Linked                                        | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    28084663 | PA      | $3204961.78   | 6.44%             | 2028-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5285.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNICREDITO SPA CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      184034 | OU      | $12070.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $120.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INDUTRADE AB CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -538813 | OU      | $-159.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $281.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MESOBLAST LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -14734 | OU      | $-551.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-16812.34    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $21495.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUY Fixed CDS BRAZI 1 06-30     1.0000% 06-20-30                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | BR        |       50000 | OU      | $1768.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NINTENDO CO LTD TRS 0.0000% 05-05-2028                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |     -928594 | OU      | $-1883.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GULFPORT ENERGY CORP CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7601 | OU      | $-10.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1997.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KODIAK GAS SERVICES INC CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19380 | OU      | $210.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EBAY INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19043 | OU      | $928.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-1854.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $227.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-2281.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-17.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AUTODESK INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -11694 | OU      | $-1470.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APPLE INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -197491 | OU      | $-10121.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $5807.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $4448.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1698.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.94% 03/11/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     4130000 | OU      | $-9103.62     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES TRST-ISHARES IBOXX TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -65112 | OU      | $-1069.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-511.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | AU        |           1 | NC      | $17340.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                             | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      200000 | PA      | $170102.00    | 0.34%             | 2045-03-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APPLOVIN CORP-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       20075 | OU      | $3623.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-1300.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROKU INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8352 | OU      | $-1260.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-30.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JIANGSU HENGRUI MEDICINE C-A CFD USD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CN        |        8087 | OU      | $345.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTERCONTINENTAL HTLS GRP  TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -28276 | OU      | $-1084.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SNOWFLAKE INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2192 | OU      | $-359.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GLOBAL-E ONLINE LTD CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IL        |       -1266 | OU      | $-242.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL GAS 11/01/25 5.5C                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $2592.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ING GROEP NV CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      177320 | OU      | $5930.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BURLINGTON STORES INC                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       80011 | OU      | $-3722.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-10397.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SUBSEA 7 SA CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      174460 | OU      | $1418.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ANALOG DEVICES INC TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -350 | OU      | $-39.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CAVCO INDUSTRIES INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -923 | OU      | $-64.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOKYO SEIMITSU CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -3557463 | OU      | $-1709.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                | GALDERMA GROUP AG                                                               | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |          37 | NS      | $4350.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                       | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |          49 | NS      | $22625.71     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                              | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      260000 | PA      | $231985.00    | 0.47%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NATIONAL AUSTRALIA BANK LT TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -130014 | OU      | $-5938.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $5237.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-908.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                             | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Short            | DBT              | CORP              | US        |     -470000 | PA      | $-404082.27   | -0.81%            | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $23.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WARNER BROS DISCOVERY INC JUN 25 15C                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |          75 | NC      | $150.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $3249.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1.93        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AVAGO TECHNOLOGIES LTD 05/16/25W 160P                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           8 | NC      | $640.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1406.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1849000 | PA      | $-1713322.64  | -3.44%            | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OKTA INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9420 | OU      | $1123.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EVERGY INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7680 | OU      | $128.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WH SMITH PLC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       13676 | OU      | $-75.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $291.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KFW                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     2990000 | PA      | $2985591.16   | 6.00%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-25135.95    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMBARELLA INC CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       -2227 | OU      | $-28.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NUSCALE POWER CORP TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4399 | OU      | $-340.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HEXPOL AB CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       28730 | OU      | $-19.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NEWAMSTERDAM PHARMA CO NV CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |        5963 | OU      | $1229.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3794.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PUBLICIS GROUPE (CFD-MLI) EUR                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       69081 | OU      | $4199.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HF SINCLAIR CORP TRS 0.0000% 05-20-2033                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -757 | OU      | $-24.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AIRTAC INTERNATIONAL GROUP CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       12832 | OU      | $984.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOLAREDGE TECHNOLOGIES INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5685 | OU      | $-32.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ONTO INNOVATION INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8411 | OU      | $-736.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1192.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $12202.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VALERO ENERGY CORP TRS 0.0000% 05-05-2028                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        5760 | OU      | $508.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SE        |           1 | NC      | $-221.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GREGGS PLC TRS 0.0000% 05-05-2028                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -4707 | OU      | $-654.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WISE PLC - A CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       24630 | OU      | $819.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $916.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | SE        |           1 | NC      | $3484.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1159.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6921.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEMETSCHEK SE TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -2398 | OU      | $-205.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-254.4500% 09-01-43 - 99Z13O5B                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2043-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.2P                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         220 | NC      | $5509.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MERUS NV CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |        6095 | OU      | $321.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GETINGE AB-B SHS CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      -70648 | OU      | $-154.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 3.84% 09/17/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     -283000 | OU      | $-9.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.306% 09/17/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      125000 | OU      | $-1082.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $183.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME TIN (LISTED) MAY 25                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -2 | NC      | $34485.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-226.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BECTON DICKINSON & CO CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6667 | OU      | $-166.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 3.25% 07/04/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1973000 | OU      | $-200799.45   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PROCORE TECHNOLOGIES INC TRS 0.0000% 05-15-2033                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3091 | OU      | $177.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NETFLIX INC MAY 25 950P                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |           4 | NC      | $720.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FIELMANN AG CFD-EUR                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -20381 | OU      | $-3506.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TECAN GROUP AG-REG CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |        4563 | OU      | $697.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-8071.29     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $467.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                | PGB FWD 05-15-253.0000% 06-15-35 - 99Z13O4E                                     | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      876243 | PA      | $996025.60    | 2.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADIDAS AG CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      393625 | OU      | $7878.78      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHORD ENERGY CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      123344 | OU      | $2075.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | FRTR FWD 05-08-252.7500% 02-25-29 - 99Z13NY3                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     8828500 | PA      | $10228832.32  | 20.54%            | 2029-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $3.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GARTNER INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -17661 | OU      | $-1287.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CELLNEX TELECOM SAU CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -37539 | OU      | $-303.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $342.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LAM RESEARCH CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      164287 | OU      | $7433.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EURO STOXX BANK PRICE INDEX CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -534487 | OU      | $-31387.57    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARES MANAGEMENT CORP - A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -14980 | OU      | $-1188.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1077.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIRBUS SE TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -31350 | OU      | $-2723.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-10504.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GLOBALFOUNDRIES INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -17907 | OU      | $-2118.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROLLS-ROYCE HOLDINGS PLC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      723033 | OU      | $35368.91     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KINDER MORGAN INC - CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -61142 | OU      | $-2241.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ANTERO MIDSTREAM CORP TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13334 | OU      | $-143.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IBERDROLA SA CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |     -265125 | OU      | $-12121.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | QIAGEN NV TRS 0.0000% 05-20-2033                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       80996 | OU      | $1764.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-566.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-447.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDCAD(USD) 05/07/25 1.4242P                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       42000 | OU      | $1315.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.52% 09/17/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        | -2566677000 | OU      | $13729.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.34% 09/17/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |      347000 | OU      | $-490.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-12-253.8500% 10-01-40 - 99Z13PIM                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3645000 | PA      | $4073057.22   | 8.18%             | 2040-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SELL Fixed CDS INDON 1 06-30     1.0000% 06-20-30                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | ID        |       90000 | OU      | $207.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COVIVIO CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -1098 | OU      | $7.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4226.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-191.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $85.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 06/13/25W 95.9P                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |        -206 | NC      | $-12038.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PEMBINA PIPELINE CORP TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |        3360 | OU      | $47.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOLD CLP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $322.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FOX CORPORATION CMN CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -108489 | OU      | $-5928.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INNOVEX INTERNATIONAL INC CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       13169 | OU      | $707.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $6545.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPIE SA TRS 0.0000% 05-15-2033                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        8796 | OU      | $798.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARES MANAGEMENT CORP TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      105283 | OU      | $8351.45      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VAT GROUP AG TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -2352 | OU      | $-40.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | UKTI FWD 05-09-251.2500% 11-22-54 - 99Z13P63                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2047116 | PA      | $2196998.74   | 4.41%             | 2054-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WHEATON PRECIOUS METALS CORP CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       13131 | OU      | $-339.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.7500% 10-22-43 - 99Z13LH3                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2043-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $274.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                              | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |           1 | NC      | $221.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROYAL CARIBBEAN CRUISES LTD CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LR        |      -24166 | OU      | $-1837.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TJX COMPANIES INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -32254 | OU      | $-45.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3254.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                         | Province of British Columbia                                                    | CUSIP: 000000000<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $329119.23    | 0.66%             | 2032-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WESFARMERS LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |       -2968 | OU      | $-109.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $2458.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | CDX.NA.HY.44 5% 06/20/2030                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    -2600000 | OU      | $105202.23    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $129.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-725.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUY Fixed CDS BRAZI 1 06-30     1.0000% 06-20-30                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | BR        |       50000 | OU      | $1768.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $3503.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $2022.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ING GROEP NV TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      465095 | OU      | $13951.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $4733.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NO        |           1 | NC      | $600.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHARTER COMMUNICATIONS INC TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       28617 | OU      | $2340.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LATTICE SEMICONDUCTOR CORP-CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -34410 | OU      | $-5908.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | U.K. Inflation-Linked Gilts                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2055-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds              | Peru Government International Bonds                                             | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Short            | DBT              | NUSS              | PE        |     -160000 | PA      | $-151000.00   | -0.30%            | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | SPOTIFY TECHNOLOGY S MAY 25 540 P                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           3 | NC      | $2739.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $1289.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BEAZLEY PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       73118 | OU      | $-2154.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LAM RESEARCH CORP CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1928 | OU      | $-293.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-70.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WORKDAY INC-CLASS A CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8866 | OU      | $-443.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NOVANTA INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       -8069 | OU      | $-607.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1330.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ORIX CORP TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -10793010 | OU      | $-2680.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | UKTI FWD 05-09-250.7500% 11-22-47 - 99Z13P5X                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2047-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VANECK OIL SERVICES ETF CFD                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       -7902 | OU      | $166.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 10 FIXED     2.5200% 01-11-45                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     7347000 | NC      | $52966.24     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $624.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COMMONWEALTH BANK OF AUSTRAL CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -64322 | OU      | $-2305.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | S&P 500 MINI INDEX 09/30/25W 400P                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          -7 | NC      | $-2205.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $2575.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CIRS MYR 3.2325% 09/17/2027 BILATERAL                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | MY        |      409000 | OU      | $-131.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TEMENOS GROUP AG CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -8113 | OU      | $345.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds              | BGB FWD 05-15-253.0000% 06-22-34 - 99Z13O5D                                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Short            | DBT              | NUSS              | BE        |     -997800 | PA      | $-1145287.48  | -2.30%            | 2034-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STATE STREET CORP TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -79326 | OU      | $-756.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5381.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $3495.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union Bills                                                            | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |     -433000 | PA      | $0.00         | 0.00%             | 2051-07-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $16.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ENN ENERGY HOLDINGS LTD CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      102019 | OU      | $124.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $220.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INNOVENT BIOLOGICS INC CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -53528 | OU      | $-2472.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPCHF(GBP) 05/08/25 1.0772C                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      100000 | OU      | $2543.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.36% 09/17/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     2929000 | OU      | $-982.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bonds              | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Short            | DBT              | NUSS              | OM        |     -400000 | PA      | $-406000.00   | -0.82%            | 2048-01-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |           1 | NC      | $707.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $390.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EXXON MOBIL CORP TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       36394 | OU      | $893.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROYAL BANK OF CANADA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     1159368 | OU      | $24376.09     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.5% 09/17/2027 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |   -59716000 | OU      | $50739.36     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOPIX TRS 1DT     0.0000% 05-22-23                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    72253580 | OU      | $36128.69     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WELLS FARGO & COMPANY CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      407552 | OU      | $44569.00     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.7500% 12-07-30 - 99Z13HJS                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2830000 | PA      | $0.00         | 0.00%             | 2030-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COMFORT SYSTEMS USA INC CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1249 | OU      | $-341.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CABOT OIL & GAS CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       62870 | OU      | $-1887.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $424436.04    | 0.85%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARES MANAGEMENT CORP - A CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9459 | OU      | $-1066.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDZAR(USD) 05/05/25 16.5P                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     3845000 | OU      | $0.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMAZON.COM INC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      139507 | OU      | $7291.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRADEWEB MARKETS INC-CLASS A CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       48367 | OU      | $1697.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HUBSPOT INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1038 | OU      | $184.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IDACORP INC TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6454 | OU      | $-76.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 3.66% 09/17/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |     4400000 | OU      | $-2036.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERBUND AG CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |      -28471 | OU      | $-1170.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.807% 03/20/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   134984000 | OU      | $-1233.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $217.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ALUMINUM (LISTED) JUL 25                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $-603.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.2500% 03-07-36 - 99Z13HJW                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2036-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alpha Services and Holdings SA                   | ALPHA BANK A.E.                                                                 | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | EC               | CORP              | GR        |       31080 | NS      | $76665.69     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $801.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $4078.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TAIWAN SEMICONDUCTOR-SP ADR CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |       -5027 | OU      | $-640.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ORACLE CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -47951 | OU      | $-2427.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MEDINCELL SA CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |        3531 | OU      | $202.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-253.8500% 07-01-34 - 99Z13O4F                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -212000 | PA      | $-249911.85   | -0.50%            | 2034-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-780.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APA CORP TRS 0.0000% 05-15-2033                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13341 | OU      | $-582.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              | NUSS              | JP        |  -275350000 | PA      | $-1848131.11  | -3.71%            | 2033-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXACT SCIENCES CORP CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       22326 | OU      | $1315.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PUBLICIS GROUPE SA TRS 0.0000% 05-05-2028                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -11533 | OU      | $-864.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.795% 09/17/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -637000 | OU      | $1111.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $9413.45      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SK HYNIX INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KR        |       18937 | OU      | $18.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SYSMEX CORPORATION CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1076485 | OU      | $81.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $3875.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-916.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ORTHOPEDIATRICS CORP TRS 0.0000% 05-20-2033                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6197 | OU      | $-90.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CRH PLC CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      308223 | OU      | $10426.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $3867.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PLAINS ALL AMER PIPELINE LP CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -22234 | OU      | $-1343.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SIRIUSPOINT LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       96674 | OU      | $2782.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CD PROJEKT SA CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |      -22762 | OU      | $-221.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FACTSET RESEARCH SYSTEMS INC CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12214 | OU      | $112.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VERBUND AG CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |       -4886 | OU      | $-535.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SWISS LIFE HOLDING AG TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -166021 | OU      | $-13279.18    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 4.59375% 09/19/2034 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |    -2044000 | OU      | $5768.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-31.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-941.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $9176.46      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SG        |           1 | NC      | $319.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNITEDHEALTH GROUP INC TRS 0.0000% 05-15-2033                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20426 | OU      | $-6025.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IPSOS CFD                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       40939 | OU      | $2937.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BAYN GY EQUITY (EUR CFD)                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -8121 | OU      | $-663.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $1928.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $1558.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WHITECAP RESOURCES INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -51496 | OU      | $232.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADOBE SYSTEMS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8059 | OU      | $-565.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PEYTO EXPLORATION & DEV CORP CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      222905 | OU      | $12926.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | STRYKER CORP CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       14504 | OU      | $1200.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.3750% 01-31-40 - 99Z13P67                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3559265 | PA      | $4526783.06   | 9.09%             | 2040-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-503.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2115.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $2013.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SONOVA HOLDING AG-REG CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -41852 | OU      | $-3641.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALLEGRO.EU SA TRS 0.0000% 05-20-2033                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      -35895 | OU      | $-468.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                         | EIB FWD 05-15-253.0000% 11-15-28 - 99Z13O5H                                     | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | SD        |     2269000 | PA      | $2651554.24   | 5.33%             | 2028-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -200000 | PA      | $-158380.09   | -0.32%            | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-776.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $273.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-12-252.7000% 01-31-30 - 99Z13PER                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3111000 | PA      | $3591445.37   | 7.21%             | 2030-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SCHLUMBERGER LTD CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -18833 | OU      | $745.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KONGSBERG GRUPPEN ASA CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |      -20364 | OU      | $-143.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $69628.42     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 9.1175% 09/12/2035 CMD                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     4723500 | OU      | $384.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALNYLAM PHARMACEUTICALS INC CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       22810 | OU      | $2988.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHEMED CORP-CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8830 | OU      | $107.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ACADIA HEALTHCARE CO INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12340 | OU      | $-663.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CREDO TECHNOLOGY GROUP HOLDI CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |        -823 | OU      | $-81.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | US TSY NOTE 2YR 06/01/25 103.5P                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |          15 | NC      | $1406.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                        | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Short            | DBT              | CORP              | US        |     -100000 | PA      | $-88075.39    | -0.18%            | 2039-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $1441.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GROUP 1 AUTOMOTIVE INC CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1154 | OU      | $-57.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | ICE 3MTH SONIA DEC 25                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | US        |        -241 | NC      | $-81517.00    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-02-252.9500% 07-01-30 - 99Z13LMO                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -2955000 | PA      | $0.00         | 0.00%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 3.4225% 06/18/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |   -15660000 | OU      | $3256.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Sports Ltd                                | Genius Sports Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |         627 | NS      | $6765.33      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $515.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | NZ        |           1 | NC      | $4481.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB (PT VALUE 42000) JAN 26                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $-7810.23     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CD PROJEKT SA CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |      -69136 | OU      | $-687.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HILTON WORLDWIDE HOLDINGS IN CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -87275 | OU      | $-5848.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AUTONATION INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1962 | OU      | $-127.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VAT GROUP AG CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -21456 | OU      | $-2550.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1897.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $71.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $-6272.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |           1 | NC      | $42.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NTT DATA CORPORATION CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1315720 | OU      | $-867.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1997.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $1141.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | FRTR FWD 05-12-253.2500% 05-25-45 - 99Z13O8N                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              | NUSS              | FR        |    -1330000 | PA      | $-1425021.43  | -2.86%            | 2045-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NESTLE SA TRS 0.0000% 05-05-2028                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -18814 | OU      | $-1219.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1777.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $6.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REVOLUTION MEDICINES INC (CFD-BANA) /CB0                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       20071 | OU      | $2097.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TEXAS INSTRUMENTS INC TRS 0.0000% 05-20-2033                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -59321 | OU      | $422.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS JUN 25                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $-16770.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CROWN CASTLE INTL CORP MAY 25 90P                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          28 | NC      | $420.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $2139.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $979.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3513.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.942% 09/11/2030 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -2767000 | OU      | $-777.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CAPITAL ONE FINANCIAL CORP CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       57075 | OU      | $5835.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TALANX AG TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      187611 | OU      | $11809.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $531.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $181.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD TWD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1786.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | iTraxx Europe Series 43 Version 1 1% 06/20/2030                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |    -4465000 | OU      | $84047.76     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.292% 09/17/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    -3557000 | OU      | $957.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5107.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-30.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-253.5000% 03-01-30 - 99Z13O4G                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1703000 | PA      | $-2024887.58  | -4.07%            | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTEL CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7649 | OU      | $-511.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1150.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HERMES INTERNATIONAL CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -6405 | OU      | $-956.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRADE DESK INC/THE -CLASS A MAY 25 60C                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |           4 | NC      | $936.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2559.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | NETHER FWD 05-02-252.5000% 07-15-34 - 99Z13HRI                                  | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |           0 | PA      | $0.00         | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY PAY 5 FIXED     1.4500% 02-07-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   197241000 | NC      | $-2656.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STOXX EUROPE 600 INSURANCE TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | EC        |     -580250 | OU      | $-13539.58    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MODINE MANUFACTURING CO TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       21392 | OU      | $1303.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WEC ENERGY GROUP INC TRS 0.0000% 05-05-2028                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       52121 | OU      | $3186.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $2155.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $1595.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.085% 06/18/2026 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |   675341000 | OU      | $-4455.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADDTECH AB-B SHARES CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -571536 | OU      | $-6167.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-443.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GLOBUS MEDICAL INC - A CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6523 | OU      | $-223.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PATTERSON-UTI ENERGY INC CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -11972 | OU      | $105.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NVENT ELECTRIC PLC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       -1819 | OU      | $-158.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IQVIA HOLDINGS INC CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9028 | OU      | $-121.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNTD STS LIME & MIN INC TRS 0.0000% 05-20-2033                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3731 | OU      | $-289.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SS&C TECHNOLOGIES HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7918 | OU      | $-171.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2584.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FTAI AVIATION LTD CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |       -1082 | OU      | $-203.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 14.575% 01/02/2029 CMD                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      697898 | OU      | $-4840.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | S&P 500 INDEX 06/20/25 5185.424P OTC-E                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       21573 | NC      | $1990.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.8P                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         220 | NC      | $27548.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OVINTIV INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       36275 | OU      | $964.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-4743.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALPHABET INC-CL C CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       37758 | OU      | $2947.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOLLAR GENERAL CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       25733 | OU      | $1530.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MIZUHO FINANCIAL GROUP INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    35636904 | OU      | $16156.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT JUN 25                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -18 | NC      | $-7545.30     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 4.375% 06/18/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -445000 | OU      | $8079.86      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GUSHENGTANG HOLDINGS LTD CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -49701 | OU      | $-222.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $784.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3433.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRINET GROUP INC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        6791 | OU      | $337.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FLUIDRA SA TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       17503 | OU      | $627.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | BR        |           1 | NC      | $3344.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNION PACIFIC CORP CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8210 | OU      | $14.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDCAD(USD) 05/27/25 1.3838P                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       53000 | OU      | $464.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DEUTSCHE BANK AG-REGISTERED CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      452572 | OU      | $18885.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LPP SA CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |     -186000 | OU      | $196.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $-1107.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SCHWAB (CHARLES) CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      722052 | OU      | $42049.47     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $90.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.96875% 06/18/2027 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -3294000 | OU      | $35491.56     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OVINTIV INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15835 | OU      | $451.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SCANDINAVIAN TOBACCO GROUP A CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      346615 | OU      | $3179.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      325000 | PA      | $318461.73    | 0.64%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNITED RENTALS INC TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10271 | OU      | $-1095.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SHARKNINJA INC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |       -1545 | OU      | $-225.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-692.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TRINET GROUP INC CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       22169 | OU      | $1408.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.7982% 09/17/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -750000 | OU      | $1344.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $3693.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HALEON PLC TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        5636 | OU      | $-33.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SS&C TECHNOLOGIES HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6546 | OU      | $-182.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | EU FWD 05-08-253.0000% 12-04-34 - 99Z13NY1                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |     -647500 | PA      | $-739081.90   | -1.48%            | 2034-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CARLYLE GROUP INC/THE CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -324231 | OU      | $-15105.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.24% 09/17/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    -3214000 | OU      | $703.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3645.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water US Holding Corp                                                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Short            | DBT              | CORP              | US        |     -600000 | PA      | $-601446.00   | -1.21%            | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NIBE INDUSTRIER AB-B SHS CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -134029 | OU      | $-1663.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MAIRE TECNIMONT SPA CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       53921 | OU      | $13718.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MSCI INC TRS 0.0000% 05-20-2033                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14998 | OU      | $-265.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BADGER METER INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20997 | OU      | $-3956.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $5613.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLAREDGE TECHNOLOGIES INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       10737 | OU      | $-716.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-250.6250% 10-22-50 - 99Z13HJN                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2050-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CELESTICA INC CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |        8236 | OU      | $1750.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CIRS MYR 3.522% 06/18/2027 BILATERAL                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | MY        |      151000 | OU      | $-209.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-807.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CINTAS CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3748 | OU      | $-62.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-30013.07    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.69% 02/15/2039 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      568000 | OU      | $-10533.79    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TARGA RESOURCES CORP CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       41258 | OU      | $1467.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-30670.19    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-832.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DELL TECHNOLOGIES -C  SWP MS                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5602 | OU      | $-454.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DTE ENERGY COMPANY CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -24438 | OU      | $-1728.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IMMUNOCORE HOLDINGS PLC-ADR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       13792 | OU      | $1408.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD PEN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $79.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD CLP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-2431.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2863.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $31140.74     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMICUS THERAPEUTICS INC CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       13058 | OU      | $1887.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HANNOVER RUECKVERSICHERU-REG CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -110837 | OU      | $-1349.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TAIWAN SEMICONDUCTOR-SP ADR CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       69262 | OU      | $5081.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDJPY(USD) 05/27/25 141.95P                                                 | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       53000 | OU      | $657.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ALUMINUM (LISTED) SEP 25                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $-7078.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PATTERSON-UTI ENERGY INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4337 | OU      | $112.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OTSUKA HOLDINGS CO LTD CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     2644000 | OU      | $1059.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.463% 09/17/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      373000 | OU      | $-7244.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-535.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | CORN MAR 26                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           6 | NC      | $-2190.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BLOCK INC WEEKLY 05/02/25W 62C                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          20 | NC      | $3240.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |           1 | NC      | $3164.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-254.1000% 04-30-46 - 99Z13O4M                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      903000 | PA      | $1025656.26   | 2.06%             | 2046-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-4943.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TECAN GROUP AG-REG CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |        4694 | OU      | $538.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AIRBNB INC 05/02/25W 130C                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          11 | NC      | $2200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.84375% 09/17/2035 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      341000 | OU      | $-5690.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $3317.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ELIS SA CFD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |        2460 | OU      | $538.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-9006.57     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KODIAK GAS SERVICES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7651 | OU      | $-135.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2410.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BRITISH AMERICAN TOBACCO CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      102496 | OU      | $2575.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2441000 | PA      | $1565235.13   | 3.14%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $636.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VALERO ENERGY STK - CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       27748 | OU      | $2203.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-12-254.1500% 10-01-39 - 99Z13PIP                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -3709000 | PA      | $-4330688.52  | -8.70%            | 2039-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPECTRIS PLC TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        8421 | OU      | $-325.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SULZER AG-REG CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       16814 | OU      | $677.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                              | CPPIBC FWD 05-14-254.6000% 01-16-30 - 99Z13NPN                                  | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     3404000 | PA      | $2239489.45   | 4.50%             | 2030-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHARTER COMMUNICATIONS WEEK 05/02/25W 330P                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |           1 | NC      | $8.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-817.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $1492.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4358.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EO-USDILS(USD) 04/01/26 3.689C                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      413000 | OU      | $10706.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $4776.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOFI TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -15097 | OU      | $-2166.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $3940.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1191.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany          | NRW FWD 05-15-251.4500% 01-19-22 - 99Z13O4T                                     | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |     1774000 | PA      | $941561.47    | 1.89%             | 2122-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TAIWAN SEMI MFG CO LTD TRS 0.0000% 05-15-2033                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       -5192 | OU      | $-308.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6609.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX 05/30/25 5300P                                                    | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           9 | NC      | $50715.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TEXAS INSTRUMENTS INC TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -66149 | OU      | $-2832.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DIASORIN SPA CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       45710 | OU      | $1572.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.6250% 01-31-34 - 99Z13P5V                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1644724 | PA      | $2244866.21   | 4.51%             | 2034-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CELESTICA INC CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       22485 | OU      | $1328.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GE VERNOVA INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4600 | OU      | $591.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 3.475% 09/15/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |    -2607000 | OU      | $456.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHIFT4 PAYMENTS INC-CLASS A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5996 | OU      | $-139.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $676.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-124.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1613.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | FRTR FWD 05-12-252.5000% 09-24-27 - 99Z13PG4                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              | NUSS              | FR        |    -3262000 | PA      | $-3757300.95  | -7.55%            | 2027-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-496.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDINR(USD) 07/08/25 86.83P                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       35000 | OU      | $849.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-804.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMAZON.COM CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      172227 | OU      | $4631.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VISA INC-CLASS A SHRS CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -309133 | OU      | $-8381.60     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US TSY NOTE 5YR JUN 25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -48 | NC      | $-41812.05    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-81.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $1450.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PERMIAN RESOURCES CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       25462 | OU      | $1454.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $83985.13     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-USDMXN(USD) 03/11/26 21.3105C                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -415000 | OU      | $-12449.05    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health Inc                                                            | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Short            | DBT              | CORP              | US        |     -355000 | PA      | $-320364.74   | -0.64%            | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASPEN PHARMACARE HOLDINGS LT CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ZA        |     -131575 | OU      | $1721.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $1042.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-908.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5790.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5781.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1149.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $2896.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BIG YELLOW GROUP PLC TRS 0.0000% 05-05-2028                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -10850 | OU      | $-2567.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NATIONAL GRID PLC CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        8941 | OU      | $-119.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-278.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | SE        |           1 | NC      | $5672.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR FUT JUN 25                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          -2 | NC      | $-143.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NIO INC-CLASS A CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |     -103724 | OU      | $721.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      250000 | PA      | $243481.35    | 0.49%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ADDTECH AB TRS 0.0000% 05-05-2028                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -99967 | OU      | $-1683.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-324.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viper Energy Inc                                 | Viper Energy Inc                                                                | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |        4700 | NS      | $189551.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIA GROUP LTD CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HK        |     -222974 | OU      | $-2767.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CADENCE DESIGN SYS INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9056 | OU      | $-1662.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KYMERA THERAPEUTICS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7103 | OU      | $2457.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-972.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $3836.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | CCCY USD SOFR COMP USD NOK 1D NOK NIBOR NOK USD 3M                              | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $697.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $664.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CLEARWATER ANALYTICS HLDGS TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9300 | OU      | $614.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1665.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $41.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1818.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-579.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Scottish Mortgage Investment Trust PLC           | Scottish Mortgage Investment Trust PLC                                          | CUSIP: 000000000<br>LEI: 213800G37DCS3Q9IJM38 | Short            | EC               | RF                | GB        |       -2045 | NS      | $-24736.15    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.06% 01/15/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     3182000 | OU      | $-26452.45    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $365.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CL        |           1 | NC      | $-3147.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-49.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 14.635% 01/02/2029 CMD                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |      348240 | OU      | $-2547.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MAPLEBEAR INC TRS 0.0000% 05-20-2033                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       10573 | OU      | $-480.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDCAD(USD) 05/16/25 1.4157P                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |       72000 | OU      | $1879.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDEX CORP                                       | FedEx Corp                                                                      | CUSIP: 31428XCY0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      225000 | PA      | $193165.08    | 0.39%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-339.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VALMET OYJ CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       -1151 | OU      | $-195.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KELT EXPLORATION LTD CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       65789 | OU      | $691.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $3308.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-581.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.2500% 12-07-40 - 99Z13LH5                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2040-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $11.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1135.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $3408.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.375% 09/17/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |    -4576000 | OU      | $7417.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DIASORIN SPA CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |        9439 | OU      | $1191.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2106.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 96.5P                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |          23 | NC      | $19968.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CIVITAS RESOURCES INC TRS 0.0000% 05-05-2028                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3120 | OU      | $-286.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.2500% 09-07-39 - 99Z13HJH                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2039-09-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENT PRDCTS PTR LP TRS 0.0000% 05-20-2033                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       55467 | OU      | $685.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BASIC-FIT NV TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -1399 | OU      | $-47.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $248.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $-1403.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $1307.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-254.1500% 10-01-39 - 99Z13O4C                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -2260000 | PA      | $-2638426.66  | -5.30%            | 2039-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOMINOS PIZZA INC TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      176068 | OU      | $6840.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOCIETE GENERALE SA TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        2289 | OU      | $272.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $1635.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $2205.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | NO        |           1 | NC      | $60.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                            | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |         300 | NS      | $7648.52      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-16421.59    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROCHE HOLDING AG-BR CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -6785 | OU      | $-477.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | SILVER (5000) JUL 25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $-14721.54    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-121.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME TIN (LISTED) MAY 25                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           2 | NC      | $-14977.50    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SELL Fixed CDS COLOM 1 06-30     1.0000% 06-20-30                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | CO        |       50000 | OU      | $-3610.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2565.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      550000 | PA      | $491453.73    | 0.99%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      125000 | PA      | $115029.92    | 0.23%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $21523.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds               | GGB FWD 05-15-251.5000% 06-18-30 - 99Z13O4Q                                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     2113000 | PA      | $2288667.33   | 4.60%             | 2030-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $18190.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RESONA HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -15338246 | OU      | $-9882.69     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB Capital, Inc.                              | CPPIBC FWD 05-14-254.4000% 01-15-29 - 99Z13NPI                                  | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1664000 | PA      | $1085562.63   | 2.18%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HAPVIDA PARTICIPACOES E INVE CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BR        |        5993 | OU      | $399.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-252.9500% 09-01-38 - 99Z13O4J                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1719000 | PA      | $-1784129.75  | -3.58%            | 2038-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-02-256.0000% 05-01-31 - 99Z13HR2                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2031-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |           1 | NC      | $115.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |           1 | NC      | $2170.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |           0 | PA      | $0.00         | 0.00%             | 2033-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 5 FIXED     2.6600% 01-10-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2514000 | NC      | $2115.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MATADOR RESOURCES CO CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       26660 | OU      | $-326.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ANTERO RESOURCES CORP JAN 26 27P                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -21 | NC      | $-4515.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HEALTHEQUITY INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1578 | OU      | $-51.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DASSAULT AVIATION SA CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       72000 | OU      | $5288.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VIMIAN GROUP AB TRS 0.0000% 05-05-2028                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -106366 | OU      | $149.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD IDR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $67.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UPSTREAM BIO INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1795 | OU      | $344.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GENUS PLC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        2650 | OU      | $520.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BAXTER INTERNATIONAL INC. CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6387 | OU      | $-564.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 6.015% 03/20/2035 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |  -790909000 | OU      | $14589.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5308.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 4.0625% 09/17/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -493000 | OU      | $6807.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | POWERSHARES QQQ WEEKLY (FACTOR 100) 05/09/25W 450P                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          17 | NC      | $2465.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | QUANTA SERVICES INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -508 | OU      | $-77.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INSPIRE MEDICAL SYSTEMS INC CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11578 | OU      | $174.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $3827.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | 3I GROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        -303 | OU      | $-105.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 06/13/25W 95.85P                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |          27 | NC      | $901.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $1312.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HUFVUDSTADEN AB-A SHS CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -313046 | OU      | $-448.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $1634.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | PE        |      650000 | OU      | $174.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $4909.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TESLA INC TRS 0.0000% 05-20-2033                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4550 | OU      | $-1093.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $1429.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | THOMSON REUTERS CORP CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |      -12507 | OU      | $-974.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HARMONY BIOSCIENCES HOLDINGS CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7762 | OU      | $-194.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.96875% 09/16/2027 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -681000 | OU      | $4619.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MADISON SQUARE GARDEN SPORTS CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2410 | OU      | $-93.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASM INTERNATIONAL NV CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -8148 | OU      | $-1077.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AIRBUS SE TRS 0.0000% 05-05-2028                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |        -925 | OU      | $-142.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD PEN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2142.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-18606.31    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $7277.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $13.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-487.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BRINKER INTERNATIONAL INC CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2186 | OU      | $37.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-253.2500% 01-22-44 - 99Z13P64                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      842000 | PA      | $878785.57    | 1.76%             | 2044-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ANTERO RESOURCES CORP JAN 26 25P                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -64 | NC      | $-10240.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| OWENS & MINOR INC                                | Owens & Minor Inc                                                               | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Short            | DBT              | CORP              | US        |     -245000 | PA      | $-209049.70   | -0.42%            | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-799.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COSMO PHARMACEUTICALS NV CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -2705 | OU      | $-138.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FASTIGHETS AB BALDER TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -73488 | OU      | $-193.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $443.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GALDERMA GROUP AG CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       42315 | OU      | $12699.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Short            | DBT              | CORP              | GB        |     -100000 | PA      | $-98861.01    | -0.20%            | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2162.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union Bills                                                            | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |      463000 | PA      | $0.00         | 0.00%             | 2050-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2271.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HYNIX SEMICONDUCTORS-CFD USD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       40165 | OU      | $-105.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-32469.48    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BRIDGEBIO PHARMA INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9517 | OU      | $-1377.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT COP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-18701.43    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ARISTA NETWORKS INC 05/09/25W 95C                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -19 | NC      | $-1330.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHIONOGI & CO LTD CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1227570 | OU      | $21.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GRENKELEASING AG CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -28068 | OU      | $70.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SPECTRIS PLC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        3026 | OU      | $26.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 09/12/25W 96P                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |          53 | NC      | $7079.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SPDR S&P BIOTECH ETF CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -221014 | OU      | $-30158.88    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5498.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $310.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-EURSEK(EUR) 05/08/25 11.0365C                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     -117000 | OU      | $-391.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LILLY CFD                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       97344 | OU      | $9630.67      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CLEAN HARBORS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       31647 | OU      | $1300.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HEIDELBERGER CEMENT AG CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       53846 | OU      | $5455.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQUITABLE RESOURCES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13598 | OU      | $-348.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IPATH SERIES B S&P 500 VIX CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10453 | OU      | $563.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SWISS RE LTD CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |     -105833 | OU      | $-4913.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME LEAD (LISTED) JUN 25                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -3 | NC      | $-6025.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72964.27     | 0.15%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 9.3875% 06/13/2035 CMD                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     2757000 | OU      | $-983.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.0000% 10-22-31 - 99Z13P6F                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -2447600 | PA      | $-3258172.42  | -6.54%            | 2031-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.5% 09/17/2030 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     1723000 | OU      | $-3968.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CATTLE JUN 25                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          -1 | NC      | $-3730.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3232.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2021.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-112276.48   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPCHF(GBP) 05/22/25 1.0916C                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       95000 | OU      | $1333.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNITEDHEALTH GROUP INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       11484 | OU      | $-375.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.16% 02/15/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -4234000 | OU      | $-19779.81    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 4.247% 09/17/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |     -330000 | OU      | $992.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TAKE-TWO INTERACTIVE SOFTWRE CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       46982 | OU      | $6448.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $2049.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-324.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOCHIGI BANK LTD/THE CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     7035600 | OU      | $6529.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | S&P 500 MINI INDEX 09/30/25W 590C                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |           7 | NC      | $11644.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Disc Medicine Inc                                | Disc Medicine Inc                                                               | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         166 | NS      | $8203.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COVIVIO                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -19910 | OU      | $641.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BEIJER REF AB CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -288598 | OU      | $-2054.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $605.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | ARISTA NETWORKS INC 05/09/25W 86C                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          19 | NC      | $4940.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VALMET CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |      -23942 | OU      | $-4441.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WARTSILA OYJ-B SHARES CFD (EUR)                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |        8147 | OU      | $644.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DAIWA SECURITIES GROUP INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -16390200 | OU      | $-2682.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 06/13/25W 95.4P                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         242 | NC      | $2020.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4515.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | ACGB FWD 05-14-252.7500% 11-21-29 - 99Z13NPA                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              | NUSS              | AU        |    -5598000 | PA      | $-3478095.82  | -6.98%            | 2029-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS JUL 25                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -8 | NC      | $13310.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | REDCARE PHARMACY NV CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       -4106 | OU      | $-137.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $45.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-106.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 5 FIXED     2.6600% 01-10-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2515000 | NC      | $-8894.18     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LVMH MOET HENNESSY LOUIS TRS 0.0000% 05-15-2033                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -34694 | OU      | $52.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.5000% 03-07-35 - 99Z13HJ7                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -1823650 | PA      | $0.00         | 0.00%             | 2035-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $914.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WOLTERS KLUWER CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -1502 | OU      | $-66.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CNY 1.3545% 09/17/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |     -495000 | OU      | $-112.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $65.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                         | EIB FWD 05-15-253.0000% 02-15-39 - 99Z13O5X                                     | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | SD        |      600000 | PA      | $668448.22    | 1.34%             | 2039-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $3924.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | iTraxx Europe Senior Financials Series 43 Version                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |      737000 | OU      | $-11871.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | PE        |       35000 | OU      | $9.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3849.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3551.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-464.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | DBT              | CORP              | FR        |     -300000 | PA      | $-370254.24   | -0.74%            | 2033-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BERKSHIRE HATHAWAY INC-CL B CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       21291 | OU      | $1105.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MERCEDES-BENZ GROUP AG TRS 0.0000% 05-15-2033                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -56615 | OU      | $-2565.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIE FINANCIERE RICHEMONT-REG  SWP                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       11938 | OU      | $646.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $540.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6724.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.494% 03/18/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |  -545905000 | OU      | $15909.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-204588.68   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INSMED INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7368 | OU      | $-263.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-304.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DYNATRACE INC TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1652 | OU      | $133.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-105784.03   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2244.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-453.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROOKFIELD ASSET MGMT-A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -689578 | OU      | $-65094.60    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2808.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |           1 | NC      | $2038.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.2500% 09-07-39 - 99Z13P6O                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2039-09-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-9333.13     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ACCOR SA TRS 0.0000% 05-05-2028                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -26911 | OU      | $-428.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $260.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | EU FWD 05-15-250.3000% 11-04-50 - 99Z13O55                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |           0 | PA      | $0.00         | 0.00%             | 2050-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DATADOG INC - CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18047 | OU      | $-1873.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4246.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $738.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $267.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT DKK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | DK        |           1 | NC      | $-322.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | POWERTECH TECHNOLOGY INC CFD USD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       -3795 | OU      | $126.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ITALGAS SPA CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       19426 | OU      | $519.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $1328.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1092.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-921.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-267.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KINDER MORGAN INC TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -88752 | OU      | $3040.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EO-USDZAR(USD) 03/12/26 18.965C                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -415000 | OU      | $-22425.48    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NORTHERN OIL AND GAS INC CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -54254 | OU      | $-4236.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BRUKER BIOSCIENCES CORP                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5150 | OU      | $-218.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-EURHUF(EUR) 05/23/25 410.04C                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       46000 | OU      | $160.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $130.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 07/11/25W 96.3P                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |          20 | NC      | $6845.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | PE        |       35000 | OU      | $9.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK PEKAO SA CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |     -143798 | OU      | $-3430.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PORTLAND GENERAL ELECTRIC  TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -23285 | OU      | $582.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.5081% 06/18/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -470625000 | OU      | $2062.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-2152.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1764.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-8878.25     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | PALLADIUM JUN 25                                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $-8970.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ESSILORLUXOTTICA CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -20004 | OU      | $-342.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $2361.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $5483.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HOLOGIC INC-CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       11090 | OU      | $-555.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN EXPRESS CO TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -398551 | OU      | $-13851.77    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-223.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-253.3500% 03-01-35 - 99Z13O4X                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -688000 | PA      | $-777024.11   | -1.56%            | 2035-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ALUMINUM (LISTED) JUL 25                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $460.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | BRENT CRUDE MAR 26                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           3 | NC      | $-9284.24     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENBRIDGE INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -44391 | OU      | $-1140.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LEGRAND SA CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       65129 | OU      | $3913.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $37.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $3.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONCLER SPA TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -14556 | OU      | $140.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME COPPER (LISTED) MAY 25                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $-13867.50    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MORGAN STANLEY TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      245022 | OU      | $21021.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AIRBNB INC-CLASS A CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -31946 | OU      | $-850.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-08-253.7000% 06-15-30 - 99Z13NY9                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6714000 | PA      | $8014077.63   | 16.09%            | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-15-250.5000% 10-31-31 - 99Z13NR3                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |           0 | PA      | $0.00         | 0.00%             | 2031-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AIRBUS SE TRS 0.0000% 05-20-2033                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -8250 | OU      | $-1192.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-47.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $4547.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS JPY 0.5% 06/17/2025 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        | 15019253000 | OU      | $-2863.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | BR        |           1 | NC      | $589.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $920.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF CYPRUS HOLDING CFD (EUR)                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       18254 | OU      | $886.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-EURUSD(EUR) 07/08/25 1.0965P                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       32000 | OU      | $112.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $6445.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-1308.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROYAL UNIBREW A/S TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |       29812 | OU      | $-310.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SONY GROUP CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      336600 | OU      | $301.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $637.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LINEA DIRECTA ASEGURADORA SA CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      134908 | OU      | $16466.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | KR        |           1 | NC      | $4.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-250.3750% 10-22-26 - 99Z13P6D                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | QUANTA COMPUTER INC CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       14386 | OU      | $2855.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 06/01/25W 96P                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         103 | NC      | $21496.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      270000 | PA      | $264068.10    | 0.53%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MicroStrategy Inc                                | MicroStrategy Inc                                                               | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |        -200 | NS      | $-76022.00    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.22% 11/15/2028 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2442000 | OU      | $-18426.79    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $9861.37      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ATLAS ENERGY SOLUTIONS INC CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -8298 | OU      | $180.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance International NV                    | Enel Finance International NV                                                   | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Short            | DBT              | CORP              | NL        |     -100000 | PA      | $-116201.71   | -0.23%            | 2043-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $7.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 9.19% 06/13/2035 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     3355000 | OU      | $-261.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BOSTON SCIENTIFIC CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       21579 | OU      | $1978.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NATERA INC                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8818 | OU      | $539.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAMSARA INC-CL A CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -25489 | OU      | $-2986.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 9.16% 06/13/2035 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     5413000 | OU      | $-192.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany          | NRW FWD 05-15-251.7500% 10-26-57 - 99Z13O45                                     | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      517000 | PA      | $392798.74    | 0.79%             | 2057-10-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PANDORA A/S TRS 0.0000% 05-05-2028                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |      141281 | OU      | $1732.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $764.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $856.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5657.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME TIN (LISTED) JUN 25                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $-14222.50    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX WEEK 07/31/25W 5400P                                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           2 | NC      | $31930.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.8425% 09/11/2030 CMD                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -3158000 | OU      | $-484.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | REDCARE PHARMACY NV TRS 0.0000% 05-05-2028                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |      -34833 | OU      | $-4092.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares Management Corp                             | Ares Management Corp                                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |        1000 | NS      | $152530.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CARLYLE GROUP INC/THE CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3586 | OU      | $-161.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | B3 SA-BRASIL BOLSA BALCAO CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |      113042 | OU      | $16106.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDJPY(USD) 05/29/25 143.04P                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       35000 | OU      | $592.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HOCHTIEF AG CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -19168 | OU      | $-4592.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $940.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-253.5000% 03-01-30 - 99Z13O4G                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOMRA SYSTEMS ASA TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |      -13411 | OU      | $-92.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPCHF(GBP) 05/22/25 1.0916P                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       95000 | OU      | $985.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ERSTE GROUP BANK AG CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |       93972 | OU      | $-2128.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $3093.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FLOWCO HOLDINGS INC TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18810 | OU      | $-510.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ISHARES PHLX SOX SEMICONDUCT SWP GS                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -51768 | OU      | $-7244.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NAVIGATOR HOLDINGS LTD CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | MH        |        6037 | OU      | $232.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASML HOLDING NV CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -10100 | OU      | $-633.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $1488.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NAGARRO SE CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -20653 | OU      | $812.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-979.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARRIVENT BIOPHARMA INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5667 | OU      | $-498.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     5710000 | PA      | $5664859.76   | 11.38%            | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.5175% 06/18/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -281864000 | OU      | $1271.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -3500092 | PA      | $-3494023.28  | -7.02%            | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-365.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-123.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ISHARES IBOXX H/Y CORP BOND CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -256982 | OU      | $-2398.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BLUE OWL CAPITAL INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4747 | OU      | $-256.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $102.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KROGER CO CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      137655 | OU      | $5464.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-6778.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $1823.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-10046.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $1531.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CME GROUP INC TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       16561 | OU      | $895.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALIBABA GROUP HOLDING LTD CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       52250 | OU      | $422.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | ZA        |           1 | NC      | $19422.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OCADO GROUP PLC TRS 0.0000% 05-05-2028                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -3401 | OU      | $57.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDCHF(USD) 07/03/25 .8469C                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       36000 | OU      | $149.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $122.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SVENSKA HANDELSBANKEN-A SHS CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -839677 | OU      | $-10352.03    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SELL Fixed CDS KSA 1 12-29     1.0000% 12-20-29                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | SA        |      475000 | OU      | $4953.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MATADOR RESOURCES CO CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       65276 | OU      | $2060.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PUB SRVC ENT GRP INC TRS 0.0000% 05-20-2033                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11074 | OU      | $44.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | EU FWD 05-02-253.3750% 12-12-35 - 99Z13LYY                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |    -2274000 | PA      | $-2657232.32  | -5.34%            | 2035-12-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $29803.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6521.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOLL BROTHERS CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1750 | OU      | $-166.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OCCIDENTAL PETROLEUM CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -44831 | OU      | $-1909.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TEXAS PACIFIC LAND CORP CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -13847 | OU      | $-1619.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3445.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CIRS MYR 3.519% 06/18/2030 BILATERAL                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | MY        |      -19000 | OU      | $48.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ORGANON & CO CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12564 | OU      | $-2137.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US TSY NOTE 5YR JUN 25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          12 | NC      | $3523.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CIVITAS RESOURCES INC TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26688 | OU      | $-644.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PHILIP MORRIS INTERNAT CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       25134 | OU      | $1769.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | CDX-NAHYS43V1-5Y.Dec.2029                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    -2253000 | OU      | $96532.67     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SYNOPSYS INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7618 | OU      | $-1562.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3482.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALBEMARLE CORP TRS 0.0000% 05-05-2028                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3660 | OU      | $-28.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-22374.81    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OKTA INC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       24040 | OU      | $5122.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.47% 10/04/2052 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1085000 | OU      | $-3981.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MITSUI TRUST HOLDINGS INC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |   -10486760 | OU      | $-6249.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-8756.60     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ROKO AB CFD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -15210 | OU      | $-325.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1106.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-15982.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Akero Therapeutics Inc                           | Akero Therapeutics Inc                                                          | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |          49 | NS      | $2234.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EXXON MOBIL CORP TRS 0.0000% 05-05-2028                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       47249 | OU      | $1234.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bonds             | Chile Government International Bonds                                            | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Short            | DBT              | NUSS              | CL        |     -200000 | PA      | $-187000.00   | -0.38%            | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NIBE INDUSTRIER AB TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -75029 | OU      | $-703.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-6646.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $4280.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DEVON ENERGY CORP TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -35834 | OU      | $-2361.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SYNCHRONY FINANCIAL CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1613 | OU      | $-257.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.94% 06/21/2036 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -1575000 | OU      | $-178.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-12-256.0000% 05-01-31 - 99Z13PIO                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -4440000 | PA      | $-5940297.37  | -11.93%           | 2031-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $2056.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5008.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $29217.79     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME COPPER (LISTED) MAY 25                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $9732.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SCOR SE TRS 0.0000% 05-15-2033                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -68946 | OU      | $-7235.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-7627.50     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BLOCK INC TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4627 | OU      | $284.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1214.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.5000% 03-07-35 - 99Z13P5S                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9339236 | PA      | $12550229.19  | 25.20%            | 2035-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZOETIS INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6461 | OU      | $-420.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CORPAY INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -78836 | OU      | $-3157.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AGILENT TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5775 | OU      | $-250.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APPLE COMPUTER WEEKLY 05/02/25W 215C                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          15 | NC      | $5370.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHIPOTLE MEXICAN GRILL INC TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11443 | OU      | $-277.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1295.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AKERO THERAPEUTICS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7616 | OU      | $1506.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 06/13/25W 95.8P                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         241 | NC      | $6035.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers' Finance Trust                  | ONTTFT FWD 05-15-250.1000% 05-19-28 - 99Z13O4P                                  | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     1135000 | PA      | $1208883.26   | 2.43%             | 2028-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PLAINS GP HOLDINGS LP-CL A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8048 | OU      | $-4.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.559% 09/17/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -904232000 | OU      | $9875.74      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-252.9500% 09-01-38 - 99Z13O4J                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2038-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $365.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $10636.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TESLA MOTORS JUN 25 180P                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          13 | NC      | $2762.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FABRINET CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       -8106 | OU      | $-711.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-933.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6130.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BTP FUTURE (EUX) JUN 25                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -36 | NC      | $-91735.72    | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $177.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2602.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-08-253.5000% 01-31-41 - 99Z13H2O                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      693000 | PA      | $776543.69    | 1.56%             | 2041-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                | INEOS Finance PLC                                                               | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Short            | DBT              | CORP              | GB        |     -200000 | PA      | $-188354.32   | -0.38%            | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PSP SWISS PROPERTY AG TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -73903 | OU      | $-4122.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FREEPORT-MCMORAN INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7673 | OU      | $-287.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $2736.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $-234.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | EU FWD 05-15-253.2500% 07-04-34 - 99Z13O4L                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |     2005000 | PA      | $2340318.98   | 4.70%             | 2034-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROYAL UNIBREW CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      584285 | OU      | $-8383.57     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                            | Chobani Holdco II LLC                                                           | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      234440 | PA      | $248429.76    | 0.50%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-15-250.7000% 04-30-32 - 99Z13O3X                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3580000 | PA      | $3558699.32   | 7.15%             | 2032-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-28.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE JUN 25                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          42 | NC      | $55841.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $968.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DJS BANKS PR SX7P TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -972606 | OU      | $-54409.31    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-653.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARISTA NETWORKS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20057 | OU      | $2485.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-7104.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GODADDY INC - CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       22799 | OU      | $3190.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-290.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | GAS OIL JUN 25                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |           2 | NC      | $-3018.55     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AUTO1 GROUP SE TRS 0.0000% 05-05-2028                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       -6795 | OU      | $-1630.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDNOK(USD) 05/22/25 10.439P                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     -128000 | OU      | $-2106.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $16184.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-107.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CEVA INC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6917 | OU      | $-1076.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 9.831% 03/20/2035 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        | -2705165000 | OU      | $333.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | EU FWD 05-08-253.0000% 12-04-34 - 99Z13NY1                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |           0 | PA      | $0.00         | 0.00%             | 2034-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PINTEREST INC- CLASS A CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1263 | OU      | $47.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1520000 | PA      | $-1527515.29  | -3.07%            | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT DKK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | DK        |           1 | NC      | $1405.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ANGLO AMERICAN PLC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      404298 | OU      | $2183.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXPERIAN LTD CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |      -30305 | OU      | $-2308.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $233.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | KENVUE INC JUN 25 24 C                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          13 | NC      | $1183.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ANGLO AMERICAN PLC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        8551 | OU      | $-510.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $5869.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WESCO INTERNATIONAL INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7053 | OU      | $605.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds             | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |     -600000 | PA      | $-567000.00   | -1.14%            | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | META PLATFORMS INC CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       43881 | OU      | $2783.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COHERENT CORP. TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13603 | OU      | $-3184.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-976.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.5% 04/23/2027 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     6410000 | OU      | $-8047.50     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AVIDITY BIOSCIENCES INC CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8870 | OU      | $1284.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 96P                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         -47 | NC      | $-10593.77    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1438.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MICROSOFT CORP CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      108095 | OU      | $10878.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $4527.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.41% 08/15/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1325000 | OU      | $-15346.31    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $7477.10      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PUBLICIS GROUPE SA TRS 0.0000% 05-05-2028                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       36115 | OU      | $6786.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-10097.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                         | BCPE Ulysses Intermediate Inc                                                   | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $485079.30    | 0.97%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GLOBALFOUNDRIES INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       -6169 | OU      | $31.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APELLIS PHARMACEUTICALS INC CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9523 | OU      | $120.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4211.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MAGNOLIA OIL & GAS CORP - A CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3796 | OU      | $-63.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $14251.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-112.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2834.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SEMI CONDUCTOR HLD TRUST 05/30/25W 200P                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          27 | NC      | $13635.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | S&P 500 MINI INDEX MAY 25 540P                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |           4 | NC      | $1940.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $942.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $1976.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HERMES INTERNATIONAL CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -4710 | OU      | $-137.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5337.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SAMPO OYJ-A SHS CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |       66232 | OU      | $7347.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOCHTIEF AG CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -5326 | OU      | $-208.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNILEVER PLC CFD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |        -960 | OU      | $-58.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Short            | DBT              | CORP              | US        |      -25000 | PA      | $-23648.85    | -0.05%            | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1413.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $24.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD INR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-12843.53    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNIVERSAL HEALTH SERVICES-B CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6867 | OU      | $-216.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GUIDEWIRE SOFTWARE INC TRS 0.0000% 05-15-2033                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12973 | OU      | $746.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALPHATEC HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7671 | OU      | $-245.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $1835.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $3004.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $-357.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPJPY(GBP) 05/07/25 187.42C                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       27000 | OU      | $616.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-392.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds              | BGB FWD 05-15-253.1000% 06-22-35 - 99Z13O47                                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      920000 | PA      | $1052114.81   | 2.11%             | 2035-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-7120.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |           0 | PA      | $0.00         | 0.00%             | 2031-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-251.2500% 10-22-41 - 99Z13HJ0                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2041-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1892.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-371.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BUY Fixed CDS BRAZI 1 06-30     1.0000% 06-20-30                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | BR        |       30000 | OU      | $1061.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $1662.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDBRL(USD) 05/19/25 5.79P                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       36000 | OU      | $878.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD HKD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-82.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INPOST SA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LU        |      -21522 | OU      | $-3115.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CROWDSTRIKE HOLDINGS INC - A                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -35352 | OU      | $-3246.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NETFLIX INC SWP GS                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       39516 | OU      | $5752.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REDDIT INC-CL A CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5461 | OU      | $-1300.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WESTERN UNION CO/THE TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3877 | OU      | $-27.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDBRL(USD) 05/19/25 5.79C                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       36000 | OU      | $205.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOLD PEN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-15.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PUBLICIS GROUPE SA TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       13095 | OU      | $415.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AXON ENTERPRISE INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19509 | OU      | $2569.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AT&T INC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8083 | OU      | $420.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-02-250.5000% 04-30-30 - 99Z13O9A                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3961000 | PA      | $4110894.90   | 8.26%             | 2030-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ELIS SA CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      114096 | OU      | $7110.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WALT DISNEY CO/THE CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19041 | OU      | $240.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -932000 | PA      | $0.00         | 0.00%             | 2054-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZA        |           1 | NC      | $6620.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | EU FWD 05-02-252.5000% 10-04-52 - 99Z13LZ0                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |     1403000 | PA      | $1264690.53   | 2.54%             | 2052-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-153.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK HAPOALIM BM TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |     -862534 | OU      | $-1920.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-05-252.9500% 07-01-30 - 99Z13PIZ                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2955000 | PA      | $3401932.18   | 6.83%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | BRENT CRUDE JUL 25                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          -1 | NC      | $5410.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HUBSPOT INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3830 | OU      | $450.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS JPY 0.75% 04/15/2029 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   172645000 | OU      | $1416.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | YUM! BRANDS INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       76178 | OU      | $3254.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-23.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KEIYO BANK LTD/THE CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     3488980 | OU      | $2365.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      690000 | PA      | $695126.50    | 1.40%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $515.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ATMOS ENERGY CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       92356 | OU      | $2576.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.4155% 06/18/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -147000 | OU      | $2900.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-08-251.9000% 10-31-52 - 99Z13H2L                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              | NUSS              | ES        |     -840000 | PA      | $-640252.36   | -1.29%            | 2052-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDINR(USD) 11/11/25 86.22P                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      413000 | OU      | $7504.09      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WALLENSTAM AB-B SHS CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -11092 | OU      | $-185.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BIRKENSTOCK HOLDING PLC TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |       -1485 | OU      | $-58.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $161.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $0.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NASPERS LTD CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ZA        |     -196257 | OU      | $-850.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2860.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $8936.69      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                             | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      200000 | PA      | $167800.00    | 0.34%             | 2050-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX 05/30/25 4650P                                                    | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -9 | NC      | $-7830.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | TTF NATURAL GAS (720) JUN 25                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | DE        |           3 | NC      | $-12161.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ACM RESEARCH INC-CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6314 | OU      | $317.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |           1 | NC      | $607.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APPLE INC - BSK A                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -98512 | OU      | $-9863.40     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LOREAL CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -23258 | OU      | $-1892.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-163.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $1515.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MATADOR RESOURCES CO TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       35623 | OU      | $-37.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PHOTRONICS INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7826 | OU      | $-121.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-17381.98    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LOWE S COS INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -151270 | OU      | $-2092.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SQUARE INC - A CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      145101 | OU      | $23000.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-3624.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PALO ALTO NETWORKS INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -24488 | OU      | $-4112.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $608.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEINOR HOMES SLU CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       11745 | OU      | $823.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GROUP 1 AUTOMOTIVE INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -386 | OU      | $-17.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.257% 09/17/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        | -1335425000 | OU      | $2329.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HF SINCLAIR CORP TRS 0.0000% 05-05-2028                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9284 | OU      | $-849.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $2625.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797PH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1020000 | PA      | $1018566.90   | 2.05%             | 2025-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-253.7500% 01-29-38 - 99Z13HJG                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2038-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DEUTSCHE BANK AG-REGISTERED CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      182624 | OU      | $1328.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NINTENDO CO LTD TRS 0.0000% 05-15-2033                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -1535445 | OU      | $-1618.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-44445.56    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $869.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEUMORA THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -482 | OU      | $-90.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PIRAEUS FINANCIAL HOLDINGS S CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GR        |      -35851 | OU      | $-1711.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2031.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROCKET COS INC TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7450 | OU      | $244.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALSTOM SA TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -20387 | OU      | $-1707.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FIRST SOLAR INC TRS 0.0000% 05-20-2033                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8522 | OU      | $-91.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $-199.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VALERO ENERGY CORP TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        4027 | OU      | $268.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASM INTERNATIONAL NV CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |        -359 | OU      | $-84.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $1366.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PROSUS CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -1492 | OU      | $-132.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HOME DEPOT INC/THE TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       29208 | OU      | $352.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3861.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CASTELLUM AB CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -259444 | OU      | $-588.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $456.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                 | ZipRecruiter Inc                                                                | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Short            | DBT              | CORP              | US        |     -360000 | PA      | $-301168.76   | -0.60%            | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $339.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                               | HARBOUR ENERGY PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |      445000 | PA      | $422900.19    | 0.85%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.032% 06/18/2027 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        | -1096285000 | OU      | $15857.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $4390.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.249% 02/13/2032 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1950000 | OU      | $1968.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $654.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 14.865% 01/04/2027 CMD                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     1870061 | OU      | $-5732.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-02-253.1500% 04-30-35 - 99Z13HR7                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |           0 | PA      | $0.00         | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-12-251.4500% 10-31-27 - 99Z13PGU                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |           0 | PA      | $0.00         | 0.00%             | 2027-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                  | KFW FWD 05-14-254.4500% 01-16-30 - 99Z13NP9                                     | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     1355000 | PA      | $888367.06    | 1.78%             | 2030-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARCHROCK INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       71703 | OU      | $-30.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $16689.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KIMBELL ROYALTY PARTNERS L TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12418 | OU      | $-62.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-2576.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-397.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-2176.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAMPO OYJ TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |      217946 | OU      | $1583.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOPPAN HOLDINGS INC TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     2810500 | OU      | $776.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1315.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4373.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MERCK & CO INC TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        3371 | OU      | $292.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SERVICENOW INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8982 | OU      | $-1523.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6977.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GLOBAL PAYMENTS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -71113 | OU      | $-9317.36     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Liffe                              | COFFEE ROBUSTA (10-TONNE) JUL 25                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           4 | NC      | $22575.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 14.055% 01/02/2029 CMD                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     -228246 | OU      | $780.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |           1 | NC      | $23.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5721.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CALIFORNIA RESOURCES CORP TRS 0.0000% 05-15-2033                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6024 | OU      | $-15.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $848.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNICAJA BANCO SA CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       57256 | OU      | $4157.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KBC BANKVERZEKERINGSHOLDING CFD (BRU)                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |      496974 | OU      | $12761.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AXFOOD AB TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -80546 | OU      | $-736.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $3064.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WARNER MUSIC GROUP CORP-CL A CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6674 | OU      | $-269.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | AMAZON.COM INC MAY 25 177.5P                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           4 | NC      | $1920.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AUTO1 GROUP SE TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -8171 | OU      | $-671.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOSTON SCIENTIFIC CORP CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3021 | OU      | $-373.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $484.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS OCT 25                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $410.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DARLING INGREDIENTS INC TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -18267 | OU      | $-1658.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN ELECTRIC POWER CO TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13655 | OU      | $212.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FIRST SOLAR INC CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9104 | OU      | $296.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $5858.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ISHARES RUSSELL 2000 05/30/25W 185P                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          16 | NC      | $4048.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-1421.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $33.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SPOTIFY TECHNOLOGY SA CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |       46707 | OU      | $8550.90      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                   | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |          46 | NS      | $7690.74      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.25% 06/20/2055 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      965000 | OU      | $-3672.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-254.5000% 10-01-53 - 99Z13O5F                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2053-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 4.13% 01/31/2034 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1630000 | OU      | $-41525.99    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $2392.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PRUDENTIAL PLC TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       54158 | OU      | $3481.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $-18105.20    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MCDONALDS CORP TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1544 | OU      | $-54.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GALDERMA GROUP AG TRS 0.0000% 05-05-2028                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |        2740 | OU      | $779.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.47% 10/20/2053 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      185000 | OU      | $-1279.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | WHEAT EUR CAZ5 12-25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DCO              |  | FR        |           6 | NC      | $-4385.66     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3609.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CARLYLE GROUP INC/THE TRS 0.0000% 05-20-2033                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1391 | OU      | $-154.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 8.465% 09/05/2035 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     1712000 | OU      | $-268.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADVANCED MICRO DEVICES CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -49551 | OU      | $-1060.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BIOGEN IDEC INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7604 | OU      | $266.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $3062.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $-395.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                      | Nationwide Building Society                                                     | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Short            | DBT              | CORP              | GB        |     -125000 | PA      | $-141446.52   | -0.28%            | 2036-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Short            | DBT              | CORP              | US        |     -107000 | PA      | $-103389.38   | -0.21%            | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FABRINET CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |      -29842 | OU      | $-5632.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $7166.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOKUHOKU FINANCIAL GROUP INC CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    20807150 | OU      | $17857.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT TWD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |           1 | NC      | $16138.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IL        |           1 | NC      | $3934.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $299.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-21319.09    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 5.95% 09/17/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   -55546464 | OU      | $817.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOLD PEN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $16.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $3013.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PROTHENA CORP PLC CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |        4287 | OU      | $-46.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BE SEMICONDUCTOR INDUSTRIES CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -7548 | OU      | $-278.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | UKTI FWD 05-09-250.7500% 11-22-47 - 99Z13P5X                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -589768 | PA      | $-604552.03   | -1.21%            | 2047-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $403.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LVMH MOET-HENNESSY LOUIS VUITTON CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -26314 | OU      | $-43.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SMITHS GROUP PLC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       59958 | OU      | $4235.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNITEDHEALTH GROUP INC CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       62439 | OU      | $-13477.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-6.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $520.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-276.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 4.09375% 06/18/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      -44000 | OU      | $1276.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                      | Netflix Inc                                                                     | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Short            | DBT              | CORP              | US        |     -375000 | PA      | $-364559.53   | -0.73%            | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-658.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $69.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $3983.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPUSD(GBP) 06/23/25 1.2934P                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       35000 | OU      | $151.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZALANDO SE CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -1200 | OU      | $119.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES SEMICONDUCTOR ETF CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -44634 | OU      | $-2245.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CARLSBERG AS-B CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -199787 | OU      | $-721.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ACCOR SA CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -27000 | OU      | $-278.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5031.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | META PLATFORMS INC-CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        2908 | OU      | $386.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-702.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-7954.82     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-212.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VIENNA INSURANCE GROUP AG CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |        1360 | OU      | $223.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | DBR FWD 05-15-251.0000% 05-15-38 - 99Z13O50                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -1146000 | PA      | $-1065873.14  | -2.14%            | 2038-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-8104.62     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-250.2500% 07-31-31 - 99Z13HIS                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EXCELERATE ENERGY INC-A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19476 | OU      | $-597.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $19185.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-254.1500% 10-01-39 - 99Z13O4C                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2039-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UNITY SOFTWARE INC TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4761 | OU      | $-569.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KLA CORP TRS 0.0000% 05-15-2033                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         676 | OU      | $26.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-8637.40     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-69.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDCHF(USD) 07/03/25 .8469P                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       36000 | OU      | $1532.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 14.0375% 01/02/2029 CMD                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |    -1051637 | OU      | $3487.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNILEVER PLC CFD GBP                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       85466 | OU      | $-2377.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $25395.23     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1411.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANCA GENERALI SPA CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       77005 | OU      | $10772.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | CDX.NA.HY.44 5% 06/20/2030                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1910000 | OU      | $-77283.17    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IMPERIAL BRANDS PLC TRS 0.0000% 05-05-2028                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        5082 | OU      | $813.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-11137.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $1235.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ALUMINUM (LISTED) JUN 25                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $-6104.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HEADWATER EXPLORATION INC CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       19561 | OU      | $336.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SARTORIUS STEDIM BIOTECH CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       -7391 | OU      | $-572.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $3193.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-39.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5955.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROYAL CARIBBEAN CRUISES LTD CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | LR        |       -8122 | OU      | $-904.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $3497.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                          | COTTON NO.2 FUTR  Mar26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $-556.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $295.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-463.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UFP TECHNOLOGIES INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6319 | OU      | $62.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1069.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.2500% 12-07-46 - 99Z13P61                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2046-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AEGON LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      -39721 | OU      | $-2094.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNILEVER PLC TRS 0.0000% 05-05-2028                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        2954 | OU      | $268.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1140.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-253.3500% 03-01-35 - 99Z13O4X                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Short            | DBT              | NUSS              | NZ        |    -4900000 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-11176.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                           | Corp Andina de Fomento                                                          | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     3463000 | PA      | $3575664.20   | 7.18%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PNC FINCL SRVCS GRP INC/TH TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -79345 | OU      | $-3249.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $421.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SS&C TECHNOLOGIES HOLDINGS CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -10185 | OU      | $-323.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GRAINGER PLC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -23040 | OU      | $-307.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDJPY(USD) 05/27/25 141.95C                                                 | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       53000 | OU      | $753.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                     | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     4900000 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1201.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NEXT PLC TRS 0.0000% 05-05-2028                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        1600 | OU      | $331.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-15-253.9000% 07-30-39 - 99Z13NQZ                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              | NUSS              | ES        |     -930000 | PA      | $-1102020.22  | -2.21%            | 2039-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ABN AMRO BANK NV-CVA CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      360188 | OU      | $5560.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANCO BILBAO VIZCAYA TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -38445 | OU      | $-1101.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ELASTIC NV CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -10633 | OU      | $-831.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |           1 | NC      | $6193.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AVISTA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4451 | OU      | $-28.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COLLEGIUM PHARMACEUTICAL INC CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9139 | OU      | $42.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 04-30-252.5000% 05-31-27 - 99Z13H51                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Short            | DBT              | NUSS              | ES        |    -2755000 | PA      | $0.00         | 0.00%             | 2027-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                  | KFW FWD 05-02-252.7500% 01-17-35 - 99Z13HRN                                     | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     1600000 | PA      | $1819574.29   | 3.65%             | 2035-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $2321.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MICRON TECHNOLOGY INC CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -684 | OU      | $-85.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-2519.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $2773.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $3262.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TEMENOS GROUP AG CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -14384 | OU      | $758.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CRESCENT ENERGY CO TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -16564 | OU      | $-368.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SELL Fixed CDS COLOM 1 06-30     1.0000% 06-20-30                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | CO        |      200000 | OU      | $-14441.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $329.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-655.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                               | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |       75000 | PA      | $68194.12     | 0.14%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TAKE-TWO INTERACTIVE SOFTWRE CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       75325 | OU      | $6570.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5858.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INDUTRADE AB TRS 0.0000% 05-05-2028                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -185090 | OU      | $-1012.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $1094.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DELIVERY HERO SE TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       -4290 | OU      | $-318.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | ACGB FWD 05-14-252.7500% 11-21-28 - 99Z13NPC                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              | NUSS              | AU        |    -3660000 | PA      | $-2297144.03  | -4.61%            | 2028-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1686.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTAGE OIL & GAS LTD                          | Advantage Energy Ltd                                                            | CUSIP: 00791PAA5<br>LEI: 549300WK5YRPOB2DTT64 | Long             | DBT              | CORP              | CA        |       14000 | PA      | $10530.15     | 0.02%             | 2029-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-USDJPY(USD) 05/23/25 139.91C                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       35000 | OU      | $806.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $4609.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AT&T INC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15244 | OU      | $322.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 2.52% 01/15/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -5443000 | OU      | $-10846.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-08-252.8000% 12-01-28 - 99Z13NY8                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -9429000 | PA      | $-10945326.21 | -21.98%           | 2028-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SO-ITRAXX-EUROPES43V1-5     1.0000% 06-20-30                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | XX        |     9957000 | NC      | $21038.06     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | EU FWD 05-08-253.3750% 10-04-38 - 99Z13NYB                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |      995000 | PA      | $1133673.81   | 2.28%             | 2038-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOSTON SCIENTIFIC CORP CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      101976 | OU      | $12621.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GARTNER INC TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6458 | OU      | $-279.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1676.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CANOLA FUTR (WCE) Jul25                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              |  | CA        |          25 | NC      | $12846.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-6539.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |           1 | NC      | $-404.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CIA SANEAMENTO BASICO DE SP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BR        |       15218 | OU      | $1378.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-88.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $541.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1860.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-4282.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALZCHEM GROUP AG CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       34270 | OU      | $3354.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONGODB INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        6169 | OU      | $373.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WALT DISNEY CO/THE CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19152 | OU      | $1584.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6893.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $515.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | JACK HENRY & ASSOCIATES INC CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -5758 | OU      | $-138.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PROCTER & GAMBLE CO CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3525 | OU      | $-51.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $702.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $4003.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FIRST SOLAR INC CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        5332 | OU      | $-173.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MGE ENERGY INC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -20972 | OU      | $-819.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-27082.85    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $1836.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OCADO GROUP PLC CMN CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -20930 | OU      | $367.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANKINTER SA CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       81652 | OU      | $5171.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | XX        |           1 | NC      | $8866.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LIBERTY MEDIA CORP-LIB-NEW-C CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       23275 | OU      | $2438.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $16966.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MACOM TECHNOLOGY SOLUTIONS H CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9341 | OU      | $-1448.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT COP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $2161.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PINNACLE WEST CAPITAL CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -38085 | OU      | $-367.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SERVICENOW INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12098 | OU      | $-317.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CALIFORNIA RESOURCES CORP CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13865 | OU      | $-76.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-8052.13     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS JAN 26                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           5 | NC      | $-25962.91    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | EO-EURUSD(EUR) 05/19/25 1.0488P                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       60000 | OU      | $0.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OCCIDENTAL PETROLEUM CORP TRS 0.0000% 05-20-2033                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15920 | OU      | $-159.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FASTIGHETS AB BALDER TRS 0.0000% 05-05-2028                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -64745 | OU      | $-1027.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-96.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $3523.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS OCT 25                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $7120.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RING ENERGY INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7289 | OU      | $-603.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.81% 09/11/2030 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -2706000 | OU      | $-597.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LIVE NATION ENTERTAINMENT  TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       72853 | OU      | $5292.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCLP(USD) 01/08/26 1017.7P                                                 | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     -414000 | OU      | $-35329.89    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-251.6500% 03-01-32 - 99Z13O41                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -3607000 | PA      | $-3772158.23  | -7.58%            | 2032-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.2500% 12-07-46 - 99Z13HIZ                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2046-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-9052.11     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTERCONTINENTAL EXCHANGE  TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      519485 | OU      | $23057.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $4475.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-187.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                   | Eli Lilly & Co                                                                  | CUSIP: 000000000<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $57532.05     | 0.12%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CGI INC CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       -3605 | OU      | $-1.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | UKTI FWD 05-09-250.2500% 03-22-52 - 99Z13P5Q                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2052-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4797.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WIX.COM LTD TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IL        |       11705 | OU      | $844.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1885.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOSTON SCIENTIFIC CORP CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19901 | OU      | $569.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CVS/CAREMARK CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11096 | OU      | $355.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.5P                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |          51 | NC      | $2554.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONCLER SPA CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -49462 | OU      | $-392.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 2 Fixed     4.0000% 04-26-29                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1245000 | NC      | $-1713.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CAVCO INDUSTRIES INC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2332 | OU      | $-137.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DEVON ENERGY CORP TRS 0.0000% 05-20-2033                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -45134 | OU      | $-1423.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CYBERARK SOFTWARE LTD/ISRAEL CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IL        |       37942 | OU      | $5726.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-251.0000% 01-31-32 - 99Z13P65                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5248787 | PA      | $5761594.99   | 11.57%            | 2032-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-250.6250% 07-31-35 - 99Z13P62                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -5561000 | PA      | $-5126040.08  | -10.29%           | 2035-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-140.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $2787.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ANAVEX LIFE SCIENCES CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6493 | OU      | $-270.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 06/13/25W 95.45P                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |          39 | NC      | $325.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-253.7500% 07-22-52 - 99Z13P6N                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -505500 | PA      | $-535957.32   | -1.08%            | 2052-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |           1 | NC      | $21368.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONSUMER STAPLES SPDR CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -596618 | OU      | $-3850.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | YELP INC CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2440 | OU      | $-121.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1074.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHOALS TECHNOLOGIES GROUP  TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11464 | OU      | $907.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GREGGS PLC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -11034 | OU      | $-165.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SCOUT24 AG CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -2224 | OU      | $-98.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-14621.84    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TERUMO CORPORATION CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1048376 | OU      | $-114.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALPHABET INC-CL C CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -115814 | OU      | $3352.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROYALTY PHARMA PLC - CL A CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       -3634 | OU      | $-41.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $97.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | iTraxx Europe Senior Financials Series 43 Version                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |     4475000 | OU      | $-72082.26    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DISCO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      -47200 | OU      | $-57.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1767.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WEST PHARMACEUTICAL SERVICES CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12665 | OU      | $-646.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | COPPER (25000) JUL 25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -2 | NC      | $-7637.65     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3822.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-02-254.1500% 10-01-39 - 99Z13HRM                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2039-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3827.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-41.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30                                | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DCR              |  | PE        |       35000 | OU      | $9.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX 09/30/25 4000P                                                    | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -2 | NC      | $-6420.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1350.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FLUIDRA SA CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | ES        |       16744 | OU      | $863.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $663.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FISERV INC TRS 0.0000% 05-20-2033                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -15972 | OU      | $-85.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1623.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PANDORA A/S TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |      152768 | OU      | $578.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $696.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SHURGARD SELF STORAGE LTD TRS 0.0000% 05-05-2028                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GE        |       -7343 | OU      | $-1127.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | E.ON SE TRS 0.0000% 05-20-2033                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       41050 | OU      | $-235.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDINR(USD) 11/11/25 86.22C                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      413000 | OU      | $4924.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |           1 | NC      | $-322.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | SOLD DKK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $30.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTERMEDIATE CAPITAL GROUP CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -2204 | OU      | $-497.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $2363.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CONSTRUCTION PARTNERS INC-A CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1545 | OU      | $-179.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $85.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAMSARA INC-CL A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6652 | OU      | $-169.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | PE        |       35000 | OU      | $9.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5809.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $314.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-250.3750% 10-22-26 - 99Z13HJV                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2026-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STOXX TRS 1DE     0.0000% 11-30-23                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |     -102328 | OU      | $-2477.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | ACGB FWD 05-14-253.7500% 05-21-34 - 99Z13NPD                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              | NUSS              | AU        |    -2241000 | PA      | $-1401336.90  | -2.81%            | 2034-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SONOVA HOLDING AG-REG CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -1170 | OU      | $-126.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CASTLE BIOSCIENCES INC TRS 0.0000% 05-20-2033                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        6490 | OU      | $-334.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BIOMARIN PHARMACEUTICAL INC CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6627 | OU      | $-569.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $1694.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $166.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMBU A/S TRS 0.0000% 05-05-2028                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DK        |     -162132 | OU      | $-840.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALIOR BANK SA CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |      410182 | OU      | $-5886.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APOGEE THERAPEUTICS INC CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3252 | OU      | $633.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $323.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.5215% 06/18/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      -58000 | OU      | $1367.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NVIDIA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19972 | OU      | $831.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-251.4500% 03-01-36 - 99Z13O5K                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2036-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.685% 06/18/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   -73290000 | OU      | $1087.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.91% 06/19/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -1727000 | OU      | $9662.93      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CD PROJEKT SA TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |      -27220 | OU      | $-403.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-251.1250% 01-31-39 - 99Z13P5P                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -1550000 | PA      | $-1325236.38  | -2.66%            | 2039-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AFFIRM HOLDINGS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       12605 | OU      | $2770.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-15728.78    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 8.642% 06/18/2030 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |   260497000 | OU      | $-809.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ALUMINUM (LISTED) JUN 25                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -5 | NC      | $4416.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | BOUGHT INR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IN        |           1 | NC      | $11855.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $8233.06      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ANTERO RESOURCES CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      127631 | OU      | $6186.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMERICAN ELECTRIC POWER CO TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        5171 | OU      | $137.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $3599.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHARTER COMMUNICATION-A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       59370 | OU      | $8421.64      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-16192.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LLOYDS TSB GROUP PLC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      224877 | OU      | $9198.61      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF NEW YORK MELLON CORP CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -450584 | OU      | $-18768.75    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $651.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $4914.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STOXX EUROPE 600 UTIL PRIC TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | XX        |     -353100 | OU      | $-11465.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2268.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-4806.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | M3 INC CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1519616 | OU      | $-71.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL JUL 25                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -5 | NC      | $-3008.13     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-119.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SANTOS LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -32012 | OU      | $-1387.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds           | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Short            | DBT              | NUSS              | DO        |     -200000 | PA      | $-184150.00   | -0.37%            | 2049-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CCCY USD SOFR COMP USD CAD 1D CAD CORRA COMP CAD U                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1110.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ABN AMRO BANK NV TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      249133 | OU      | $2028.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $983.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXPAND ENERGY CORP TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       65638 | OU      | $1065.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6699.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GERRESHEIMER AG CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |        5997 | OU      | $995.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BLACKSTONE INC TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8295 | OU      | $-792.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $273364.77    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-339.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $1492.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 3.01% 04/15/2038 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     3268202 | OU      | $-4707.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOLD CLP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $1780.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $1396.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STOREBRAND ASA CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NO        |      861436 | OU      | $3273.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HENRY SCHEIN INC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -19807 | OU      | $-593.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMBARELLA INC TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       -3367 | OU      | $-88.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DAIMLER TRUCK HOLDING AG CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -26874 | OU      | $-120.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDMXN(USD) 05/22/25 19.711C                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      128000 | OU      | $1283.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES EXPANDED TECH-SOFTWA CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -62541 | OU      | $-4899.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | EU FWD 05-08-253.3750% 11-04-42 - 99Z13NY2                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |     -417000 | PA      | $-464958.45   | -0.93%            | 2042-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SBI SUMISHIN NET BANK LTD TRS 0.0000% 05-15-2033                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -5313000 | OU      | $-3386.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOORDASH INC - A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -77960 | OU      | $-5561.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TENCENT HOLDINGS LTD CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      107108 | OU      | $1291.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $1962.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-866.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SERCO GROUP PLC CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        1217 | OU      | $206.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ON SEMICONDUCTOR CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10387 | OU      | $-1483.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $170.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $200.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $7603.66      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3015.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FINECOBANK BANCA FINECO SP TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      180822 | OU      | $5389.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-8228.55     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CNY 1.595% 06/16/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |     1543000 | OU      | $-1180.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.2500% 12-07-46 - 99Z13P61                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -2545000 | PA      | $-3009900.32  | -6.04%            | 2046-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXLSERVICE HOLDINGS INC CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -24996 | OU      | $-2976.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMER SPORTS INC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |       -7083 | OU      | $-846.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERIZON COMMUNICATIONS INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -124839 | OU      | $-4741.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $344663.08    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-971.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $53579.15     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $15.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $339.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1205.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $894.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4155.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 7.92% 09/11/2030 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    -2984000 | OU      | $21.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6397.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $351.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | STRAUMANN HOLDING AG TRS 0.0000% 05-05-2028                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -36922 | OU      | $-2522.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD INR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-1229.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIVE BELOW CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       25477 | OU      | $-508.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARES MANAGEMENT CORP                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      498286 | OU      | $56160.75     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UBIQUITI INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1126 | OU      | $-179.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DATADOG INC TRS 0.0000% 05-05-2028                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7762 | OU      | $-1228.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2184.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BIRKENSTOCK HOLDING PLC CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |      -42862 | OU      | $-4402.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MIZUHO FINANCIAL GROUP INC TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    13295249 | OU      | $6233.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL (USD) 06/18/25                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $1227.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              | NUSS              | JP        |  -375150000 | PA      | $-2560844.07  | -5.14%            | 2029-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-14337.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $12154.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JP MORGAN CHASE & CO CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      497137 | OU      | $33932.73     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INTERCONTINENTAL HOTELS GROU CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -5683 | OU      | $-414.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | S&P 500 INDEX 06/20/25 5324.221P OTC-E                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       25459 | NC      | $838.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.657% 06/18/2035 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |    79302000 | OU      | $-4401.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |           1 | NC      | $617.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-250.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US TSY BOND JUN 25                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           5 | NC      | $7718.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INSPERITY INC CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1092 | OU      | $182.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MONGODB INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        5460 | OU      | $738.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNITED THERAPEUTICS CORP CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       43206 | OU      | $2863.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-931.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANQUE CANTONALE VAUDOIS-REG CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -45250 | OU      | $-1625.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond           | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Short            | DBT              | NUSS              | BG        |     -150000 | PA      | $-186024.89   | -0.37%            | 2036-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | META PLATFORMS INC MAY 25 575C                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           3 | NC      | $4500.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.573% 03/18/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -693536000 | OU      | $2287.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HITACHI LTD CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -495900 | OU      | $-90.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $1469.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.6250% 01-31-34 - 99Z13HJ2                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2034-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LANDBRIDGE CO LLC TRS 0.0000% 05-20-2033                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -18773 | OU      | $-2020.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $988.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $27121.89     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPTION DEC 25 95.5P                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         123 | NC      | $6918.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $-1096.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-15.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.752% 06/18/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   119725000 | OU      | $-2898.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROBINHOOD MARKETS INC TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -48179 | OU      | $-5497.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | NETHER FWD 05-02-252.5000% 07-15-35 - 99Z13HR8                                  | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     4790000 | PA      | $5360772.53   | 10.77%            | 2035-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SO-ITRAXX-EUROPES43V1-5     1.0000% 06-20-30                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | XX        |    -9957000 | NC      | $-9566.73     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LOWES COMPANIES CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2128 | OU      | $-107.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1896.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.7247% 06/18/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -149000 | OU      | $4614.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -601000 | PA      | $0.00         | 0.00%             | 2038-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | DBR FWD 05-15-254.2500% 07-04-39 - 99Z13O5R                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |     -324000 | PA      | $-434898.11   | -0.87%            | 2039-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SES IMAGOTAG CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -28940 | OU      | $4275.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND (TSE) JUN 25                                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -4 | NC      | $-64791.33    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL (USD) 05/21/25                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -2 | NC      | $4952.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | THALES SA CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       47798 | OU      | $-1543.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ORION OYJ CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FI        |       -5184 | OU      | $-964.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CACTUS INC - A CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7450 | OU      | $214.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-167.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-236.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURJPY(EUR) 05/14/25 161.95C                                                 | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       31000 | OU      | $257.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTAPP INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3264 | OU      | $-46.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CLP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3925.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DIGITAL REALTY TRUST INC TRS 0.0000% 05-20-2033                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10097 | OU      | $-979.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD TWD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-1822.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NUVALENT INC-A CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       12521 | OU      | $1217.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EQT AB CFD                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -43505 | OU      | $-888.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.09375% 06/18/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |   -16207000 | OU      | $-16807.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1246.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CAN IMPERIAL BK OF COMMERCE CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      357459 | OU      | $17305.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DAIICHI SANKYO CO LTD CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     2824208 | OU      | $2814.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2019.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DISCO CORP TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     1383515 | OU      | $-182.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ESSILORLUXOTTICA CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |      -40565 | OU      | $-1493.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1409100 | PA      | $1404475.24   | 2.82%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $7620.59      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-13642.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 3.71875% 06/18/2026 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |     9675000 | OU      | $3769.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EPIROC AB-A CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     3968947 | OU      | $29007.28     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VITAL ENERGY INC CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6844 | OU      | $-19.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3318016 | PA      | $0.00         | 0.00%             | 2030-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-1731.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GENUIT GROUP PLC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       30678 | OU      | $1783.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MASIMO CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14775 | OU      | $-1160.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DAIWA SECURITIES GROUP INC TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -6687393 | OU      | $-2779.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EXPERIAN PLC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JE        |      -16390 | OU      | $-3640.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TAPESTRY INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       44566 | OU      | $4676.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-1278.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SENTINELONE INC -CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15572 | OU      | $2243.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1189.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MERIT MEDICAL SYSTEMS INC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11917 | OU      | $-645.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DOCUSIGN INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       32422 | OU      | $4446.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIRBNB INC-CLASS A CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -38193 | OU      | $-3016.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | S&P 500 MINI INDEX 09/30/25W 500P                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |           7 | NC      | $8414.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE Euronext Liffe                              | GILT JUN 25                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -12 | NC      | $-12275.08    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $220.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                           | Penn Entertainment Inc                                                          | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $17542.34     | 0.04%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $395.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TEVA PHARMACEUTICAL-SP ADR CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |       -6283 | OU      | $-882.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-45710.86    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPDR S&P 500 ETF TRUST CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -96232 | OU      | $-3030.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $3607.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LUMENTUM HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3165 | OU      | $-377.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2675.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ISHARES MSCI 7-10 YEAR TRSURY BOND ETF MAY 25 95C                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |         102 | NC      | $13056.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CALUMET INC TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4130 | OU      | $-502.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-832.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PL        |           1 | NC      | $1075.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $2412.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $17162.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | AU        |           1 | NC      | $11.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.37% 09/17/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |      290000 | OU      | $-592.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SONY GROUP CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |      632260 | OU      | $437.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 0.66% 06/18/2051 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      904000 | OU      | $174662.03    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BURLINGTON STORES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -19079 | OU      | $-274.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Liffe                              | WHITE SUGAR AUG 25                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           2 | NC      | $-1260.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | EO-EURSEK(EUR) 05/22/25 10.927P                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     -111000 | OU      | $-857.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MEBUKI FINANCIAL GROUP INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    29156400 | OU      | $13574.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $65381.48     | 0.13%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NVIDIA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       48807 | OU      | $-1426.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-129.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                            | Svensk Exportkredit AB                                                          | CUSIP: 01021NAD4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     1500000 | PA      | $1500514.20   | 3.01%             | 2028-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HIKMA PHARMACEUTICALS PLC TRS 0.0000% 05-05-2028                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       35826 | OU      | $5251.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRANSUNION CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       81317 | OU      | $12843.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BP PLC TRS 0.0000% 05-15-2033                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -23128 | OU      | $-212.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BP PLC TRS 0.0000% 05-20-2033                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -5155 | OU      | $216.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5404.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-32.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIRST SOLAR INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       47237 | OU      | $-1186.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $5728.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $5453.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-186.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US TSY NOTE 10YR JUL 25 107P                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -30 | NC      | $-2343.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IMPERIAL BRANDS PLC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      104945 | OU      | $3805.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SAP SE TRS 0.0000% 05-05-2028                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        5753 | OU      | $486.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NVENT ELECTRIC PLC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      -38084 | OU      | $-5185.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDCHF(USD) 05/19/25 .8937P                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       81000 | OU      | $7253.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KBC GROUP NV TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BE        |      216169 | OU      | $3363.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $8822.10      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CRESCENT ENERGY CO TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9281 | OU      | $-621.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1345.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOPIX BANKS INDEX                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -20971608 | OU      | $-10366.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1129000 | PA      | $0.00         | 0.00%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ENTERPRISE PRODUCTS PARTNERS CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        2283 | OU      | $49.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 1 Fixed     2.2660% 04-29-27                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -9969000 | NC      | $1138.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $296.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-1209.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AUTOMATIC DATA PROCESSING CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8830 | OU      | $-488.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-12311.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 20 Fixed     2.5800% 03-15-55                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      250000 | NC      | $-2614.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KOMERCNI BANKA AS CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CZ        |      540828 | OU      | $-373.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2967.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $3441.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRATON SE CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -4494 | OU      | $24.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SULZER AG-REG CFD (CHF)                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       51426 | OU      | $3736.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GALDERMA GROUP AG CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |        -392 | OU      | $-111.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-800.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AVNET INC CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3284 | OU      | $276.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ANALOG DEVICES CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -22788 | OU      | $-3136.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $999.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS INR 6.267% 06/18/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IN        |    23870000 | OU      | $-4143.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $6627.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PDD HOLDINGS INC-ADR CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |       -7201 | OU      | $-400.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds               | GGB FWD 05-15-253.6250% 06-15-35 - 99Z13O4R                                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      808000 | PA      | $944048.40    | 1.90%             | 2035-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $2627.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AFFIRM HOLDINGS INC TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20882 | OU      | $4595.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IPSOS CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        2917 | OU      | $-27.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SPDR S&P OIL & GAS EXP & PR CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -381392 | OU      | $-14507.12    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDMXN(USD) 05/22/25 19.711P                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      128000 | OU      | $1764.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $13992.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EXELIXIS INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10816 | OU      | $-772.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PUBLICIS GROUPE SA TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -1833 | OU      | $-58.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMERICAN EXPRESS CO TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -501488 | OU      | $-12949.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-253.7500% 10-22-53 - 99Z13HIX                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2053-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1013.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4265.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UBER TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       21614 | OU      | $2041.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2259.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CROWN CASTLE INTL CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      147951 | OU      | $7728.00      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RAMBUS INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9019 | OU      | $-250.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HEIDELBERG MATERIALS AG TRS 0.0000% 05-05-2028                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        9621 | OU      | $2476.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | DBT              | CORP              | FR        |     -400000 | PA      | $-483080.11   | -0.97%            | 2033-05-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TECHNIP ENERGIES NV - CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      102257 | OU      | $3504.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-55.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 3.5% 09/19/2034 LCH                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     -772000 | OU      | $-28014.12    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTEL CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       55841 | OU      | $16.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $61995.11     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797PU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      385000 | PA      | $382252.42    | 0.77%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD COP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $8160.90      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $4143.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC CFD                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       83838 | OU      | $4265.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3561.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KKR & CO INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      191884 | OU      | $31970.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $1059.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SONY CORP CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    14159761 | OU      | $12322.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERBUND AG CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      -21564 | OU      | $-387.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ATLAS COPCO AB TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    -5388193 | OU      | $-12781.53    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HKD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HK        |           1 | NC      | $2.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHARLES RIVER LABORATORIES CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3901 | OU      | $606.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-253.7500% 03-07-27 - 99Z13P5Z                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5115565 | PA      | $6828171.26   | 13.71%            | 2027-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MPLX LP CFD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       16999 | OU      | $1335.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENERGY SELECT SECTOR SPDR  TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -663559 | OU      | $-7569.04     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 06/13/25W 95.6P                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |        -483 | NC      | $-8064.30     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ISHARES RUSSELL 2000 05/30/25W 164P                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         -16 | NC      | $-752.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $3580.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VAT GROUP AG CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |       -7643 | OU      | $-495.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.84% 06/18/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -7268000 | OU      | $-2456.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ACCENTURE PLC                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |     -108620 | OU      | $-7748.88     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DICKS SPORTING GOODS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       74601 | OU      | $1621.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LIVE NATION CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       46619 | OU      | $5169.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.56% 06/15/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      287000 | OU      | $-8623.78     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-771.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALLEGRO MICROSYSTEMS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6938 | OU      | $282.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                | PSPCAP FWD 05-14-254.5000% 09-05-31 - 99Z13NPJ                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | CORP              | CA        |     1923000 | PA      | $1245927.89   | 2.50%             | 2031-09-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-136.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.2992% 09/17/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      170000 | OU      | $-1393.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REGIONS FINANCIAL CORP CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -227152 | OU      | $-15706.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MEDIATEK INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |       48412 | OU      | $4249.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LAM RESEARCH CORP CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       39248 | OU      | $5975.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AT&T INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19046 | OU      | $11.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEWRIVER RETAIL LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       56054 | OU      | $6963.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERIPRISE FINANCIAL INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -154843 | OU      | $1761.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALIGN TECHNOLOGY INC TRS 0.0000% 05-20-2033                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16533 | OU      | $103.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $66.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-335.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | REGIONS FINANCIAL CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -118956 | OU      | $-6238.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.18% 09/17/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   197403000 | OU      | $-5212.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HU        |           1 | NC      | $8904.73      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-EURJPY(EUR) 05/14/25 161.95P                                                 | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |       31000 | OU      | $249.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-18484.58    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $1290.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-506.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WATERS CORP TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24905 | OU      | $1870.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-251.1250% 01-31-39 - 99Z13P5P                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2039-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 8.01% 06/16/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |   -72383000 | OU      | $22517.21     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TECHNE CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -5283 | OU      | $197.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT INR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | IN        |           1 | NC      | $26154.85     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SUNRUN INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        4452 | OU      | $88.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.28% 02/25/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     3722000 | OU      | $-73092.27    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | NASD100 MICRO EMINJun25                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -26 | NC      | $-15747.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $2813.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KLA CORP CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       37869 | OU      | $4995.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RYANAIR HOLDINGS PLC-SP ADR CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       32074 | OU      | $7075.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STOXX TRS 1DE     0.0000% 05-15-23                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -99466 | OU      | $-4956.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 3% 09/16/2029 LCH                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      295000 | OU      | $-3561.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TYRA BIOSCIENCES INC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2339 | OU      | $-925.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STELLANTIS NV CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -35491 | OU      | $-1515.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INVESCO QQQ TRUST SERIES 1 CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -66409 | OU      | $-2534.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VITESSE ENERGY INC CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7137 | OU      | $265.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WARNER MUSIC GROUP CORP-CL A CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2190 | OU      | $-215.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | ACGB FWD 05-14-251.5000% 06-21-31 - 99Z13NPL                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              | NUSS              | AU        |    -2140000 | PA      | $-1206122.79  | -2.42%            | 2031-06-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.66% 01/10/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      985000 | OU      | $4414.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT IDR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | ID        |           1 | NC      | $1762.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2458.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | J.P. MORGAN SHORT-DATED RA TRS 0.0000% 09-29-2025                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      340683 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $1908.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 4.22% 01/31/2040 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     1105000 | OU      | $-5522.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-253.7500% 01-29-38 - 99Z13P6R                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -4520392 | PA      | $-5512701.69  | -11.07%           | 2038-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LANDBRIDGE CO LLC TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -49677 | OU      | $-4008.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-USDNOK(USD) 05/27/25 10.403C                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      -53000 | OU      | $-657.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-08-251.4500% 10-31-71 - 99Z13H2I                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      846000 | PA      | $459852.58    | 0.92%             | 2071-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $14.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FISERV INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       30912 | OU      | $-3410.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | LAM RESEARCH CORP 05/16/25W 68P                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          26 | NC      | $4030.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HERMES INTERNATIONAL CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -62262 | OU      | $-3356.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |     -116000 | PA      | $0.00         | 0.00%             | 2039-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDJPY(USD) 05/19/25 149.93C                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      -36000 | OU      | $-7.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BRISTOL-MYERS SQUIBB CO CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       21191 | OU      | $545.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | DBR FWD 05-15-252.5000% 08-15-54 - 99Z13O53                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |           0 | PA      | $0.00         | 0.00%             | 2054-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EQUINIX INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -14742 | OU      | $-1611.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | EU FWD 05-08-253.3750% 11-04-42 - 99Z13NY2                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |           0 | PA      | $0.00         | 0.00%             | 2042-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $111.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | WHEAT JUL 25                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           1 | NC      | $-1550.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S&P 500 INDEX JUN 25 5250P                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          14 | NC      | $108640.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      150000 | PA      | $128442.07    | 0.26%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $4278.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TWILIO INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2738 | OU      | $-260.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | CORN JUL 25                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           7 | NC      | $-6435.97     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NAURA TECHNOLOGY GROUP CO  TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CN        |      -17413 | OU      | $-97.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CEMENTIR HOLDING NV CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       34290 | OU      | $2094.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TXNM ENERGY INC TRS 0.0000% 05-20-2033                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11950 | OU      | $-392.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $6953.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IMMOBILIARE GRANDE DISTRIBUZ CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       46855 | OU      | $3558.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERTEX PHARMACEUTICALS CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       43543 | OU      | $783.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MARVELL TECHNOLOGY INC CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       46563 | OU      | $6728.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-250.3750% 10-22-26 - 99Z13P6D                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -6370676 | PA      | $-8136807.78  | -16.34%           | 2026-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LIBERTY BROADBAND-A CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1400 | OU      | $-291.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENI SPA CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -47866 | OU      | $-1167.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GUARDANT HEALTH INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       11975 | OU      | $635.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ALUMINUM (LISTED) MAY 25                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -4 | NC      | $27981.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NORTHWESTERN CORP CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6512 | OU      | $-417.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RENAISSANCERE HOLDINGS LTD CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |      -37033 | OU      | $-1917.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-6520.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VIPER ENERGY INC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       83579 | OU      | $1517.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $2684.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | NVIDIA CORP 05/02/25W 97P                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          22 | NC      | $176.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.3125% 09/17/2026 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |      599000 | OU      | $-1398.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMPHENOL CORP-CL A CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12527 | OU      | $-2631.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDCHF(USD) 07/08/25 .8486C                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      -35000 | OU      | $-141.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |           1 | NC      | $-4719.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PERMIAN RESOURCES CORP CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       33944 | OU      | $2836.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ISHARES CHINA LARGE-CAP ETF CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -85250 | OU      | $261.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $845.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | META PLATFORMS INC WEEEKLY 05/09/25W 575C                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |           1 | NC      | $1180.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 2 Fixed     5.0000% 04-26-29                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1245000 | NC      | $617.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $197.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $2658.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.2500% 12-07-40 - 99Z13P5U                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -574000 | PA      | $-716088.27   | -1.44%            | 2040-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | ISHARES RUSSELL 2000 MAY 25 175P                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          63 | NC      | $3276.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-250.5000% 10-22-61 - 99Z13P60                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -917000 | PA      | $-340415.63   | -0.68%            | 2061-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KUEHNE + NAGEL INTL AG TRS 0.0000% 05-15-2033                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -9589 | OU      | $-342.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      310000 | PA      | $274879.14    | 0.55%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NXP SEMICONDUCTORS NV CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -9604 | OU      | $-717.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ICADE CFD (ICAD FP)                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -12205 | OU      | $223.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-254.7500% 09-01-44 - 99Z13O5L                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2044-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $3258.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-40.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 10 Fixed     2.7200% 04-13-36                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1398000 | NC      | $-18858.57    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2273.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-593.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JOHNSON & JOHNSON CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8317 | OU      | $32.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROOKFIELD CORP                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       -3992 | OU      | $-219.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEMETSCHEK AG CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -40839 | OU      | $-5008.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ELIS SA CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        6035 | OU      | $430.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | NETHER FWD 05-02-252.5000% 07-15-34 - 99Z13HRI                                  | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Short            | DBT              | NUSS              | NL        |    -4283569 | PA      | $-4829874.33  | -9.70%            | 2034-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $970.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | UKTI FWD 05-09-250.1250% 11-22-56 - 99Z13P6A                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2056-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-542.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                 | CSC Holdings, LLC 2019 Term Loan B5                                             | CUSIP: 000000000<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      418895 | PA      | $402897.15    | 0.81%             | 2027-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HKD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-0.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-10601.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LIQUIDIA CORP CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -8626 | OU      | $-1068.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CIENA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1380 | OU      | $-298.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2122.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROBLOX CORP - CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       10245 | OU      | $1421.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MICROCHIP TECHNOLOGY INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7940 | OU      | $-1506.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | Netherlands Government Bonds                                                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1289100 | PA      | $1021729.60   | 2.05%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 4.22% 01/29/2038 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -2440000 | OU      | $37943.33     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $1329.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                            | Nabors Industries Inc                                                           | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Short            | DBT              | CORP              | US        |     -335000 | PA      | $-304200.23   | -0.61%            | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANCA FARMAFACTORING SPA CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |       48777 | OU      | $4790.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BURBERRY GROUP PLC TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -15887 | OU      | $-2070.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797NW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     4865000 | PA      | $4832929.00   | 9.71%             | 2025-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $2062.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 4.093% 09/17/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |      648000 | OU      | $243.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-13106.70    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PALO ALTO NETWORKS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11628 | OU      | $-896.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     1307000 | PA      | $1326954.36   | 2.66%             | 2030-03-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOORDASH INC - A CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7262 | OU      | $-453.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $8633.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1405.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 3% 04/17/2036 LCH                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -3060624 | OU      | $3122.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | APPLIED MATERIALS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -55126 | OU      | $-1993.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BELIMO HOLDING AG-REG CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -15170 | OU      | $-2919.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.408% 03/18/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |   -30572000 | OU      | $6323.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MOODYS CORP TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -261593 | OU      | $-23872.80    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1792.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT COP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $-2207.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | U.K. Inflation-Linked Gilts                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2056-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ELI LILLY & CO TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19584 | OU      | $2889.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PERMANENT TSB GROUP HOLDINGS CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |       21526 | OU      | $245.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EURONET WORLDWIDE INC TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2974 | OU      | $-98.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LUMENTUM HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       28640 | OU      | $5130.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NORDNET AB PUBL CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -879602 | OU      | $-443.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $43.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ISHARES IBOXX H/Y CORP BOND CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -865872 | OU      | $-14448.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | YUBICO AB CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -225518 | OU      | $-2551.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VANECK SEMICONDUCTOR ETF CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -246235 | OU      | $-21456.64    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HOWMET AEROSPACE INC                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2894 | OU      | $-570.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Short            | DBT              | CORP              | FR        |     -125000 | PA      | $-115494.13   | -0.23%            | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                     | NETHER FWD 05-02-252.5000% 01-15-30 - 99Z13O9B                                  | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1617437 | PA      | $1871019.40   | 3.76%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-178.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $484.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1857.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |           1 | NC      | $11964.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1244.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-252.5500% 05-15-56 - 99Z13O46                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      743707 | PA      | $856310.68    | 1.72%             | 2056-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $1144.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COTERRA ENERGY INC TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8956 | OU      | $-90.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-5306.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SO-CDX-NAIGS44V1-5Y     1.0000% 06-20-30                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    10200000 | NC      | $8562.25      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ATLAS COPCO AB-A SHS CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -29447 | OU      | $99.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 3.946% 09/17/2026 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |     8446000 | OU      | $-2376.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-911.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOFINA CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |       -4744 | OU      | $-215.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-46.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QUEST DIAGNOSTICS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -17726 | OU      | $-1164.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6975.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMERICAN EXPRESS CO TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8488 | OU      | $-836.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PHP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1861.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ERSTE GROUP BANK AG CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | AT        |        4454 | OU      | $450.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $245.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $5650.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3033.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $1105.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APOLLO GLOBAL MANAGEMENT INC CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10527 | OU      | $-1482.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT PHP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | PH        |           1 | NC      | $568.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DATADOG INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9870 | OU      | $1469.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $3241.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TEMENOS AG TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |       -1550 | OU      | $154.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | REGENERON PHARMACEUTICALS CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6301 | OU      | $-285.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-14249.88    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME TIN (LISTED) JUN 25                                                         | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $-548.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IPATH SERIES B S&P 500 VIX CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       85160 | OU      | $-1515.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1239.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KINEPOLIS CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |       13284 | OU      | $-118.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOFI TECHNOLOGIES INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6510 | OU      | $-1108.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SELL Fixed CDS SAUDI 1 06-30     1.0000% 06-20-30                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | SA        |      225000 | OU      | $1952.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENGCON AB TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -10757 | OU      | $68.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD IDR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-12.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMERICAN EXPRESS CO CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -17805 | OU      | $-2441.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-13358.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.034% 09/17/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   -19567168 | OU      | $371.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-6654.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-7091.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ROKU INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -10928 | OU      | $-1617.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOPBUILD CORP-CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1436 | OU      | $-43.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                           | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      185000 | PA      | $161412.50    | 0.32%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.7500% 12-07-30 - 99Z13HJS                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -2830000 | PA      | $0.00         | 0.00%             | 2030-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-3312.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3492.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $-167.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.5625% 12/16/2029 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -7458000 | OU      | $3966.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-281.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DENALI THERAPEUTICS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5584 | OU      | $1475.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 9.165% 06/13/2035 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     5413000 | OU      | $-230.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | T-MOBILE US INC CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -92815 | OU      | $6876.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ULTRAGENYX PHARMACEUTICAL IN CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -5204 | OU      | $-526.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $83332.51     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SEGRO PLC-CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -27107 | OU      | $325.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTESA SANPAOLO SPA TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |      -57965 | OU      | $-4118.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |           1 | NC      | $8303.99      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $266.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VARONIS SYSTEMS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       17581 | OU      | $1525.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-146.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JAPAN TRS 1MJ+30     0.3000% 05-05-23                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -2099012 | OU      | $-805.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $475.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DISC MEDICINE INC CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       13123 | OU      | $2296.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COHERENT CORP CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        6359 | OU      | $1488.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-687.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GUIDEWIRE SOFTWARE INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       56621 | OU      | $6652.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EUROBANK ERGASIAS SRVCS AN TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GR        |      -31837 | OU      | $-2004.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD TWD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-18292.50    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $429.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 06/13/25W 95.65P                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |          39 | NC      | $651.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $1690.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $296.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-255.0000% 09-01-40 - 99Z13O5J                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2040-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $982.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $27080.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $47.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-251.4500% 03-01-36 - 99Z13O5K                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1228000 | PA      | $-1132253.66  | -2.27%            | 2036-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-USDJPY(USD) 05/23/25 139.91P                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       35000 | OU      | $238.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STMICROELECTRONICS CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -2196 | OU      | $-265.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1091.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | GB        |           1 | NC      | $2661.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-43.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      161000 | PA      | $161263.76    | 0.32%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INFINEON TECHNOLOGIES AG - CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -30662 | OU      | $-2343.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1123.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PAYCOM SOFTWARE INC TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5921 | OU      | $191.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-794.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.47% 12/12/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -2267000 | OU      | $4514.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2050.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE JUN 25                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -31 | NC      | $-37168.43    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 10 FIXED     2.5200% 01-11-45                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     7347000 | NC      | $-73021.53    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LVMH MOET HENNESSY LOUIS VUI CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -7614 | OU      | $334.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WALT DISNEY CO/THE TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -756 | OU      | $-62.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 3.15625% 12/17/2026 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |    24496000 | OU      | $11591.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BUY Fixed CDS BRAZI 1 06-30     1.0000% 06-20-30                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | BR        |       55000 | OU      | $1945.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HUMANA INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       32119 | OU      | $-2748.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $11867.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NORTHERN OIL & GAS INC TRS 0.0000% 05-15-2033                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -93837 | OU      | $-7493.72     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.874% 09/17/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     6053000 | OU      | $-3551.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $497.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALBEMARLE CORP CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3870 | OU      | $-403.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALERIAN MLP ETF TRS 0.0000% 05-20-2033                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11336 | OU      | $-145.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CVC CAPITAL PARTNERS PLC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |      -25236 | OU      | $-440.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $441.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $2900.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | POWER INTEGRATIONS INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7540 | OU      | $-466.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-21311.21    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF NAGOYA LTD/THE CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     8200000 | OU      | $8509.44      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ERSTE GROUP BANK AG CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AT        |      102359 | OU      | $-3494.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AIRBNB INC-CLASS A CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       10887 | OU      | $451.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LVMH MOET HENNESSY LOUIS VUI CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -8244 | OU      | $495.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 2.52% 03/03/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -4886000 | OU      | $-3715.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CHEVRON CORP TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -35840 | OU      | $-624.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | L'OREAL SA TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -10314 | OU      | $-1555.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $2322.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-18632.28    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SERCO GROUP PLC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       52465 | OU      | $3543.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $-5342.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-EURJPY(EUR) 05/23/25 161.36P                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       31000 | OU      | $287.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDCNH(USD) 07/07/25 7.7C                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     1873000 | OU      | $438.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | THIRD HARMONIC BIO INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3328 | OU      | $-32.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CNY 1.3345% 09/17/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |    -1451000 | OU      | $-112.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $247.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union Bills                                                            | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |      433000 | PA      | $0.00         | 0.00%             | 2051-07-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTUITIVE SURGICAL INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       12311 | OU      | $583.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SPDR BLACKSTONE SENIOR LOAN CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -781736 | OU      | $-13474.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5241.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 20 Fixed     2.5800% 03-15-55                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      250000 | NC      | $2417.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MONCLER SPA TRS 0.0000% 05-05-2028                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |       -5692 | OU      | $-683.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOYA CORP CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     3979275 | OU      | $2142.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GENIUS SPORTS LTD CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GE        |        7146 | OU      | $666.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $735.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MSCI INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13358 | OU      | $275.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ICADE TRS 0.0000% 05-05-2028                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -4334 | OU      | $-504.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MUENCHENER RUECKVERSICHERU TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |     -187510 | OU      | $-4858.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | UKTI FWD 05-09-251.2500% 11-22-55 - 99Z13P69                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -467389 | PA      | $-510737.29   | -1.03%            | 2055-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-43.41       | -0.00%            |  |  |  | No            |                  2 | 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        |     -370000 | PA      | $-311144.51   | -0.62%            | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAREPTA THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        6186 | OU      | $803.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2154.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ZYMEWORKS INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4179 | OU      | $-790.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                          | SGB FWD 05-15-250.7500% 05-12-28 - 99Z13NSO                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Short            | DBT              | NUSS              | SE        |   -36280000 | PA      | $-3646248.64  | -7.32%            | 2028-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQUINIX INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -106311 | OU      | $-9890.10     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PHP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |           1 | NC      | $9042.12      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | HU        |           1 | NC      | $16236.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $5446.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RYANAIR HOLDINGS PLC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |        7211 | OU      | $1185.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-5617.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARGENX SE CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       36087 | OU      | $3852.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HENSOLDT AG CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       34778 | OU      | $2126.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SINO BIOPHARMACEUTICAL CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -81137 | OU      | $-506.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $1828.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIRRUS LOGIC INC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6090 | OU      | $-728.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PFIZER CFD                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       16294 | OU      | $1281.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CARL ZEISS MEDITEC AG CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -7821 | OU      | $-205.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $277.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-434.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TECNICAS REUNIDAS SA CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |        1480 | OU      | $93.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $4594.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Short            | DBT              | NUSS              | FR        |     -390895 | PA      | $-391059.95   | -0.79%            | 2036-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ATLASSIAN CORP-CL A CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       24819 | OU      | $5546.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PAYPAL HOLDINGS  INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1447 | OU      | $-133.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-61534.99    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GRENKE AG CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |         -55 | OU      | $1.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LUMENTUM HOLDINGS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4479 | OU      | $539.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SWISS RE AG TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -33017 | OU      | $-1183.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PORTLAND GENERAL ELECTRIC CO CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12450 | OU      | $-143.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5660.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NO        |           1 | NC      | $4064.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CANADIAN PACIFIC KANSAS CITY CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -12445 | OU      | $93.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.67% 03/18/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |    -3947000 | OU      | $12124.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MPLX LP TRS 0.0000% 05-15-2033                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20002 | OU      | $319.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-100.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COVIVIO SA/FRANCE TRS 0.0000% 05-05-2028                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -5954 | OU      | $-517.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      108000 | PA      | $103201.60    | 0.21%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                  | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Short            | DBT              | NUSS              | JP        |   -72100000 | PA      | $-482524.10   | -0.97%            | 2031-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 3.84375% 09/16/2029 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |     -634000 | OU      | $5496.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $7164.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30                                | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DCR              |  | PE        |       90000 | OU      | $24.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $35725.94     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $1763.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TAIWAN SEMICONDUCTOR MANUFAC CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |       55498 | OU      | $4035.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO BUXL 30Y BND JUN 25                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          18 | NC      | $-2978.30     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PORTLAND GENERAL ELECTRIC CO - CFD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -16674 | OU      | $-216.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                              | SOLD TWD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |           1 | NC      | $-6992.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENEOS HOLDINGS INC TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -464520 | OU      | $-112.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOKYO SEIMITSU CO LTD TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     -435366 | OU      | $-172.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |     -417832 | PA      | $-428674.39   | -0.86%            | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-161.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS JPY 0.69% 06/18/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |  2865897000 | OU      | $-10713.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $1807.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NIBE INDUSTRIER AB-B SHS CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |     -107072 | OU      | $-3111.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ (EUX) JUN 25                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -93 | NC      | $-15073.30    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                | Johnson & Johnson                                                               | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107216.44    | 0.22%             | 2055-02-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FUJITSU LIMITED CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1264360 | OU      | $-725.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TESLA INC TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -86627 | OU      | $-9024.86     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-253.7500% 10-22-53 - 99Z13P6C                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1976000 | PA      | $2071906.88   | 4.16%             | 2053-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FUCHS SE-PREF CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |         830 | OU      | $112.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.109% 09/17/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -229000 | OU      | $1874.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SONY GROUP CORP TRS 0.0000% 05-05-2028                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |      548320 | OU      | $281.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COGNIZANT TECH SOLUTIONS-A CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6874 | OU      | $-556.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT TWD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TW        |           1 | NC      | $5582.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2830.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 2.49% 03/03/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4886000 | OU      | $-24104.34    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PACS GROUP INC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        5315 | OU      | $38.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MUENCHENER RUECKVER AG-REG CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |     -820459 | OU      | $2155.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FASTIGHETS AB BALDER-B SHRS CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -258682 | OU      | $-469.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $4791.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4315.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-9382.66     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4393.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AKESO INC CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -18842 | OU      | $-820.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-02-254.3000% 10-01-54 - 99Z13HR3                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1242000 | PA      | $-1402378.25  | -2.82%            | 2054-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT EUR                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $2049.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARISTA NETWORKS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8594 | OU      | $1854.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEANS 5000 JUL 25                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -6 | NC      | $-13338.43    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MEDPACE HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7803 | OU      | $-523.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FISHER & PAYKEL HEALTHCARE C CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NZ        |      -24186 | OU      | $-370.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | COHERENT CORP                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1849 | OU      | $-402.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      520500 | PA      | $0.00         | 0.00%             | 2035-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ACADIA HEALTHCARE CO INC TRS 0.0000% 05-20-2033                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        2686 | OU      | $238.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHORD ENERGY CORP TRS 0.0000% 05-05-2028                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       27612 | OU      | $1351.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-26433.84    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-190.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3677.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-EURJPY(EUR) 05/23/25 161.36C                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       31000 | OU      | $402.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STOXX EUROPE 600 INSURANCE TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | EC        |     -680447 | OU      | $-13194.45    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.584% 03/18/2027 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |  -618094000 | OU      | $8580.81      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.054% 09/17/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   -19567168 | OU      | $391.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BP PLC CFDBP PLC TRS 0.0000% 05-05-2028                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -37620 | OU      | $188.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | S&P 500 INDEX MAY 25 4750P                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          -1 | NC      | $-479.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AUTO1 GROUP SE CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -19476 | OU      | $-1317.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2525.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SNOWFLAKE INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       24326 | OU      | $2149.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOTALENERGIES SE CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       31070 | OU      | $-861.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ENTEGRIS INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -8622 | OU      | $-1584.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD KRW/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2468.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-08-252.8000% 12-01-28 - 99Z13NY8                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2028-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Queen MergerCo, Inc.                             | Queen MergerCo, Inc.                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      270000 | PA      | $269662.50    | 0.54%             | 2032-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $3810.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4936.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ABB LTD-REG CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       26308 | OU      | $1832.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-250.1500% 05-15-51 - 99Z13O4U                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1067458 | PA      | $-732947.12   | -1.47%            | 2051-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $825.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | L'OREAL SA TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -26642 | OU      | $-1145.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BOOKING HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4612 | OU      | $-486.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $2447.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1303.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                       | LPL Financial Holdings Inc                                                      | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |         800 | NS      | $255832.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -6950000 | PA      | $-6982966.49  | -14.02%           | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CNY 1.475% 09/17/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CN        |     -504000 | OU      | $286.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ISHARES NORTH AMERICAN TECH-SOFTWARE ET MAY 25 90P                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |           7 | NC      | $630.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES J.P. MORGAN USD EM TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -1939026 | OU      | $-31098.00    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                        | S&P 500 INDEX 09/30/25 5900C                                                    | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           2 | NC      | $33150.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHEWY INC - CLASS A                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       75447 | OU      | $5365.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-2949.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TOPIX BANKS INDEX                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -7943991 | OU      | $-4408.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZAI LAB LTD ADR CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KY        |        7903 | OU      | $526.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $128.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | SOFR 1YR MIDCURVE 09/12/25 94.5P                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          43 | NC      | $537.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5752.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $480.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JM AB CFD                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -205862 | OU      | $-766.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CANON INC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1184175 | OU      | $-561.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TAPESTRY INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       27926 | OU      | $3301.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1639.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-7734.70     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1153.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 5 FIXED     2.6600% 01-10-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2514000 | NC      | $-9151.89     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MICROSOFT CORP TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      215623 | OU      | $5327.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANTEST CORP CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     2962620 | OU      | $2163.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2517.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1313.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | RS GROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        8799 | OU      | $509.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MSCI INC TRS 0.0000% 05-05-2028                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -27861 | OU      | $-2120.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIRBNB INC TRS 0.0000% 05-15-2033                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15337 | OU      | $878.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CONOCOPHILLIPS CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       94066 | OU      | $3788.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                 | DT Midstream Inc                                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $36841.53     | 0.07%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NORTHERN DATA AG CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -4354 | OU      | $111.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ENGCON AB CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SE        |      -66555 | OU      | $-516.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 9.074% 06/18/2035 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |   505508000 | OU      | $-1338.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $1480.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -1096780 | PA      | $0.00         | 0.00%             | 2028-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.2500% 06-07-32 - 99Z13HJ3                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2032-06-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AZIMUT HOLDING SPA CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       44042 | OU      | $4641.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROCKET PHARMACEUTICALS INC CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9644 | OU      | $618.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | GOLDMAN SACHS GROUP INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      838018 | OU      | $65439.00     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALIOR BANK SA TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |       70351 | OU      | $-894.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SHANDONG WEIGAO GP MEDICAL-H CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |       88232 | OU      | $715.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2984.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-19075.78    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $8018.90      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERTIV HOLDINGS CO TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13041 | OU      | $-3437.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PEARSON PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -8641 | OU      | $-660.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCLP(USD) 01/08/26 1017.7C                                                 | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |     -414000 | OU      | $-10606.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-145.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $1476.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | U.K. Inflation-Linked Gilts                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2052-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |           1 | NC      | $1717.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | EU FWD 05-15-250.7000% 07-06-51 - 99Z13O5A                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |      433000 | PA      | $254613.10    | 0.51%             | 2051-07-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CORNING INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1003 | OU      | $-62.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BRENNTAG SE TRS 0.0000% 05-05-2028                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       18346 | OU      | $1628.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DUTCH BROS INC-CLASS A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       22982 | OU      | $734.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2844.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ORACLE CORP TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13019 | OU      | $-1897.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-1646.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BROADCOM INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       69974 | OU      | $11055.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PRUDENTIAL CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       84991 | OU      | $2631.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | QUALCOMM INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -51052 | OU      | $-4620.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5507.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 06/13/25W 95.55P                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |         -79 | NC      | $-659.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ABB LTD TRS 0.0000% 05-05-2028                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |        2034 | OU      | $287.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |           1 | NC      | $16349.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQT AB TRS 0.0000% 05-15-2033                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -142627 | OU      | $-627.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.5P                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |        -440 | NC      | $-22039.04    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1238000 | PA      | $1198345.33   | 2.41%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 9.026% 03/17/2030 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |  1470198000 | OU      | $-4625.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDCHF(USD) 07/08/25 .8486P                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      -35000 | OU      | $-1566.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EXLSERVICE HOLDINGS INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8994 | OU      | $-507.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SONOVA HOLDING AG-REG CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -17301 | OU      | $-1581.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 4.3071% 04/11/2045 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      400000 | OU      | $-1372.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TC ENERGY CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |     -112394 | OU      | $-2183.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BICARA THERAPEUTICS INC CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        5503 | OU      | $748.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $763.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US TSY NOTE 2YR JUN 25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -22 | NC      | $-15039.08    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNIVERSAL DISPLAY CORP CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6770 | OU      | $-767.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3641.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1700.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $17.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1355.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-336.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ISHARES IBOXX $ INVEST GRA TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -191695 | OU      | $-2669.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HILL & SMITH HOLDINGS PLC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        8371 | OU      | $674.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-817.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.33% 09/17/2026 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |   -18668000 | OU      | $3083.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-444.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STATE STREET CORP CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -79542 | OU      | $-1861.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JERONIMO MARTINS CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PT        |       77198 | OU      | $-1980.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMERICAN TOWER CORP CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       86106 | OU      | $2930.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-3841.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VESTAS WIND SYSTEMS A/S CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -391487 | OU      | $-364.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $666.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FRESENIUS SE & CO KGAA CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       -8345 | OU      | $-573.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERACTIVE BROKERS GROUP  TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8750 | OU      | $1045.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CARLSBERG AS TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      -75854 | OU      | $-111.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CACTUS INC - A CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37952 | OU      | $860.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-02-252.7000% 01-31-30 - 99Z13LYW                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3110000 | PA      | $3590688.41   | 7.21%             | 2030-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SO-CDX-NAIGS43V1-5Y     1.0000% 12-20-29                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     1837500 | NC      | $2164.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 2.84% 05/11/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    -5698000 | OU      | $12665.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-564.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUMITOMO MITSUI FINCL GRP  TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -24165000 | OU      | $-10535.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COMFORT SYSTEMS USA INC TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1781 | OU      | $-206.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ATLASSIAN CORP PLC-CLASS A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       70258 | OU      | $7139.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-898.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MERCK & CO. INC. CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       35719 | OU      | $1768.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WUXI APPTEC CO LTD-H CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CN        |      -55233 | OU      | $-1265.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-979.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SERVICENOW INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12208 | OU      | $-206.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ENSIGN GROUP INC/THE CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6730 | OU      | $-235.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CLEAN HARBORS INC CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -613 | OU      | $-28.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TH        |           1 | NC      | $-227.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-392.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURE STORAGE-B  PIPE (CFD)                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7719 | OU      | $-627.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ASTRAZENECA  CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -1318 | OU      | $-108.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.7500% 12-07-38 - 99Z13HJO                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2038-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-17873.13    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                | GEO Group Inc/The                                                               | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      490000 | PA      | $515111.41    | 1.03%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $5181.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MOTOROLA SOLUTIONS INC CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2016 | OU      | $-186.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $115.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4358.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SOLVENTUM CORP CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7252 | OU      | $-20.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VITAL ENERGY INC TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5963 | OU      | $-304.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CME GROUP INC CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      426616 | OU      | $28626.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | 3I GROUP PLC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        -748 | OU      | $-22.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4578.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DISNEY MAY 25 95C                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          25 | NC      | $5125.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-652.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $217.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |     -500000 | PA      | $-444833.21   | -0.89%            | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      116000 | PA      | $0.00         | 0.00%             | 2039-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ASR NEDERLAND NV TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -33762 | OU      | $-972.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENTERPRISE PRODUCTS PARTNERS CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8875 | OU      | $-144.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.197% 09/17/2026 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      615000 | OU      | $-2264.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797QA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2660000 | PA      | $2636785.97   | 5.30%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MERCK KGAA CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -17434 | OU      | $-853.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONOLITHIC POWER SYSTEMS INC CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5442 | OU      | $488.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WISE PLC TRS 0.0000% 05-15-2033                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -21022 | OU      | $-314.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS COP 8.48% 06/18/2030 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CO        |   480287000 | OU      | $-753.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.2500% 07-31-34 - 99Z13P6Q                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2296000 | PA      | $3041614.46   | 6.11%             | 2034-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $398.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SASOL LTD CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ZA        |      -58436 | OU      | $7.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4581.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.6725% 06/18/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   -71574000 | OU      | $1031.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AIB GROUP PLC CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |        1547 | OU      | $240.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TENCENT HOLDINGS LTD TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       79800 | OU      | $454.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | S&P 500 INDEX MAY 25 5100P                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |           2 | NC      | $2790.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-21036.03    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-16025.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-280.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $8.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | SG        |           1 | NC      | $643.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SCREEN HOLDINGS CO LTD TRS  0.0000% 05-20-2033                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1161923 | OU      | $-370.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK PEKAO SA CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | PL        |     -155289 | OU      | $-2243.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | JYSKE BANK-REG CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |     -250542 | OU      | $-2222.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TJX COS INC/THE TRS 0.0000% 05-20-2033                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3967 | OU      | $-150.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GENERAC HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6307 | OU      | $-212.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OTP BANK PLC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | HU        |    13952346 | OU      | $1231.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-242.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4141.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | DBR FWD 05-15-252.5000% 08-15-54 - 99Z13O53                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |     -280000 | PA      | $-294704.44   | -0.59%            | 2054-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CORCEPT THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9498 | OU      | $-1355.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $203.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BRITISH AMERICAN TOBACCO P TRS 0.0000% 05-05-2028                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       18300 | OU      | $1643.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $11625.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SEMPRA TRS 0.0000% 05-20-2033                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       18954 | OU      | $1024.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1595.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American/NYSE AltNext/NYSE MKT                   | LAM RESEARCH CORP 06/20/25W 86C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -26 | NC      | $-1469.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NVIDIA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8237 | OU      | $1020.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BUNZL PLC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       48582 | OU      | $-374.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PRO MEDICUS LTD CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -15504 | OU      | $-1014.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANCO SANTANDER SA CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      185426 | OU      | $7081.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AT&T INC CFD                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      121770 | OU      | $885.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LOUISIANA-PACIFIC CORP CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -21689 | OU      | $-406.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-478.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISUPETASYS CO LTD CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |       21963 | OU      | $-190.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SPIE SA - W/I CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       58626 | OU      | $6529.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.17% 09/17/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   -44636200 | OU      | $1155.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $19748.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SITIME CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6757 | OU      | $-1320.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MERCADOLIBRE INC CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       62816 | OU      | $18764.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-270.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EO-USDCAD(USD) 05/16/25 1.4157C                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |       72000 | OU      | $31.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-253.2500% 01-22-44 - 99Z13HJQ                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2044-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $686.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |           1 | NC      | $82.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5164.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                          | COTTON JUL 25                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -5 | NC      | $863.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAFRAN SA CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       99992 | OU      | $10168.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WALLENSTAM AB-B SHS CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -310347 | OU      | $-844.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-253.2500% 01-31-33 - 99Z13P6K                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1254126 | PA      | $1569138.03   | 3.15%             | 2033-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | IL        |           1 | NC      | $1206.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                          | SUGAR (112000) MAR 26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           3 | NC      | $-4188.12     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-SCHATZ (EUX) JUN 25                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          39 | NC      | $414.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $1052.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $-222.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROBLOX CORP TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16895 | OU      | $2013.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OCADO GROUP PLC TRS 0.0000% 05-15-2033                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -28267 | OU      | $323.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-569.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Q2 HOLDINGS INC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2602 | OU      | $-250.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | XERO LTD CFD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NZ        |       -9247 | OU      | $-933.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $4466.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OTTER TAIL CORP CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7376 | OU      | $-402.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.0000% 10-22-31 - 99Z13P6F                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INPOST SA TRS 0.0000% 05-05-2028                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | LU        |       -4424 | OU      | $-1035.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VERISIGN CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2413 | OU      | $-407.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $15.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-22.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CG ONCOLOGY INC CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16961 | OU      | $5426.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $1502.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.3255% 09/17/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |      332000 | OU      | $-368.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $121.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $380.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TEXAS PACIFIC LAND CORP TRS 0.0000% 05-20-2033                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13739 | OU      | $-438.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MURPHY OIL CORP CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7598 | OU      | $2.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $9751.77      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $2749.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.65625% 06/18/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |      223000 | OU      | $-1383.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASTERA LABS INC CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7060 | OU      | $-1299.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-79.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KYOTO FINANCIAL GROUP INC TRS 0.0000% 05-15-2033                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    26280113 | OU      | $35075.73     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-956.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DYNATRACE INC CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       33869 | OU      | $4271.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-7171.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | UKTI FWD 05-09-251.2500% 11-22-55 - 99Z13P69                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2055-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT PEN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | PE        |           1 | NC      | $166.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BARRATT REDROW PLC TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |       61957 | OU      | $7706.86      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | LANDBRIDGE CO LLC-A CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -25821 | OU      | $-4391.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $-11909.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CLOUDFLARE INC - CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13070 | OU      | $-2389.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-14.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds              | BGB FWD 05-15-252.8500% 10-22-34 - 99Z13O5C                                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Short            | DBT              | NUSS              | BE        |     -468750 | PA      | $-528861.43   | -1.06%            | 2034-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS JPY PAY 5 FIXED     1.4200% 01-11-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | JP        |   487392000 | NC      | $-7767.01     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TKO GROUP HOLDINGS INC CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1412 | OU      | $-217.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $4114.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $568.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4807.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | W&T OFFSHORE INC CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9455 | OU      | $686.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $330.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797PC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1560000 | PA      | $1559089.13   | 3.13%             | 2025-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CHALLENGER LTD CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      200814 | OU      | $17562.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERCOS SPA CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -15992 | OU      | $-1908.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3610.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MGE ENERGY INC TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5446 | OU      | $20.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRUECALLER AB TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -12558 | OU      | $-76.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US TSY NOTE 10YR JUL 25 109P                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          30 | NC      | $6562.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-563.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA LONG BOND (CBT) JUN 25                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           2 | NC      | $5349.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QT GROUP OYJ TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FI        |       -4777 | OU      | $984.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $-14.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1439.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANTAGE ENERGY LTD CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      246841 | OU      | $-1088.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |           1 | NC      | $222.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CONVATEC GROUP PLC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -7672 | OU      | $-204.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.5725% 06/18/2030 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      -61000 | OU      | $1551.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT PEN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PE        |           1 | NC      | $274.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ELI LILLY & CO TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7572 | OU      | $1417.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BEIERSDORF AG CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        8573 | OU      | $990.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Bank                                     | CADEPO FWD 05-08-252.7500% 02-13-32 - 99Z13H2K                                  | CUSIP: 000000000<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | DBT              | CORP              | CA        |     1848000 | PA      | $2097245.72   | 4.21%             | 2032-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2539.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KKR & CO INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7836 | OU      | $-1305.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CADENCE DESIGN SYSTEMS INC TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       61129 | OU      | $11221.74     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNITED INTERNET AG-REG SHARE CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       86640 | OU      | $4643.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $4825.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDCNH(USD) 01/05/26 7.5C                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     1000000 | OU      | $5817.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DR REDDYS LABS                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IN        |      -14895 | OU      | $-1586.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | EO-EURUSD(EUR) 07/08/25 1.0965C                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |       32000 | OU      | $1537.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD PEN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-777.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-254.0000% 11-15-30 - 99Z13O3V                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4000000 | PA      | $4836105.40   | 9.71%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DICKS SPORTING GOODS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       59894 | OU      | $1121.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NOVO NORDISK A/S-B CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |       82290 | OU      | $1449.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NIBE INDUSTRIER AB-B SHS CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -587839 | OU      | $-7029.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS USD PAY 20 Fixed     4.4800% 06-08-46                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2598000 | NC      | $2275.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $9799.27      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HIKMA PHARMACEUTICALS PL-W/I CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -5906 | OU      | $-460.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MOODYS CORP TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -405600 | OU      | $-19426.08    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EXPAND ENERGY CORP CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      261957 | OU      | $10053.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-251.0000% 01-31-32 - 99Z13HJD                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2032-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VONOVIA SE CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -36474 | OU      | $-1024.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ONEOK INC TRS 0.0000% 05-20-2033                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        5973 | OU      | $24.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SWEDISH ORPHAN BIOVITRUM AB CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |       -6127 | OU      | $-66.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-25.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-12-250.9000% 04-01-31 - 99Z13PIN                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5268000 | PA      | $5374816.02   | 10.79%            | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 11/26/25 1.3857C                                                 | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      413000 | OU      | $5746.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-648.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-6503.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ARM HOLDINGS PLC-ADR CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -12767 | OU      | $-1260.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VEEVA SYSTEMS INC-CLASS A CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8613 | OU      | $-968.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $5306.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 3.76% 09/17/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |     -849000 | OU      | $725.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2542.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SERVICENOW INC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -27925 | OU      | $-6454.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.504% 09/17/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |   278187000 | OU      | $-2367.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHOPIFY INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |         653 | OU      | $106.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1037.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | ICE 3MTH SONIA JUN 26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | US        |        -120 | NC      | $-32026.89    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Sweden Government Bonds                          | SGB FWD 05-15-250.7500% 05-12-28 - 99Z13NSO                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |           0 | PA      | $0.00         | 0.00%             | 2028-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $2932.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IMPERIAL BRANDS PLC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        2038 | OU      | $113.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KKR & CO INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      698903 | OU      | $60193.00     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | AUS BOND 3YR JUN 25                                                             | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |           3 | NC      | $2664.33      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium Government Bonds              | BGB FWD 05-15-253.0000% 06-22-34 - 99Z13O5D                                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |           0 | PA      | $0.00         | 0.00%             | 2034-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $5009.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |           1 | NC      | $3295.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VUSIONGROUP TRS 0.0000% 05-05-2028                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -5552 | OU      | $62.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SANTOS LTD TRS 0.0000% 05-20-2033                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AU        |      -15517 | OU      | $-691.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TERADYNE INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8098 | OU      | $-510.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ISHARES RUSSELL 2000 MAY 25 160P                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |          42 | NC      | $714.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | TH        |           1 | NC      | $23.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      928453 | PA      | $0.00         | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ENBRIDGE INC TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -21932 | OU      | $-691.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 5.215% 06/18/2026 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |    -1630000 | OU      | $4019.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.97% 04/29/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2923000 | OU      | $-7784.27     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-287413.32   | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD HKD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-8.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $33.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DRAFTKINGS INC CFD                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       94750 | OU      | $-706.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | US TSY LONG BOND 06/01/25 110P                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |          19 | NC      | $2671.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-219.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6997.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SELL Fixed CDS COLOM 1 06-30     1.0000% 06-20-30                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | CO        |       30000 | OU      | $-2166.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CAVA GROUP INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1447 | OU      | $-217.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SERVICENOW INC CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       35304 | OU      | $10536.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -750000 | PA      | $-632773.66   | -1.27%            | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | YUBICO AB TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -11782 | OU      | $-69.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BTP FUTURE (EUX) JUN 25                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           8 | NC      | $7638.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MICRON TECHNOLOGY INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -334 | OU      | $-51.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1284.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 4.34375% 06/18/2027 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |   -26056000 | OU      | $18507.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                       | G4232K100 HALEON PLC /GBP                                                       | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |        1444 | NS      | $7267.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INTL BUSINESS MACHINES CORP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -82560 | OU      | $-384.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $18711.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HUNTINGTON BANCSHARES INC/ TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -390616 | OU      | $-27935.00    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COHERENT CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       13061 | OU      | $1797.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INSPIRE MEDICAL SYSTEMS INC CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -14904 | OU      | $-1409.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | E.ON SE CFD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |        4376 | OU      | $186.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3231.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TENET HEALTHCARE CORP CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6704 | OU      | $-1300.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.382% 09/17/2035 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |   732386000 | OU      | $-22588.37    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.168% 09/17/2030 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |  -539998000 | OU      | $16548.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-613.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1767.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TESLA MOTORS-WEEKLY 05/09/25W 345C                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          -5 | NC      | $-277.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARK INNOVATION ETF - WEEKLY 05/02/25W 43P                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          51 | NC      | $102.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARISTA NETWORKS INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       30691 | OU      | $1970.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PROCORE TECHNOLOGIES INC CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -394 | OU      | $-54.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL 60000 JUL 25                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -5 | NC      | $-7356.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SEA LTD-ADR CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |      -11616 | OU      | $-1387.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $4293.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIENA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -10480 | OU      | $-1541.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | SOLD DKK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |           1 | NC      | $-1670.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $688.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SPECTRIS CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       60835 | OU      | $1920.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MASTERCARD INC TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       69777 | OU      | $5307.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPTION DEC 25 96.25P                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         123 | NC      | $47662.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COHERENT CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -12213 | OU      | $-1680.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | INNOVAGE HOLDING CORP CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -4213 | OU      | $-124.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-494.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-118.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CISCO SYSTEMS INC CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -544 | OU      | $-33.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-23.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $2885.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $1471.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF CYPRUS HOLDINGS PL TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |       34953 | OU      | $1369.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $25243.38     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-697.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EXXON MOBIL CORP CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       52254 | OU      | $138.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-251.2500% 07-31-51 - 99Z13P6B                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      344720 | PA      | $204695.90    | 0.41%             | 2051-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $2939.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      225000 | PA      | $132040.62    | 0.27%             | 2050-11-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WISETECH GLOBAL LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -14766 | OU      | $-446.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MAPLEBEAR INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       59860 | OU      | $-2817.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MORGAN STANLEY CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      144719 | OU      | $20793.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REPSOL YPF SA CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -26019 | OU      | $-1369.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-12181.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEXTRACKER INC TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3787 | OU      | $-213.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $8272.93      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-250.9500% 03-01-37 - 99Z13O5Q                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2037-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.90625% 06/17/2027 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      641000 | OU      | $-485.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GOLDMAN SACHS USD RATES VO TRS 0.0000% 11-28-2025                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       95915 | OU      | $-7244.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2700000 | PA      | $0.00         | 0.00%             | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $146.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CNX RESOURCES CORP TRS 0.0000% 05-20-2033                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11119 | OU      | $200.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BAYTEX ENERGY CORP CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -47451 | OU      | $1749.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1141.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1198.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDNOK(USD) 05/22/25 10.439C                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     -128000 | OU      | $-1276.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-116.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CORPORACION MAPFRE SA CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -48571 | OU      | $-4029.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3784.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1883.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KERRY GROUP PLC-A CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       -2561 | OU      | $-59.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5290.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EO-USDSEK(USD) 05/30/25 11.5C                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      625000 | OU      | $5.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HUBSPOT INC - CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       57336 | OU      | $12986.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 2.47% 04/30/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      850000 | OU      | $-279.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IMI PLC CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       29861 | OU      | $2578.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GLENCORE PLC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JE        |        7848 | OU      | $-426.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $685.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |           1 | NC      | $113.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EDP RENOVAVEIS SA CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -29989 | OU      | $-2891.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 4.075% 03/17/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |     1370000 | OU      | $-2417.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $5526.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MICRON TECHNOLOGY INC TRS 0.0000% 05-20-2033                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       17935 | OU      | $2379.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1038.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | iTraxx Europe Crossover Series 43 Version 1 5% 06/                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |     2305000 | OU      | $-184224.34   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 4.48% 09/17/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |      990000 | OU      | $-4310.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SEGRO PLC TRS 0.0000% 05-05-2028                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      -12830 | OU      | $-904.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                             | Talos Production Inc                                                            | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      280000 | PA      | $268419.03    | 0.54%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-139.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $9367.90      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1863.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2880.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                    | CommScope LLC                                                                   | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Short            | DBT              | CORP              | US        |     -550000 | PA      | $-486819.30   | -0.98%            | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $91.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $192.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-37.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VONOVIA SE TRS 0.0000% 05-05-2028                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -17366 | OU      | $-2672.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADOBE INC CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -73449 | OU      | $-6796.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BLUEPRINT MEDICINES CORP CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9765 | OU      | $617.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $1878.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO OAT FUTURE JUN 25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -88 | NC      | $-103533.20   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $12.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-141606.16   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VIATRIS INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -13630 | OU      | $-1450.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PROCEPT BIOROBOTICS CORP CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12022 | OU      | $-123.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-253.7500% 07-22-52 - 99Z13P6N                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2052-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ICADE CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -2191 | OU      | $-58.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIATRIS INC                                      | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      400000 | PA      | $251734.55    | 0.51%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Union                                   | EU FWD 05-15-250.3000% 11-04-50 - 99Z13O55                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |     -463000 | PA      | $-251676.85   | -0.51%            | 2050-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $1062.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BIOMERIEUX CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -18080 | OU      | $-1074.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |     -928453 | PA      | $0.00         | 0.00%             | 2027-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $11106.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1125.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CH        |           1 | NC      | $6494.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PEYTO EXPLORATION & DEV CORP CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       54969 | OU      | $-159.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-518.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.2595% 09/17/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -409990000 | OU      | $729.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ENEOS HOLDINGS INC CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1053724 | OU      | $-62.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AIRBUS SE TRS 0.0000% 05-20-2033                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      -21641 | OU      | $-2166.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QUALCOMM INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -583 | OU      | $-10.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NOVOZYMES A/S-B SHARES CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -147862 | OU      | $-1167.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $6859.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Board of Trade                          | SUGAR (112000) JUL 25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -10 | NC      | $13978.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LONDON STOCK EXCHANGE GROUP CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      227117 | OU      | $6946.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-15-254.7500% 09-01-44 - 99Z13O5L                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -1482000 | PA      | $-1834745.66  | -3.68%            | 2044-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SEK 1.96875% 06/17/2027 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SE        |    10015000 | OU      | $1065.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AVANZA BANK HOLDING AB CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -986600 | OU      | $-3869.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTUITIVE SURGICAL INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8430 | OU      | $-854.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government CPI-Linked Bonds                | Japan Government CPI-Linked Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   255614400 | PA      | $1849238.57   | 3.71%             | 2033-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BAKER HUGHES CO TRS 0.0000% 05-20-2033                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9904 | OU      | $628.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2092.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BNP PARIBAS SA TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |      -67732 | OU      | $187.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $127.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $648.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-1196.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.2500% 07-31-34 - 99Z13P6Q                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -6028000 | PA      | $-7985562.73  | -16.04%           | 2034-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 10.729% 09/18/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     1995000 | OU      | $197.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $103.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PAYCOM SOFTWARE INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       14022 | OU      | $1372.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ELASTIC NV TRS 0.0000% 05-20-2033                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -7340 | OU      | $-1021.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 8.907% 06/16/2027 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |   -19581000 | OU      | $22621.35     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GECINA SA CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |       -7304 | OU      | $-751.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.4375% 06/17/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |     -488000 | OU      | $852.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NATIONAL GRID PLC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |        6264 | OU      | $218.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $36.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MASTERCARD INC-CLASS A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       37895 | OU      | $3209.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROKU INC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -12662 | OU      | $-1928.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-7447.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-5232.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $154.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ON HOLDING AG TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -36099 | OU      | $-4602.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CORECIVIC INC TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       16641 | OU      | $406.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ICON PLC                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       13122 | OU      | $53.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Twitter, Inc.                                    | Twitter, Inc. 2025 Fixed Term Loan                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      925000 | PA      | $901680.75    | 1.81%             | 2029-10-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MEBUKI FINANCIAL GROUP INC TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    17632131 | OU      | $11466.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AIRBUS SE TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |      -11134 | OU      | $-812.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $1256.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1504.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | META PLATFORMS INC MAY 25 640C                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          -3 | NC      | $-780.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-286.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | EO-USDMXN(USD) 03/11/26 21.3105P                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -415000 | OU      | $-31181.69    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $1082.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-7047.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $520.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $127.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QIAGEN N.V. CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |       28828 | OU      | $847.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EO-USDZAR(USD) 03/12/26 18.965P                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -415000 | OU      | $-19663.82    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERMEDIATE CAPITAL GROUP CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -38439 | OU      | $-3898.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $2818.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NTG NORDIC TRANSPORT GROUP A CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |      132966 | OU      | $93.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BLOCK INC TRS 0.0000% 05-20-2033                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       21847 | OU      | $2535.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INPOST SA CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      -39945 | OU      | $-3418.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                          | Aethon United BR LP / Aethon United Finance Corp                                | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100404.29    | 0.20%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | OCCIDENTAL PETROLEUM CORP CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -62659 | OU      | $-1067.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EDP RENOVAVEIS SA CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |      -14793 | OU      | $-1558.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OPTION CARE HEALTH INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20904 | OU      | $32.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPDR S&P OIL & GAS EXPLOR TRS 0.0000% 05-15-2033                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -45145 | OU      | $-245.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 3.84375% 06/18/2026 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |    -1766000 | OU      | $6428.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1170.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RECORDATI SPA CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -19996 | OU      | $-1746.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WAL MART STORES STK CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -112315 | OU      | $-3412.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-71.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SAP SE-SPONSORED ADR CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |      -22791 | OU      | $-2630.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $7441.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $506.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ADDTECH AB-B SHARES CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -159904 | OU      | $-1123.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | PLATINUM JUL 25                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $-1970.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KKR & CO INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       67645 | OU      | $6515.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                          | SGB FWD 05-02-252.2500% 05-11-35 - 99Z13HRD                                     | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |           0 | PA      | $0.00         | 0.00%             | 2035-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GE VERNOVA INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3757 | OU      | $692.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 05-02-253.8500% 10-01-40 - 99Z13HR1                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |           0 | PA      | $0.00         | 0.00%             | 2040-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASTRAZENECA PLC CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |        -603 | OU      | $-56.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CONSUMER DISCRETIONARY MAY 25 207.5C                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          30 | NC      | $2850.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MARRIOTT INTERNATIONAL INC TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -106393 | OU      | $-7648.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2101.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2260000 | PA      | $2288353.44   | 4.60%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BUY Fixed CDS BRAZI 1 06-30     1.0000% 06-20-30                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | BR        |      100000 | OU      | $3537.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $1337.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                          | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Short            | DBT              | CORP              | US        |     -517000 | PA      | $-487856.60   | -0.98%            | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-58594.97    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL  GAS SEP 25                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $-7920.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | DBR FWD 05-15-254.2500% 07-04-39 - 99Z13O5R                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |           0 | PA      | $0.00         | 0.00%             | 2039-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-250.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NETFLIX INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       32978 | OU      | $10027.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MERCIALYS SA TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       39079 | OU      | $1345.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AIB GROUP PLC CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      107723 | OU      | $8510.28      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Inflation-Linked Gilts                      | U.K. Inflation-Linked Gilts                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2047-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                            | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      545000 | PA      | $555186.05    | 1.11%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-536.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UBIQUITI INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -575 | OU      | $-77.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3743.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDCAD(USD) 07/10/25 1.401C                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       36000 | OU      | $184.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PILGRIM'S PRIDE CORP CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -2238 | OU      | $-54.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-29786.39    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DEVON ENERGY CORPORATION CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -9127 | OU      | $-574.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3253.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1752.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.78% 09/17/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -220000 | OU      | $334.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $-281.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                          | SPIE SA - W/I                                                                   | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |         160 | NS      | $7852.20      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | OTTER TAIL CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8055 | OU      | $-200.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE    Jan26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           3 | NC      | $1431.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FOX CORP - CLASS A CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        -501 | OU      | $2.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | S&P 500 INDEX 05/16/25 5746.42P  OTC-E                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        5903 | NC      | $197.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $6088.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $107.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | AU        |           1 | NC      | $152.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 09/12/25W 95.7P                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |        -106 | NC      | $-4424.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-7615.72     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 5 Fixed     2.6600% 01-10-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2371000 | NC      | $4736.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHIGA BANK LTD/THE CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    17884880 | OU      | $-3932.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $5067.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      333000 | PA      | $0.00         | 0.00%             | 2046-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MICRON TECHNOLOGY INC TRS 0.0000% 05-15-2033                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5122 | OU      | $341.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.888% 09/17/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      -80000 | OU      | $14.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $7809.59      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-9989.56     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $4820.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OUTSURANCE GROUP LTD CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ZA        |      -53737 | OU      | $-238.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ALUMINUM (LISTED) SEP 25                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $7182.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB JUL 25                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $-109.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SPDR S&P REGIONAL BANKING  TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -791360 | OU      | $-30225.20    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $1291.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78530.21     | 0.16%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | 3M CORRA FUTURES JUN 25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           8 | NC      | $-509.04      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $1546.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | OBL FWD 05-15-252.2000% 04-13-28 - 99Z13O5S                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |           0 | PA      | $0.00         | 0.00%             | 2028-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-18736.23    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD TWD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1548.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -3467000 | PA      | $-3567275.56  | -7.16%            | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KINETIK HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -11074 | OU      | $574.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HIGHPEAK ENERGY INC TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6368 | OU      | $336.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | GAS OIL JUL 25                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCO              |  | GB        |          -1 | NC      | $284.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANKINTER SA TRS 0.0000% 05-15-2033                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |     -110179 | OU      | $-1333.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 04-30-254.7500% 09-01-44 - 99Z13H6Y                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      330000 | PA      | $0.00         | 0.00%             | 2044-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS INR 6.085% 06/18/2030 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IN        |   -11911000 | OU      | $2855.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAVILLS PLC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       32959 | OU      | $22.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | LEAN HOGS FUTURE  Feb 26                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |           2 | NC      | $357.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-407.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RYANAIR HOLDINGS PLC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |        8077 | OU      | $510.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDJPY(USD) 05/29/25 143.04C                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       35000 | OU      | $372.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UAE International Government Bonds               | UAE International Government Bonds                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | DBT              | NUSS              | AE        |     -200000 | PA      | $-183500.00   | -0.37%            | 2052-07-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $1304.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $8.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -3800532 | PA      | $-3845770.03  | -7.72%            | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-811.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SHARKNINJA INC TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KY        |       15190 | OU      | $-136.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $177.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WH SMITH PLC. CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       21765 | OU      | $593.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BLUE OWL CAPITAL INC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -281317 | OU      | $-36343.16    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-193.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB OCT 25                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $2679.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| European Union                                   | EU FWD 05-15-251.2500% 02-04-43 - 99Z13O5E                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |      387000 | PA      | $308178.21    | 0.62%             | 2043-02-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMET HOLDING AG TRS 0.0000% 05-20-2033                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -24690 | OU      | $-1298.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PRIMO BRANDS CORP CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3385 | OU      | $118.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | FRTR FWD 05-12-253.0000% 06-25-49 - 99Z13O8J                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1245000 | PA      | $1249070.71   | 2.51%             | 2049-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $3149.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GECINA SA CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       -9105 | OU      | $-41.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $1463.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $26880.05     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.75% 09/17/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    -1460000 | OU      | $27794.30     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | ACGB FWD 05-14-251.5000% 06-21-31 - 99Z13NPL                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |           0 | PA      | $0.00         | 0.00%             | 2031-06-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BELLRING BRANDS INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       63865 | OU      | $1318.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.7500% 12-07-38 - 99Z13P6S                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2294000 | PA      | $3078168.36   | 6.18%             | 2038-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS INR 6% 06/18/2030 LCH                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IN        |   -15647000 | OU      | $3088.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $130.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $35455.45     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | ZA        |           1 | NC      | $15719.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | HEATING OIL JUL 25                                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $1319.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VIPER ENERGY INC CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       34774 | OU      | $1442.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL JUN 25                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -77 | NC      | $-21131.89    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD IDR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-1829.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD CLP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-800.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SAREPTA THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        7912 | OU      | $1510.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CL        |           1 | NC      | $6087.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.47% 07/15/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2935000 | OU      | $-12310.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARBUTUS BIOPHARMA CORP CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       -6760 | OU      | $-716.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-250.6250% 07-31-35 - 99Z13HIY                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2035-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FIRSTENERGY CORP TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7921 | OU      | $-355.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $333.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 3.96875% 09/17/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |     -705331 | OU      | $572.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | QUANTA SERVICES INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1092 | OU      | $-78.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | COPPER (25000) SEP 25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $-7162.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.09% 06/18/2030 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     3065000 | OU      | $-27213.95    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CIRS MYR 3.507% 09/17/2030 BILATERAL                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | MY        |    -1127000 | OU      | $2743.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.529% 06/18/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |       59000 | OU      | $-1467.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SMITHS GROUP PLC TRS 0.0000% 05-05-2028                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       12780 | OU      | $1761.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       74000 | PA      | $72563.64     | 0.15%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $5.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $318.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2035.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SCHLUMBERGER NV TRS 0.0000% 05-15-2033                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CW        |     -143307 | OU      | $3324.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $123.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $180.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDINCELL SA                                     | MEDINCELL SA                                                                    | CUSIP: 000000000<br>LEI: 969500R79U6PXCL2FF46 | Long             | EC               | CORP              | FR        |         243 | NS      | $4198.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ALLIANT ENERGY CORP CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -7586 | OU      | $-43.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | VALMET OYJ TRS 0.0000% 05-05-2028                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FI        |       -1711 | OU      | $-447.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-22.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ADVANCED MICRO DEVICES INC TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -56213 | OU      | $-7746.03     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SARTORIUS AG-VORZUG CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      -15646 | OU      | $-417.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1429.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2570.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $278.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MERCEDES-BENZ GROUP AG CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       -4012 | OU      | $182.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UNICREDIT SPA CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IT        |      591683 | OU      | $137137.97    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | AU        |           1 | NC      | $157.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STRAUMANN HOLDING AG REG CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -21755 | OU      | $-1135.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | JENOPTIK AG CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       18035 | OU      | $1447.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.5445% 06/18/2027 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  -199863000 | OU      | $975.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4014.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds             | RAGB FWD 05-09-253.1500% 10-20-53 - 99Z13H38                                    | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      210000 | PA      | $227434.10    | 0.46%             | 2053-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $7115.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MARVELL TECHNOLOGY INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19876 | OU      | $3530.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $377.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S&P 500 INDEX 06/20/25 5588.28P OTC-E                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       56848 | NC      | $1660.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-24435.34    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $118.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SPDR S&P BIOTECH ETF CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -29373 | OU      | $-2894.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4053.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 3.59375% 12/16/2029 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |     8058000 | OU      | $2419.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.6250% 01-31-34 - 99Z13P5V                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |     -990000 | PA      | $-1351240.42  | -2.71%            | 2034-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | US TSY NOTE 5YR-FUTURE 05/23/25 109.5C                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |          12 | NC      | $5250.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5584.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-18.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NOMURA HOLDINGS INC TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    17198820 | OU      | $122.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2013.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PROSUS NV CFD                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NL        |        -724 | OU      | $-67.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOLOGIC INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3530 | OU      | $78.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WESTERN UNION CO CFD                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3566 | OU      | $-80.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KT CORP TRS 0.0000% 05-15-2033                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |        5427 | OU      | $625.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-6781.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $81.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $292.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERTIV HOLDINGS CO TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -47172 | OU      | $-5934.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | S&P 500 INDEX MAY 25 5500C                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |           2 | NC      | $31790.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $456.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-EURSEK(EUR) 05/08/25 11.0365P                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     -117000 | OU      | $-1285.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 4.98% 06/18/2027 CMD                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |  -243510000 | OU      | $3268.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 04-30-252.5000% 05-31-27 - 99Z13H51                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2755000 | PA      | $0.00         | 0.00%             | 2027-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FORTINET INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11868 | OU      | $-1413.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -1065000 | PA      | $-1048292.58  | -2.11%            | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $-168.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Short            | DBT              | CORP              | KY        |      -15000 | PA      | $-14542.05    | -0.03%            | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMERICAN EXPRESS CO CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      151576 | OU      | $2142.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HIGHPEAK ENERGY INC CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -4744 | OU      | $474.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $5890.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MCKESSON CORP CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9007 | OU      | $-259.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOCUSIGN INC  SWP MS                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        9996 | OU      | $549.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTEGER HOLDINGS CORP CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6465 | OU      | $-608.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NET POWER INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1706 | OU      | $-422.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-6557.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ENEOS HOLDINGS INC CFD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | JP        |    -2513300 | OU      | $-2111.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                   | European Union Bills                                                            | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Short            | DBT              | NUSS              | SD        |     -463000 | PA      | $0.00         | 0.00%             | 2050-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NESTLE SA TRS 0.0000% 05-20-2033                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -15166 | OU      | $-301.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.59375% 06/16/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1508000 | OU      | $-7804.86     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEW JERSEY RESOURCES CORP CFD                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -22810 | OU      | $-93.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CORVEL CORP CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9034 | OU      | $115.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $2688.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 8.127% 09/11/2030 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |    16664000 | OU      | $-7276.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SELL Fixed CDS COLOM 1 06-30     1.0000% 06-20-30                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | CO        |      125000 | OU      | $-9025.85     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS GBP 4.53% 10/22/2026 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    -6041000 | OU      | $90123.67     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-15.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | SUNOCO LP                                                                       | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      395000 | PA      | $394468.14    | 0.79%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $526.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AMBU A/S-B CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -443916 | OU      | $-3797.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-29.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -1129000 | PA      | $0.00         | 0.00%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | O REILLY AUTOMOTIVE INC CFD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1334 | OU      | $-81.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1809.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SCHNEIDER ELECTRIC SA CFD (EUR)                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -12602 | OU      | $-229.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APA CORP                                         | APA Corp                                                                        | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      150000 | PA      | $131275.94    | 0.26%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-16.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $714.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-20982.99    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | SOLD CLP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $4728.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $9989.25      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CZ        |           1 | NC      | $308.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-250.2500% 07-31-31 - 99Z13P66                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HKD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HK        |           1 | NC      | $0.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RECURSION PHARMACEUTICALS-A CFD                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3700 | OU      | $32.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CADENCE DESIGN STK - CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       19295 | OU      | $2440.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $224.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond           | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Short            | DBT              | NUSS              | BG        |     -225000 | PA      | $-255208.61   | -0.51%            | 2044-09-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOCIETE GENERALE-A CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      191584 | OU      | $30041.11     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MOTOROLA SOLUTIONS INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8613 | OU      | $-195.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GILEAD SCIENCES INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8659 | OU      | $-183.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.558% 04/11/2055 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -645000 | OU      | $519.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | KINDER MORGAN INC TRS 0.0000% 05-15-2033                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -13801 | OU      | $466.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS KRW 2.632% 09/17/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | KR        |  1302285000 | OU      | $-21674.50    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $3152.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ILS 3.816% 09/17/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | IL        |    -9570000 | OU      | $4307.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FLUIDRA SA CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       39282 | OU      | $1152.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2415.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT COP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-9402.12     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | UTILITIES SELECT SECTOR SPDR (BARC SWAP)                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -55337 | OU      | $-760.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NOVARTIS AG-REG SHS CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |        8252 | OU      | $340.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $-122.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BEIJER REF AB CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |     -166286 | OU      | $-540.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SELL Fixed CDS PERU 1 06-30     1.0000% 06-20-30                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | PE        |      135000 | OU      | $36.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AMGEN CFD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -20376 | OU      | $302.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TECNICAS REUNIDAS SA CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | ES        |       35301 | OU      | $2054.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                       | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      140000 | PA      | $131984.13    | 0.27%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IONOS Group SE                                   | IONOS SE                                                                        | CUSIP: 000000000<br>LEI: 54930038KPLOYRDHV375 | Long             | EC               | CORP              | DE        |         181 | NS      | $6063.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TENCENT HOLDINGS LTD CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -60521 | OU      | $-730.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-1776.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $3108.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $2669.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WISE PLC TRS 0.0000% 05-05-2028                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       -6570 | OU      | $-1099.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT PEN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-2176.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CBOE GLOBAL MARKETS INC TRS 0.0000% 05-20-2033                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -115342 | OU      | $-3986.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | AMKOR TECHNOLOGY INC CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -7331 | OU      | $-992.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $69126.05     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | RYANAIR HOLDINGS PLC TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |         856 | OU      | $53.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CIRS MYR 3.424% 09/17/2027 BILATERAL                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | MY        |     1600000 | OU      | $-1872.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TOURMALINE OIL CORP TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |         729 | OU      | $1.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |           1 | NC      | $2253.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WOODSIDE ENERGY GROUP LTD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -102784 | OU      | $-2856.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | UCB SA TRS 0.0000% 05-05-2028                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |       40587 | OU      | $7184.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BAWAG GROUP AG CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | AT        |      130140 | OU      | $15285.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EXPEDIA GROUP INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -6064 | OU      | $-213.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-GBPCHF(GBP) 05/08/25 1.0772P                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      100000 | OU      | $193.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $54.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PEPSICO INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -3293 | OU      | $175.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2086.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DOLLARAMA INC CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CA        |       -4681 | OU      | $-428.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $-547.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CLOUDFLARE INC - CLASS A CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3492 | OU      | $-372.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES MSCI BRAZIL ETF CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      920691 | OU      | $-2277.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2986.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA            | Banque Federative du Credit Mutuel SA                                           | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Short            | DBT              | CORP              | FR        |     -200000 | PA      | $-230791.52   | -0.46%            | 2034-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-893.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                 | OBL FWD 05-15-252.2000% 04-13-28 - 99Z13O5S                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |    -1096780 | PA      | $-1263149.76  | -2.54%            | 2028-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Short            | DBT              | NUSS              | DE        |     -520500 | PA      | $0.00         | 0.00%             | 2035-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NESTLE SA TRS 0.0000% 05-15-2033                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -42067 | OU      | $-1004.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.96875% 12/17/2026 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      880000 | OU      | $-4622.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      932000 | PA      | $0.00         | 0.00%             | 2054-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $71042.80     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | COMFORT SYSTEMS USA INC CFD                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4594 | OU      | $-971.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond | Republic of Poland Government International Bond                                | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |      -60000 | PA      | $-70178.17    | -0.14%            | 2034-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $487.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AXON ENTERPRISE INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1626 | OU      | $-214.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $142.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 3.40625% 09/19/2034 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |      417000 | OU      | $-3533.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS MXN 9.1175% 09/12/2035 CMD                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |     4723500 | OU      | $384.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CELESTICA INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       12386 | OU      | $417.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ACCIONA S.A. CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |      -18786 | OU      | $-1869.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $10569.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SULZER AG-REG CFD                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |        6606 | OU      | $996.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LINEA DIRECTA ASEGURADORA SA CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | ES        |       34296 | OU      | $3467.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TAIWAN SEMI MFG CO LTD TRS 0.0000% 05-05-2028                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | TW        |        8332 | OU      | $1169.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $7416.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6385.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $2216.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 8.93% 09/17/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |    -8278000 | OU      | $2213.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2192.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | FREEPORT-MCMORAN INC TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      739475 | OU      | $28756.38     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2852.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $25516.21     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | CA        |           1 | NC      | $5621.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BANK OF IRELAND GROUP PLC CFD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |        5124 | OU      | $532.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD TWD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-704.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | REVVITY INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -19121 | OU      | $-779.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VISA INC-CLASS A SHRS CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6722 | OU      | $-533.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1895.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $758.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UNILEVER PLC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -2099 | OU      | $58.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CELESTICA INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       32763 | OU      | $352.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD ILS/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-7646.55     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PEARSON PLC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | GB        |      -35328 | OU      | $-836.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZSCALER INC CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1937 | OU      | $-324.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4431.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $24052.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT PLN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | PL        |           1 | NC      | $6238.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTUITIVE SURGICAL INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       64160 | OU      | $6504.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       74000 | PA      | $73980.78     | 0.15%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WAVE LIFE SCIENCES LTD CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | SG        |       -1926 | OU      | $-637.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PNC FINANCIAL SERVICES GROUP CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -635742 | OU      | $-25658.47    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-11093.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DIVERSIFIED ENERGY CO PLC CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -8636 | OU      | $-602.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.04% 09/17/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -146000 | OU      | $787.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $6740.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1295.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS HUF 6.666% 06/18/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | HU        |   -63400000 | OU      | $4274.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | APPLE COMPUTER WEEKLY 05/02/25W 230C                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         -15 | NC      | $-345.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CANADIAN NATURAL RESOURCES CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      100682 | OU      | $3881.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | COPPER (25000) JUL 25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $-5619.57     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | EO-USDCAD(USD) 11/26/25 1.3857P                                                 | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |      413000 | OU      | $10934.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $7636.52      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1966.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QatarEnergy                                      | Qatar Petroleum                                                                 | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      250000 | PA      | $167500.00    | 0.34%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-21500.46    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FORMFACTOR INC CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -7147 | OU      | $-900.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4935.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CELLDEX THERAPEUTICS INC CFD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       14935 | OU      | $1999.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SIKA AG TRS 0.0000% 05-15-2033                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -17671 | OU      | $-1017.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | ICE 3MONTH SONIA OPTION 12/12/25W 95.9P                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |          51 | NC      | $8515.08      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SURGERY PARTNERS INC CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        6222 | OU      | $539.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PARTNERS GROUP-REG CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -53626 | OU      | $-2157.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $9753.23      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                       | ACGB FWD 05-14-251.2500% 05-21-32 - 99Z13NPE                                    | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Short            | DBT              | NUSS              | AU        |     -558000 | PA      | $-300325.90   | -0.60%            | 2032-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $557.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5818.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SHIFT4 PAYMENTS INC TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4843 | OU      | $-146.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-7014.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |           1 | NC      | $2246.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VESTAS WIND SYSTEMS A/S CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DK        |        -453 | OU      | $2.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DELIVERY HERO SE TRS 0.0000% 05-05-2028                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -11076 | OU      | $-1941.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $527.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT HUF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |           1 | NC      | $2738.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LIBERTY MEDIA CORP-LIBERTY TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       34786 | OU      | $2278.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3734.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 6297782 LLC                                      | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAG7<br>LEI: 254900Z1WAY7QFQ7O850 | Short            | DBT              | CORP              | US        |      -75000 | PA      | $-69552.65    | -0.14%            | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                           | Province of Manitoba                                                            | CUSIP: 000000000<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      612000 | PA      | $391525.21    | 0.79%             | 2034-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT KRW/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $4450.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S&P 500 INDEX WEEK 07/31/25W 5400P                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           1 | NC      | $15965.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD NZD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-4522.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BRENNTAG SE TRS 0.0000% 05-05-2028                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       32512 | OU      | $2855.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $2731.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD INR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1384.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | IMPERIAL OIL LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |       -9438 | OU      | $-639.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | S&P 500 INDEX 09/19/25 5811.25P OTC-E                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       37305 | NC      | $2160.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond | Republic of Poland Government International Bond                                | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |      -85000 | PA      | $-98391.97    | -0.20%            | 2043-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3608.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HOYA CORPORATION CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -936300 | OU      | $-504.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797NV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1718500 | PA      | $1708431.26   | 3.43%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-254.3750% 01-31-40 - 99Z13HIU                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2040-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91525.06     | 0.18%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BROOKFIELD ASSET MGMT-A CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -13264 | OU      | $-782.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | WALT DISNEY CO CFD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -6164 | OU      | $-566.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NVIDIA CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      140504 | OU      | $16231.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT ZAR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-35483.06    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WORKDAY INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -86496 | OU      | $-12483.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CISCO SYSTEMS INC CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      172392 | OU      | $1895.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DOMINION ENERGY INC TRS 0.0000% 05-15-2033                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       15488 | OU      | $282.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | DBT              | CORP              | US        |     -725000 | PA      | $-775900.81   | -1.56%            | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.7500% 12-07-30 - 99Z13P5O                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -2830000 | PA      | $-3948860.63  | -7.93%            | 2030-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1510.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 13.91% 01/02/2029 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     -921443 | OU      | $2373.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Capital, Inc.                                | PSPCAP FWD 05-14-254.6000% 02-06-29 - 99Z13NPG                                  | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | CORP              | CA        |     1787000 | PA      | $1173741.04   | 2.36%             | 2029-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS NOK 3.96875% 09/17/2035 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NO        |      694000 | OU      | $-698.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -14911300 | PA      | $-1327188.51  | -2.67%            | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                | GEO Group Inc/The                                                               | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      525000 | PA      | $573637.59    | 1.15%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds             | Qatar Government International Bonds                                            | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Short            | DBT              | NUSS              | QA        |     -200000 | PA      | $-182800.00   | -0.37%            | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WESTPAC BANKING CORP TRS 0.0000% 05-15-2033                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |     -117288 | OU      | $-5286.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SMITH & NEPHEW ASSOC CFD GBP                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       -5998 | OU      | $-634.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | FABEGE AB CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -910576 | OU      | $415.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |           1 | NC      | $1736.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $2133.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-250.5000% 10-22-61 - 99Z13P60                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2061-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PALO ALTO NETWORKS INC CFD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -2896 | OU      | $-655.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD CNH/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $288.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAFRAN SA TRS 0.0000% 05-20-2033                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      312595 | OU      | $33775.32     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $15.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TRACTOR SUPPLY COMPANY CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -59551 | OU      | $-382.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT CLP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $-4334.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.7500% 10-22-43 - 99Z13P6P                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1022500 | PA      | $1315805.52   | 2.64%             | 2043-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL (USD) 06/18/25                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $515.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -2700000 | PA      | $0.00         | 0.00%             | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | DISCOVER FINANCIAL SERVICES CFD                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1056 | OU      | $-222.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KLA CORP CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -2483 | OU      | $-327.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.34375% 09/17/2027 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -3666000 | OU      | $40668.74     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SK HYNIX INC CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | KR        |         871 | OU      | $13.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NOV INC CFD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -43414 | OU      | $1199.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2049.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PKO BANK POLSKI SA CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | PL        |     -137155 | OU      | $-1256.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRANSUNION CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      353762 | OU      | $61286.75     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SAP SE CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       24472 | OU      | $4973.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $2448.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Union                                   | EU FWD 05-02-253.3750% 12-12-35 - 99Z13LYY                                      | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | SD        |           0 | PA      | $0.00         | 0.00%             | 2035-12-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT NOK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | NO        |           1 | NC      | $1639.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GOLDMAN SACHS FV WEEKLY TRS 0.0000% 05-30-2025                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      302202 | OU      | $-6045.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $339.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                         | Abu Dhabi Developmental Holding Co PJSC                                         | CUSIP: 00402AAB7<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $198500.00    | 0.40%             | 2035-05-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-254.2500% 12-07-40 - 99Z13P5U                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2040-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1214.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-21525.29    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | S&P 500 INDEX MAY 25 5350P                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           1 | NC      | $3840.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                    | CIRS MYR 3.49% 06/18/2030 BILATERAL                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              |  | MY        |    -1380000 | OU      | $3086.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FORTINET INC CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -11176 | OU      | $-2001.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CZK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-13299.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SELL Fixed CDS MALAY 1 06-30     1.0000% 06-20-30                               | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DCR              |  | MY        |      100000 | OU      | $1828.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BUY Fixed CDS BRAZI 1 06-30     1.0000% 06-20-30                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | BR        |       60000 | OU      | $2122.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bonds               | GGB FWD 05-15-254.1250% 06-15-54 - 99Z13O4K                                     | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1531000 | PA      | $1745903.89   | 3.51%             | 2054-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-253.7500% 07-22-52 - 99Z13HJA                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2052-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IPSEN CFD                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       -6259 | OU      | $-796.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities USA LLC                            | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | CA        |           1 | NC      | $116.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ZINC 05/21/25                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           3 | NC      | $-23667.25    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |           1 | NC      | $30779.61     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT MXN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $-138.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | CHARTER COMMUNICATIONS INC TRS 0.0000% 05-05-2028                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       39281 | OU      | $6958.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WELLS FARGO & CO TRS 0.0000% 05-15-2033                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      395928 | OU      | $40996.70     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CALUMET INC TRS 0.0000% 05-20-2033                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3854 | OU      | $-576.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-189.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NOVATEK MICROELECTRONICS COR CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -12235 | OU      | $-735.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $2440.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | MONGODB INC CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       18275 | OU      | $3073.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | GAMMA COMMUNICATIONS PLC TRS 0.0000% 05-20-2033                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      -14521 | OU      | $-1665.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMAZON.COM INC WEEKLY 05/02/25W 177.5P                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          17 | NC      | $5780.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LG ENERGY SOLUTION CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | KR        |      -19021 | OU      | $929.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TAKEDA PHARMACEUTICAL CO LTD GSI CFD                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |    -1221480 | OU      | $-273.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-248.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TRIMBLE NAVIGATION LTD - CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1406 | OU      | $-148.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TC ENERGY CORP TRS 0.0000% 05-20-2033                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      -91282 | OU      | $-2542.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BEIGENE LTD CFD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      -71649 | OU      | $-2266.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-3991.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $-441.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KERRY GROUP PLC-A CFD                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IE        |      -30000 | OU      | $157.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NEPI ROCKCASTLE N.V. CFD                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |      598659 | OU      | $862.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DIAMONDBACK ENERGY INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       21441 | OU      | $-55.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AXFOOD AB CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -150207 | OU      | $-1339.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DANONE CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |        2918 | OU      | $147.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |           1 | NC      | $1895.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | TOPIX JUN 25                                                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           3 | NC      | $7326.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DEUTSCHE BANK AG TRS 0.0000% 05-20-2033                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      185379 | OU      | $-903.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RENESAS ELECTRONICS CORP CFD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     4041695 | OU      | $2177.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | OTTER TAIL CORP CFD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4118 | OU      | $-89.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VERIZON COMMUNICATIONS INC TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -113602 | OU      | $1072.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797PK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     3610900 | PA      | $3599877.04   | 7.23%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD BRL/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1591.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EURONET SERVICES INC. CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13847 | OU      | $-1117.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | RINGKJOEBING LANDBOBANK A/S CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |     -898101 | OU      | $-13118.67    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB SEP 25                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $6379.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VANECK OIL SERVICES CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -297052 | OU      | $1858.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | JP        |           1 | NC      | $820.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $4383.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $2270.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.396% 09/17/2035 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |   299143000 | OU      | $-9573.05     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VUSIONGROUP TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |       -1596 | OU      | $201.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DIAMONDBACK ENERGY INC CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       58091 | OU      | $1973.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-USDJPY(USD) 05/19/25 149.93P                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      -36000 | OU      | $-1923.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $5802.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | HYATT HOTELS CORP - CL A CFD                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -530 | OU      | $-33.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES 20+ YEAR TSY BOND  TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -219684 | OU      | $-4706.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-08-251.9000% 10-31-52 - 99Z13H2L                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |           0 | PA      | $0.00         | 0.00%             | 2052-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.44% 08/15/2054 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      716500 | OU      | $-13433.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | CORN JUL 25                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -12 | NC      | $-1386.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | AVAGO TECHNOLOGIES LTD MAY 25 155P                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |           2 | NC      | $124.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5873.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PUBLIC SERVICE ENTERPRISE GP CFD                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -12264 | OU      | $-445.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT PEN/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $316.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-15305.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $1755.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PENUMBRA INC CFD                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -8440 | OU      | $-637.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-4205.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-253.5000% 01-22-45 - 99Z13P68                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      880500 | PA      | $944288.73    | 1.90%             | 2045-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3214.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MEDIATEK INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |        6464 | OU      | $183.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS ZAR 7.501% 09/17/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | ZA        |     8616000 | OU      | $-4068.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MARVELL TECHNOLOGY INC CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7308 | OU      | $1330.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $6738.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |           1 | NC      | $3259.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD THB/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-748.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANK OF NAGOYA LTD/THE CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |     4615200 | OU      | $5658.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MARATHON PETROLEUM CORP TRS 0.0000% 05-15-2033                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       64067 | OU      | $7798.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALPHA SERVICES AND HOLDING TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GR        |      135340 | OU      | $-777.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ZIMMER HOLDINGS CFD (USD)                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -6828 | OU      | $-488.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $476.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EQUITABLE RESOURCES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      186070 | OU      | $-4476.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EISAI CO LTD CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     1192800 | OU      | $319.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2326000 | PA      | $0.00         | 0.00%             | 2031-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $26786.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $1982.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | LENZ THERAPEUTICS INC CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -5853 | OU      | $-1133.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-EURHUF(EUR) 05/23/25 410.04P                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       46000 | OU      | $752.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PEPSICO INC CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -26568 | OU      | $1350.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NVENT ELECTRIC PLC TRS 0.0000% 05-05-2028                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | IE        |       -9063 | OU      | $-1699.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $2783.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | T-MOBILE US INC CFD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -22694 | OU      | $-25.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CSL LIMITED CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -10740 | OU      | $-211.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 4.0625% 09/18/2035 LCH                                                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     -231000 | OU      | $373.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | IPSOS CFD                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | FR        |        5889 | OU      | $645.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD JPY/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1942.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-618.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                 | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | CH        |           1 | NC      | $-117.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-3.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MR COOPER GROUP INC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       11048 | OU      | $1210.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CAD 2.34375% 09/17/2026 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CA        |     1377000 | OU      | $-1037.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SX86P STXE 600 REALESTATE EUR GSCO CFD                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -34726 | OU      | $-865.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ISHARES TRST-ISHARES IBOXX TRS 0.0000% 05-15-2033                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -364915 | OU      | $-4505.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | KEIYO BANK LTD/THE CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     8702400 | OU      | $4290.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | CRUDE OIL (NY) JUN 25                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $-6635.26     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | SOLD AUD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-710.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 1 Fixed     2.0160% 04-29-27                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     9970000 | NC      | $-3581.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD PEN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-804.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EATON CORP PLC TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -76762 | OU      | $-4778.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | BTPS FWD 04-30-254.7500% 09-01-44 - 99Z13H6Y                                    | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |     -330000 | PA      | $0.00         | 0.00%             | 2044-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NEUROCRINE BIOSCIENCES INC CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -4520 | OU      | $-541.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BEAZLEY PLC/UK CFD                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      221087 | OU      | $-8078.81     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 5.05% 06/18/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     2707000 | OU      | $-44221.78    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      150000 | PA      | $163956.64    | 0.33%             | 2033-05-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-88.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR PAY 5 Fixed     2.6600% 01-10-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2515000 | NC      | $2377.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PARTNERS GROUP HOLDING AG TRS 0.0000% 05-15-2033                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -19521 | OU      | $-38.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $136678.66    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UCB SA CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | BE        |       76689 | OU      | $13399.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-5076.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-581.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                      | Petrobras Global Finance BV                                                     | CUSIP: 71647NBL2<br>LEI: 549300FNENFFSMO3GT38 | Short            | DBT              | CORP              | NL        |      -55000 | PA      | $-52190.05    | -0.10%            | 2035-01-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MONSTER BEVERAGE CORP CFD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       91596 | OU      | $2311.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE INC                                         | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      250000 | PA      | $173514.35    | 0.35%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                           | SPGB FWD 05-02-253.4500% 10-31-34 - 99Z13HRE                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1875000 | PA      | $2199955.45   | 4.42%             | 2034-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BANK OF NEW YORK MELLON CORP CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     -387477 | OU      | $-20121.13    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | COCHLEAR LIMITED CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | AU        |      -11025 | OU      | $-342.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      325000 | PA      | $310367.68    | 0.62%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CONSTELLATION BRANDS INC-A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -77773 | OU      | $-1556.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $298.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SIKA AG-BR CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |       -9606 | OU      | $-709.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-146.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CIE FINANCIERE RICHEMO-A REG CFD                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CH        |      -36063 | OU      | $-1638.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MBX BIOSCIENCES INC CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |         716 | OU      | $301.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | KBC GROUP NV CFD                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BE        |        1367 | OU      | $206.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1275.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT CZK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $5224.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | CIENA CORP CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -9163 | OU      | $-709.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MKS INSTRUMENTS INC TRS 0.0000% 05-20-2033                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        5912 | OU      | $961.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS PLN 5.03% 06/18/2035 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     2714000 | OU      | $-43184.14    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $172737.15    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | EXPAND ENERGY CORP TRS 0.0000% 05-15-2033                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       30227 | OU      | $-95.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-17.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | XX        |           1 | NC      | $963.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WNS HOLDINGS LTD CFD                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JE        |        -673 | OU      | $67.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NOVO NORDISK A/S-B CFD                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DK        |       -7410 | OU      | $-130.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | FIELMANN GROUP AG CFD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       -9348 | OU      | $-2710.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 1.78% 06/18/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |    -7435000 | OU      | $26195.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS BRL 15.2307% 01/04/2027 CMD                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | BR        |     1744076 | OU      | $-7904.47     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | TDK CORP CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     -388994 | OU      | $-365.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PARAMOUNT RESOURCES LTD -A CFD                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CA        |      -28692 | OU      | $479.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HUF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $6250.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.03125% 06/16/2030 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1315000 | OU      | $11134.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds              | BGB FWD 05-15-252.8500% 10-22-34 - 99Z13O5C                                     | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |           0 | PA      | $0.00         | 0.00%             | 2034-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2203.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS AUD 4.125% 12/17/2026 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |    -1064000 | OU      | $7280.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | DISCO CORP CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | JP        |     2957040 | OU      | $827.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS CZK 3.365% 06/18/2027 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | CZ        |   -11321000 | OU      | $1779.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1120000 | PA      | $1128119.03   | 2.27%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EBAY INC CFD                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8269 | OU      | $-318.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DATADOG INC TRS 0.0000% 05-15-2033                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4351 | OU      | $348.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | WALLENSTAM AB TRS 0.0000% 05-15-2033                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | SE        |      -15265 | OU      | $-64.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $1468.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | APPLE INC - BSK A                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9833 | OU      | $-579.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOME DEPOT INC 05/02/25W 380C                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |          11 | NC      | $22.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-24731.18    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-102.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                             | IHO Verwaltungs GmbH                                                            | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Short            | DBT              | CORP              | DE        |     -255000 | PA      | $-249496.84   | -0.50%            | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $474.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | EURONET WORLDWIDE INC CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        -808 | OU      | $-83.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4767.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BAKER HUGHES CO TRS 0.0000% 05-15-2033                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -30528 | OU      | $2208.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | NVENT ELECTRIC PLC CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -19013 | OU      | $-1907.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EO-USDCAD(USD) 05/27/25 1.3838C                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       53000 | OU      | $302.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1419.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NVIDIA CORP 05/02/25W 93P                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |           7 | NC      | $35.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BANCA GENERALI SPA CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IT        |       30455 | OU      | $3352.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ATLASSIAN CORP-CL A CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -579 | OU      | $-106.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US TSY NOTE 10 YR JUN 25                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           9 | NC      | $11093.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5054.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ATLASSIAN CORP-CL A CFD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       -1120 | OU      | $-250.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $2738.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SEK/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $5741.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HISCOX LTD CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       90845 | OU      | $-6041.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE Euronext Liffe                              | EURIBOR 3MO (LIFFE) SEP 25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           4 | NC      | $3239.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | EUROFINS SCIENTIFIC CFD                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | LU        |      -20184 | OU      | $-2850.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ASML HOLDING NV-NY REG SHS CFD                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | NL        |       51731 | OU      | $4388.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ACCENTURE PLC-CL A CFD                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IE        |      -21650 | OU      | $-786.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD MXN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5308.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-3020.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DAETWYLER HOLDING AG-BR CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |      -15876 | OU      | $-284.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | FRTR FWD 05-02-253.0000% 05-25-54 - 99Z13HRR                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |           0 | PA      | $0.00         | 0.00%             | 2054-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-9179.39     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US TSY BOND JUN 25                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -1 | NC      | $-1000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $1720.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MIZRAHI TEFAHOT BANK LTD TRS 0.0000% 05-15-2033                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IL        |     -279040 | OU      | $-4326.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | HDFC BANK LTD-ADR CFD                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | IN        |       77404 | OU      | $810.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | NORDEX SE CFD                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |      -54263 | OU      | $-5020.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD GBP/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3818.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PHILLIPS 66 CFD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -11253 | OU      | $-817.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | MOLINA HEALTHCARE INC CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16615 | OU      | $1370.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ALIBABA GROUP HOLDING LTD TRS 0.0000% 05-05-2028                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | KY        |      175194 | OU      | $2613.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SO-IRS EUR REC 5 Fixed     2.6600% 01-10-35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2371000 | NC      | $-5890.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BLACKROCK INC CFD                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     -510633 | OU      | $-12323.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | CH        |     -128093 | OU      | $-6507.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-12816.98    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $1212.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT NZD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $5714.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | ISHARES SEMICONDUCTOR ETF MAY 25 175P                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |           3 | NC      | $870.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS NZD 3.46875% 06/18/2027 LCH                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | NZ        |    -7392400 | OU      | $35996.94     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | HON HAI PRECISION INDUSTRY CFD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | TW        |      -13187 | OU      | $-249.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $904.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | VIKING HOLDINGS LTD CFD                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | BM        |       14845 | OU      | $253.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INTERCONTINENTAL EXCHANGE  TRS 0.0000% 05-20-2033                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      116234 | OU      | $5376.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HILTON WORLDWIDE HOLDINGS MAY 25 230C                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |           7 | NC      | $2240.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | STOREBRAND ASA TRS 0.0000% 05-15-2033                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | NO        |     2365792 | OU      | $8401.19      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SALESFORCE.COM INC 05/16/25W 275C                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |           1 | NC      | $500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | IOVANCE BIOTHERAPEUTICS INC CFD                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -9828 | OU      | $-1627.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 2.286% 09/17/2035 LCH                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |      144000 | OU      | $-1050.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | STRYKER CORP CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4754 | OU      | $-480.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $171.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | BOOKING HOLDINGS INC CFD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -37537 | OU      | $-3256.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-09-250.2500% 07-31-31 - 99Z13P66                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Short            | DBT              | NUSS              | GB        |    -1919342 | PA      | $-2052232.30  | -4.12%            | 2031-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT CAD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |           1 | NC      | $765.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ROKO AB CFD                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     -412061 | OU      | $-2084.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-423.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CNH/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $23.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-253.5000% 01-22-45 - 99Z13HJK                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2045-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $3371.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom Gilts                             | UKT FWD 05-01-253.2500% 01-31-33 - 99Z13HJ1                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |           0 | PA      | $0.00         | 0.00%             | 2033-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ALSTOM CFD                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |      -19848 | OU      | $-1834.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | GEBERIT AG TRS 0.0000% 05-05-2028                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | CH        |      -44318 | OU      | $-6685.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | NATERA INC CFD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -1707 | OU      | $-104.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $19.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4537.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD HKD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-8.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ARGENX SE CFD                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -1046 | OU      | $-111.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALPHABET INC-CL C WEEKLY 05/02/25W 140P                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |         -19 | NC      | $-19.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | VITAL ENERGY INC CFD                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -4066 | OU      | $138.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | SNAP INC - A CFD                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8873 | OU      | $-408.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $842.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | PHILIPS ELECTRONICS NV CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | NL        |       -6348 | OU      | $-455.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |           1 | NC      | $3342.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SEK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-655.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD TWD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-14735.41    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | UBI SOFT ENTERTAINMENT CFD (EUR)                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | FR        |       19198 | OU      | $1847.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.            | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DFE              |  | US        |           1 | NC      | $-2963.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | SUNRUN INC CFD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       20305 | OU      | $-551.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MURPHY OIL CORP CFD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -11407 | OU      | $-89.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | CIRS USD 3.69% 01/15/2032 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1010000 | OU      | $-12623.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | INFINITY NATURAL RESOUR-CL A CFD                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -3849 | OU      | $-80.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT GBP/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $9108.19      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | SOLD CHF/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $965.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | DAYFORCE INC                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        8706 | OU      | $321.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-634.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TARGET CORP CFD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -50118 | OU      | $-2293.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $2196.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ISHARES RUSSELL 2000 ETF CFD - WSC                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -50066 | OU      | $-3714.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | JP        |           1 | NC      | $42145.04     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOLD ZAR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-17707.85    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOUGHT ILS/SOLD USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |           1 | NC      | $-9190.74     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                            | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $2427.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT             | FRTR FWD 05-08-252.5000% 05-25-30 - 99Z13NY6                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |           0 | PA      | $0.00         | 0.00%             | 2030-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ZINC 05/21/25                                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -3 | NC      | $20945.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS EUR 2.94% 06/18/2038 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     1674000 | OU      | $-560.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT AUD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-290.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD NOK/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2651.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | ROIVANT SCIENCES LTD CFD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | BM        |       -5889 | OU      | $-1500.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MASTERCARD INC-CLASS A CFD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      333710 | OU      | $19788.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT SGD/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-17.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-11928.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | BOUGHT EUR/SOLD USD                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $250.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD PLN/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-10198.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TEXAS INSTRUMENTS INC CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -27025 | OU      | $-22.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1651.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | BRUNELLO CUCINELLI SPA CFD                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | IT        |      -13336 | OU      | $-437.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT JPY/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $242947.88    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOUGHT BRL/SOLD USD                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $13258.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                         | Kimmeridge Texas Gas LLC                                                        | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16322.45     | 0.03%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | TEXAS INSTRUMENTS INC CFD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      -23562 | OU      | $-925.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Short            | DBT              | NUSS              | IT        |    -2326000 | PA      | $0.00         | 0.00%             | 2031-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | MIRION TECHNOLOGIES INC CFD                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       -1589 | OU      | $-209.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | AXA SA CFD                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | FR        |     -107970 | OU      | $-8734.17     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND JUN 25 128P                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          19 | NC      | $-22018.84    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD EUR/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1636.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | EO-EURSEK(EUR) 05/22/25 10.927C                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     -111000 | OU      | $-1267.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | CONFLUENT INC-CLASS A CFD                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -8323 | OU      | $-1391.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME LEAD (LISTED) MAY 25                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           8 | NC      | $674.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | CIRS CLP 5.428% 06/18/2030 CMD                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | CL        |  -169527000 | OU      | $6933.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | TAIWAN SEMI MFG CO LTD TRS 0.0000% 05-15-2033                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | TW        |      -15741 | OU      | $-760.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | BOUGHT CHF/SOLD USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-1486.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SOLD CAD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-189.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENERGY SELECT SECTOR SPDR MAY 25 95C                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |          27 | NC      | $108.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | INSPERITY INC CFD                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -24822 | OU      | $3823.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | SOLD SGD/BOUGHT USD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4654.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | LAM RESEARCH CORP TRS 0.0000% 05-20-2033                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        -936 | OU      | $-139.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | ISHARES SEMICONDUCTOR ETF CFD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       -3109 | OU      | $-383.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | WINGSTOP INC TRS 0.0000% 05-20-2033                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      -13703 | OU      | $-3449.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOUGHT THB/SOLD USD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-4537.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPTION DEC 25 95.75P                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -123 | NC      | $-11531.25    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | CIRS SGD 1.78% 09/17/2027 LCH                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | SG        |     -545000 | OU      | $829.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                             | CUSIP: 912797PR2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      846500 | PA      | $842531.91    | 1.69%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-18

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

**Signature:** Neslly Lynch

**Name of Signer:** Neslly Lynch

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