# EDGAR Filing Document

**Accession Number:** 0000831114
**File Stem:** 0001193125-26-191308
**Filing Date:** 2026-4
**Character Count:** 429352
**Document Hash:** e038091f66d82248808d13807e5b2e33
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-191308.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001193125-26-191308

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RBB FUND, INC.
- **CENTRAL INDEX KEY:** 0000831114

**ORGANIZATION NAME:**
- **EIN:** 510312196
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05518
- **FILM NUMBER:** 26915235

**BUSINESS ADDRESS:**
- **STREET 1:** 615 E. MICHIGAN ST.
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 609-731-6256

**MAIL ADDRESS:**
- **STREET 1:** 615 E. MICHIGAN ST.
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RBB FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FUND INC /DE/
- **DATE OF NAME CHANGE:** 19600201

## Series and Classes Contracts Data

### Abbey Capital Futures Strategy Fund (Series ID: S000045894)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000142999 | Class A Shares | ABYAX           |
| C000143000 | Class C Shares | ABYCX           |
| C000143001 | Class I Shares | ABYIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RBB Fund, Inc.

- **b. Investment Company Act file number:** 811-05518

- **c. CIK number of Registrant:** 0000831114

- **d. LEI of Registrant:** 5493005KKD0GVHSW0D29

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

  - **Street Address 1:** 615 East Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 262-378-6278

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

- **a. Name of Series:** Abbey Capital Futures Strategy Fund

- **b. EDGAR series identifier (if any):** S000045894

- **c. LEI of Series:** 54930025Q7DXOGT85W20

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2422921231.65

**Total Liabilities:** $3995631.93

**Net Assets:** $2418925599.72

**Amount of Assets Invested in Other Investment Companies:** $510008677.75

**Cash Not Reported:** $388923632.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 601325.600000000000 | **1-Year:** 25453.320000000000 | **5-Year:** -300.580000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 70516.990000000000 | **1-Year:** 76997.980000000000 | **5-Year:** 15631.210000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000142999 | 1.01%                | 3.01%                | 2.83%                |
| Class ID C000143000 | 0.86%                | 2.96%                | 2.79%                |
| Class ID C000143001 | 0.97%                | 3.08%                | 2.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2107285.95              | $555531.60                                 |
| Month 2  | $467089.40               | $-14842.52                                 |
| Month 3  | $333737.65               | $-716940.89                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                   | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                    | US 3YR NOTE (CBT) Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        10 | NC      | $6187.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bank Money Market Deposit Account | U.S. Bank Money Market Deposit Account           | CUSIP: 8AMMF0A92<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 156900800 | NS      | $156900799.76 | 6.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66585000 | PA      | $66471491.22  | 2.75%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 249648000 | PA      | $248519279.00 | 10.27%            | 2026-04-16      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76845000 | PA      | $76286369.11  | 3.15%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25887000 | PA      | $25628809.53  | 1.06%             | 2026-06-11      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86759000 | PA      | $85653798.80  | 3.54%             | 2026-07-09      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58758000 | PA      | $57858561.93  | 2.39%             | 2026-08-06      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12015000 | PA      | $12011390.33  | 0.50%             | 2026-03-05      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22474000 | PA      | $22451406.43  | 0.93%             | 2026-03-12      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105744000 | PA      | $105487630.02 | 4.36%             | 2026-03-26      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 118829000 | PA      | $118459094.84 | 4.90%             | 2026-04-02      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 148497000 | PA      | $147929968.65 | 6.12%             | 2026-04-09      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40124000 | PA      | $39915065.50  | 1.65%             | 2026-04-23      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83003000 | PA      | $82510085.86  | 3.41%             | 2026-04-30      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5615000 | PA      | $5578043.92   | 0.23%             | 2026-05-07      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31416000 | PA      | $31166068.13  | 1.29%             | 2026-05-21      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41973000 | PA      | $41609736.70  | 1.72%             | 2026-05-28      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88680000 | PA      | $87853740.95  | 3.63%             | 2026-06-04      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85215000 | PA      | $84186928.75  | 3.48%             | 2026-07-02      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75377000 | PA      | $74370631.14  | 3.07%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797TP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45490000 | PA      | $44853045.38  | 1.85%             | 2026-07-23      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797TQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26285000 | PA      | $25899486.58  | 1.07%             | 2026-07-30      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797TW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36162000 | PA      | $35583707.79  | 1.47%             | 2026-08-13      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797TX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 172343000 | PA      | $169472680.78 | 7.01%             | 2026-08-20      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TREASURY BILL                          | United States Treasury Bill                      | CUSIP: 912797TY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 147387000 | PA      | $144829098.63 | 5.99%             | 2026-08-27      | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| N/A                                    | TRY DOLLAR FUTURE Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |      -382 | NC      | $-11.52       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | BIST 30 FUTURES   Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TR        |       444 | NC      | $-18905.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | AUDUSD Crncy Fut  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -783 | NC      | $-3671870.18  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | AUDUSD Crncy Fut  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      1071 | NC      | $3061112.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | FTSE/JSE TOP 40   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZA        |       225 | NC      | $1616293.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | AUD/CAD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $77470.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | AUD/EUR FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $608.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | AUD/EUR FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5642.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | AUD/EUR FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $52733.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | AUD/GBP FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $116757.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | AUD/JPY FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $163737.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | AUD/NZD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $195256.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | AUD/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-28278.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | AUD/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4221.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | AUD/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3296218.61  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | AUD/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5663392.79   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | AUD/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5236.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | AUD/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4923.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | AUD/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1595.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | 10YR MINI JGB FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |       -17 | NC      | $-8631.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | STOXX 600 BANK    Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        24 | NC      | $28567.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SOYBEAN OIL FUTR  May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      1277 | NC      | $3440568.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SOYBEAN OIL FUTR  May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -793 | NC      | $-1150134.00  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SOYBEAN OIL FUTR  Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       126 | NC      | $418356.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SOYBEAN OIL FUTR  Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        38 | NC      | $89652.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | BP CURRENCY FUT   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -189 | NC      | $-42983.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | BP CURRENCY FUT   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       582 | NC      | $-488943.75   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | BRAZIL REAL FUT   Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         4 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | BRL/USD FWD 20260303                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1030910.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | BRL/USD FWD 20260303                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-469500.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | BRL/USD FWD 20260402                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $320.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | BRL/USD FWD 20260402                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $418235.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | Short Euro-BTP Fu Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      1589 | NC      | $345718.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Brent Fin Last Da May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         8 | NC      | $15490.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CORN FUTURE       May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |     -1041 | NC      | $-638025.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CORN FUTURE       May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       149 | NC      | $67175.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CORN FUTURE       Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |     -1256 | NC      | $-876150.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CORN FUTURE       Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -83 | NC      | $-43300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CORN FUTURE       Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -107 | NC      | $-31137.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CAD/EUR FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1703.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CAD/EUR FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3294.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CAD/JPY FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $83419.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CAD/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $435090.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CAD/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-584386.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CAD/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-26574.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CAD/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5717.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CAD/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-143683.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CAD/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $225302.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EURO STOXX BANK   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        47 | NC      | $-16769.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MILL WHEAT EURO   May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |      -844 | NC      | $-503346.84   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MILL WHEAT EURO   Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |      -226 | NC      | $-138690.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MILL WHEAT EURO   Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |       -35 | NC      | $-19732.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COCOA FUTURE      May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $-3381.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COCOA FUTURE      May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -265 | NC      | $3673066.37   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COCOA FUTURE      Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -69 | NC      | $1165220.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | C$ CURRENCY FUT   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -71 | NC      | $-24470.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | C$ CURRENCY FUT   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       256 | NC      | $-27425.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CAC40 10 EURO FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        -8 | NC      | $-20096.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CAC40 10 EURO FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       768 | NC      | $1150315.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CHF/EUR FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $156382.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CHF/EUR FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11760.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CHF/EUR FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $154868.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CHF/GBP FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2452.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CHF/GBP FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $24979.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CHF/GBP FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1584.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CHF/JPY FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $197072.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CHF/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3335.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CHF/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $23974.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CHF/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $469938.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CHF/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-426343.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CHF/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $24328.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CHF/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12607.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.919% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-264473.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.786% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $25549.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.754% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $11871.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.71% 6/17/2028                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $21258.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.683% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $18983.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.661% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $9245.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.6325% 6/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $16882.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.611% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7834.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.587% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $14313.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.526% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5434.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.496% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4587.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.48% 6/17/2028                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $8272.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.322% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-324.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.353% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $550.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.3125% 06/17/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-592.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.339% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $155.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.334% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $14.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.147% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-258440.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.93% 6/17/2031                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $20170.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.9115% 6/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $9567.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.878% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $8631.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.865% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $16535.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.817% 06/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $6925.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.783% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $11949.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.72% 6/17/2031                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4213.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.733% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4576.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.786% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $12117.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.76% 6/17/2031                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5331.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.626% 06/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1585.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.641% 06/17/2031 CONTRACT SWCOIR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4008.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.61% 06/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1137.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.6505% 06/17/2031                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2270.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.6200% 06/17/2031                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1417.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.585% 06/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $438.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.5775% 06/17/2031                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $228.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.571% 06/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $47.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.376% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-230149.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.22% 6/17/2036                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7253.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.166% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $18429.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.1485% 6/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $11566.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.118% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $10312.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.013% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5994.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.034% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $10287.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.072% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $8420.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.062% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4004.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.951% 06/17/2036 CONTRACT SWCOIR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5167.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.9535% 6/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1773.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.97% 06/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2113.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.975% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4431.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.9330% 06/17/2036                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1352.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.895% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1141.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.882% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $303.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.861% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-128.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.924% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2334.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | WTI CRUDE FUTURE  Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       927 | NC      | $3003304.03   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WTI CRUDE FUTURE  May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       186 | NC      | $154990.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WTI CRUDE FUTURE  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        33 | NC      | $101370.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WTI CRUDE FUTURE  Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        17 | NC      | $67730.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $696.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2312.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260304                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7226.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260304                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8610.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260305                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-544.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260305                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1621.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260311                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2375.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260311                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-540.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260312                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6991.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260312                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2169.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $15674.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $370460.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260320                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2043.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260320                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1086.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260323                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $498.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260323                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-648.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260324                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4328.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260324                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6396.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CLP/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14769.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | WTI CRUDE FUTURE  Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        15 | NC      | $32630.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CNH/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $25008.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CNH/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-15604.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CNH/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-138881.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CNH/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1140528.06   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CNH/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8389.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CNH/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $190957.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CNH/USD FWD 20260415                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2446.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CAN 10YR BOND FUT Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |      2880 | NC      | $927120.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | BRENT CRUDE FUTR  May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       382 | NC      | $1356655.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | BRENT CRUDE FUTR  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        56 | NC      | $278330.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | BRENT CRUDE FUTR  Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        42 | NC      | $111150.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260304                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-24341.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260304                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $13598.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260305                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5289.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260305                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11672.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260309                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2823.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260309                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3211.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260312                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4198.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260312                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7404.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $76239.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-57221.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260319                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2722.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260319                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4215.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260324                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-19449.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260324                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $13948.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COP/USD FWD 20260326                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1240.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | 3M CORRA Futures  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        33 | NC      | $-504.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3M CORRA Futures  Mar27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        78 | NC      | $29993.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3M CORRA Futures  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       633 | NC      | $53636.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3M CORRA Futures  Jun27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        34 | NC      | $15358.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3M CORRA Futures  Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |      1129 | NC      | $320282.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3M CORRA Futures  Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        90 | NC      | $19409.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | BRENT CRUDE FUTR  Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        19 | NC      | $54860.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Micro, EUR/USD    Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         6 | NC      | $130.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COTTON NO.2 FUTR  May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |     -1204 | NC      | $-433742.42   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COTTON NO.2 FUTR  May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       296 | NC      | $272845.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COTTON NO.2 FUTR  Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -107 | NC      | $9180.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CAN 2YR BOND FUT  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       843 | NC      | $42179.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CZK/EUR FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-762.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CZK/EUR FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $24467.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | CZK/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-695.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MILK FUTURE       Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $3260.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SX5E Dividend Fut Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        12 | NC      | $13966.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COFF ROBUSTA 10tn May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -122 | NC      | $117720.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COFF ROBUSTA 10tn Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -55 | NC      | $64220.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | DAX Mini Future   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         4 | NC      | $16247.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | DJIA MINI e-CBOT  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -50 | NC      | $19491.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | DJIA MINI e-CBOT  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       200 | NC      | $-173410.89   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO-SCHATZ FUT   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     -2900 | NC      | $-654547.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO-SCHATZ FUT   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       514 | NC      | $97086.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | DOLLAR INDEX      Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         3 | NC      | $1140.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | DOLLAR INDEX      Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -495 | NC      | $75279.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO FX CURR FUT  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1171 | NC      | $-1804874.63  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO FX CURR FUT  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       557 | NC      | $-58369.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | E-MINI CRUDE OIL  Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         6 | NC      | $7985.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO E-MINI FUT   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         2 | NC      | $-443.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WTI CRUDE FUTURE  Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $55040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WTI CRUDE FUTURE  May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $31990.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WTI CRUDE FUTURE  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $15980.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WTI CRUDE FUTURE  Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $14660.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WTI CRUDE FUTURE  Aug26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $2750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | E-MINI NATURAL GASApr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $4137.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MAIZE FUT         Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |       -10 | NC      | $-4504.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Mar27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       306 | NC      | $26763.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Mar28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       178 | NC      | $49139.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Mar29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        18 | NC      | $4401.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -5 | NC      | $-59.08       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Jun27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1240 | NC      | $183502.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Jun28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       336 | NC      | $84971.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Jun29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        43 | NC      | $10073.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -23 | NC      | $-2289.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        23 | NC      | $-5568.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Sep27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        76 | NC      | $13662.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Sep28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        32 | NC      | $7724.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -11 | NC      | $-2200.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      2256 | NC      | $427739.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Dec27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       333 | NC      | $142899.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO EURO EURIBOR  Dec28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       464 | NC      | $125810.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | S&P500 EMINI FUT  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -246 | NC      | $406910.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | S&P500 EMINI FUT  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       242 | NC      | $-598907.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EUR/GBP FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $18324.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/GBP FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $41773.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/GBP FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-96492.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/GBP FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16950.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/GBP FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $83244.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/HUF FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1056.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/HUF FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13891.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/HUF FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $73906.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/HUF FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1878.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/HUF FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $12778.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/JPY FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-694.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/JPY FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/JPY FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-83757.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/JPY FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-206410.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/JPY FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-20915.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/JPY FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $167723.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/NOK FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-412415.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/NOK FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $845477.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/NOK FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $28296.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/PLN FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/PLN FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/PLN FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6586.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/PLN FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $70545.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/PLN FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3721.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/PLN FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $144.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/SEK FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $28.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/SEK FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-34.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/SEK FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11611.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/SEK FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $33632.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/SEK FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-130835.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4076.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5032.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-242029.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $344287.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-63650.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7554.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-41374.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | EUR/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $27880.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | S&P MID 400 EMINI Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        33 | NC      | $357985.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CATTLE FEEDER FUT Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        57 | NC      | $-368212.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CATTLE FEEDER FUT May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        11 | NC      | $-89600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | UK Natural Gas FutApr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $12189.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | UK Natural Gas FutApr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $-40631.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | UK Natural Gas FutMay26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-3801.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | UK Natural Gas FutMay26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $7833.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NYSE FANG+ Idx Fu Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -3 | NC      | $10903.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | STOXX EURO ESG-X  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        64 | NC      | $123961.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | US 5YR NOTE (CBT) Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1806 | NC      | $754345.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LONG GILT FUTURE  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1450 | NC      | $1919491.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LONG GILT FUTURE  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      -990 | NC      | $-1041359.51  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | GBP/JPY FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1636.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | GBP/JPY FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5740.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | GBP/JPY FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $87080.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | GBP/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-506294.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | GBP/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $34075.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | GBP/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $690333.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | GBP/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-429267.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | GBP/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-170953.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | GBP/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $12848.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | GBP/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $12658.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | GBP/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-265871.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | GOLD 100 OZ FUTR  Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-29890.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | GOLD 100 OZ FUTR  Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       150 | NC      | $3531540.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | GOLD 100 OZ FUTR  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $25840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | STOXX 600 UTIL    Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        14 | NC      | $72650.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | DAX INDEX FUTURE  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       156 | NC      | $2154968.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | DAX INDEX FUTURE  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       -11 | NC      | $-99026.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | HSCEI Futures     Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |       -89 | NC      | $71401.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | HSCEI Futures     Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        84 | NC      | $-114100.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | HSTECH Futures    Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |       -75 | NC      | $63348.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 6.19% 6/17/2028                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-80330.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 5.917% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7139.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 5.901% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $6773.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 5.7625% 6/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7206.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 5.795% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $8694.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 5.75% 6/17/2028                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3317.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 5.705% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2287.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 5.755% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-3431.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 5.546% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-1352.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 6.431% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-55237.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.169% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $17245.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.125% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7751.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.036% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5989.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.128% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7811.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.061% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $6484.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 5.996% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5198.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 5.749% 06/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $308.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 5.741% 06/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $150.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 5.785% 06/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-2042.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 6.82% 6/17/2036                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-37777.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.588% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $17130.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.525% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7471.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.571% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $8270.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.501% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7054.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.4475% 6/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $6126.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.425% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5735.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 6.53% 06/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-7558.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.353% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4485.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.277% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3166.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.154% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1031.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.118% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $406.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 6.159% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-3355.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COPPER FUTURE     May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       140 | NC      | $600250.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COPPER FUTURE     May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -193 | NC      | $-1249325.00  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COPPER FUTURE     Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $24312.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | HANG SENG IDX FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |       269 | NC      | $-18773.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | HANG SENG IDX FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |       -52 | NC      | $11001.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NY Harb ULSD Fut  Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-29635.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NY Harb ULSD Fut  Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       480 | NC      | $4169833.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NY Harb ULSD Fut  May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        50 | NC      | $323471.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NY Harb ULSD Fut  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        42 | NC      | $314063.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NY Harb ULSD Fut  Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        17 | NC      | $135151.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NY Harb ULSD Fut  Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         9 | NC      | $84688.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | HUF/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-922.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | HUF/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $83580.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | HUF/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4764.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | HUF/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $53917.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MINI HSI IDX FUT  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        35 | NC      | $-636.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SP500 MIC EMIN FUTMar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $-841.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NASD100 MICRO EMINMar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $487.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | DJIA MICR MIN CBOTMar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $26.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MICRO EMIN RUS2000Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $-327.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IBEX 35 INDX FUTR Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        15 | NC      | $46915.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IBEX MINI IDX FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |         4 | NC      | $1139.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IDR/USD FWD 20260325                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2020.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IDR/USD FWD 20260325                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6107.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IDR/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $306.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IDR/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-20111.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | RAPESEED  EURO    May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |       135 | NC      | $-14415.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | RAPESEED  EURO    Aug26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        18 | NC      | $4874.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Euro-BTP Future   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      1010 | NC      | $2024585.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | FTSE KLCI FUTURE  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | MY        |        43 | NC      | $-18003.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ILS/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1793.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | ILS/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $16486.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | ILS/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-152319.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | ILS/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-86543.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260304                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14232.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260304                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4989.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260305                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $67458.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260305                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-53343.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260306                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13069.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260306                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $21012.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260310                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2973.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260310                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $24428.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260311                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6324.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260311                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8770.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260312                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14050.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260312                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $16372.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260317                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2593.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-45602.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $314410.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260323                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5387.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260327                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5116.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260330                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-334.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | INR/USD FWD 20260330                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $30023.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | 90-DAY BANK BILL  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -13 | NC      | $1669.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 90-DAY BANK BILL  Mar27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      -180 | NC      | $6038.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 90-DAY BANK BILL  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |     -2169 | NC      | $218742.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 90-DAY BANK BILL  Jun27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -46 | NC      | $6344.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 90-DAY BANK BILL  Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         9 | NC      | $-4642.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 90-DAY BANK BILL  Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |     -2075 | NC      | $449159.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 90-DAY BANK BILL  Sep27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -50 | NC      | $2941.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 90-DAY BANK BILL  Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      -309 | NC      | $84918.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 90-DAY BANK BILL  Dec27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -35 | NC      | $-3059.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | XAV  Health Care  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4240.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | XAB Materials     Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $22930.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | XAI Emini Industr Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $41370.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | XAE Energy        Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4 | NC      | $67490.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | XAP Cons Staples  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3510.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | XAU Utilities     Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4 | NC      | $23170.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | XAK Technology    Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $10710.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | XAY Cons Discret  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-13320.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | JPN 10Y BOND(OSE) Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |      -268 | NC      | $-586451.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | JPN 10Y BOND(OSE) Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |       184 | NC      | $156373.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IFSC NIFTY 50 FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |        91 | NC      | $-64020.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IFSC NIFTY 50 FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IN        |      -234 | NC      | $220724.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3MO TONA OSE      Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |      -437 | NC      | $3630.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | FCOJ-A FUTURE     May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -29 | NC      | $-28657.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | JPY/NZD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $64986.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | JPY/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $29.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | JPY/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $113098.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | JPY/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $867062.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | JPY/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1239674.73  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | JPY/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-17271.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | JPY/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $176924.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | JPY/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5490.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | JPY/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1010193.23  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | STOXX 600 INSU    Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         2 | NC      | $-29.54       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Phelix DE Base Q  Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |        -1 | NC      | $-8619.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Phelix DE Base Y  Jan27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | DE        |        -1 | NC      | $-36124.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | JPN YEN CURR FUT  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1378 | NC      | $288635.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COFFEE 'C' FUTURE May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -199 | NC      | $881221.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COFFEE 'C' FUTURE May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        17 | NC      | $-99993.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COFFEE 'C' FUTURE Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -18 | NC      | $67537.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COFFEE 'C' FUTURE Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $20287.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | KOREA 3YR BND FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |      -364 | NC      | $-35884.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CRUDE PALM OIL FU Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |       -20 | NC      | $2486.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CRUDE PALM OIL FU May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |       -62 | NC      | $13152.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CRUDE PALM OIL FU Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |       -25 | NC      | $2647.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CRUDE PALM OIL FU Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |         1 | NC      | $-96.38       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260303                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-320.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260303                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10287.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260304                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $27136.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260304                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-78638.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260305                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $13973.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260305                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13248.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260309                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4334.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260309                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-32542.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260310                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8209.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260311                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $39578.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260312                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $41103.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $115085.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1041736.45  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260320                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-27093.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260324                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14098.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-46365.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3353.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KRW/USD FWD 20260403                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3047.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | KC HRW WHEAT FUT  May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -68 | NC      | $-99112.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | KC HRW WHEAT FUT  May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        46 | NC      | $9525.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | KC HRW WHEAT FUT  Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -109 | NC      | $-169287.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | USD/SEK Future    Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -12 | NC      | $40794.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME PRI ALUM FUTR Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |     -1235 | NC      | $-2073608.00  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME PRI ALUM FUTR Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      1235 | NC      | $5487660.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME PRI ALUM FUTR Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -73 | NC      | $-44183.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME PRI ALUM FUTR Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       120 | NC      | $97238.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME PRI ALUM FUTR May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        73 | NC      | $30258.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME PRI ALUM FUTR Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -48 | NC      | $-77670.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME PRI ALUM FUTR Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       444 | NC      | $490056.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Lumber Future     May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $891.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LIVE CATTLE FUTR  Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       187 | NC      | $-373880.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LIVE CATTLE FUTR  Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $3080.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LIVE CATTLE FUTR  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       329 | NC      | $-614380.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LIVE CATTLE FUTR  Aug26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       119 | NC      | $-190410.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LIVE CATTLE FUTR  Oct26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         6 | NC      | $-2630.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LEAN HOGS FUTURE  Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       174 | NC      | $-74200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LEAN HOGS FUTURE  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       489 | NC      | $439580.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LEAN HOGS FUTURE  Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       159 | NC      | $104870.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD FUTURE   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      1023 | NC      | $-2043472.25  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD FUTURE   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |     -1023 | NC      | $1643014.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD FUTURE   Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        38 | NC      | $-12374.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD FUTURE   Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -126 | NC      | $110976.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD FUTURE   May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -51 | NC      | $21158.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD FUTURE   Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -375 | NC      | $137346.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD FUTURE   Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        49 | NC      | $-20039.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -31 | NC      | $-89021.00    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        31 | NC      | $220270.50    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $-36728.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $100023.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $53446.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-21951.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $6066.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-654.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-15900.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $33500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        13 | NC      | $87324.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $-31177.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-8747.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $26858.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -29 | NC      | $-38005.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        29 | NC      | $192322.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -150 | NC      | $-96729.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       150 | NC      | $1013250.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-2571.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $13551.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-866.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $4517.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $17810.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-4393.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-15347.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $3641.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $1962.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-1720.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $2592.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-4493.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-1546.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $432.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-1531.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $2011.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $2463.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-1415.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       142 | NC      | $62293.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -142 | NC      | $-21871.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-252.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $3009.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -72 | NC      | $-93561.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        72 | NC      | $41310.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-5137.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-5413.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-3055.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1341.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $1824.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $9161.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -18 | NC      | $-6959.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        18 | NC      | $34636.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-6551.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $15098.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-2607.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $2013.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-3778.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $2905.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $2482.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-2371.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -25 | NC      | $-22718.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        30 | NC      | $28957.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $8499.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $474.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $1248.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-2111.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $9461.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       108 | NC      | $50217.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-7358.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-1523.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $2410.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-2615.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ALUMINUM                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $12988.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $39374.25     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-52124.25    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $40869.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-47138.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-75258.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $128508.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-13874.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $40952.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $43696.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-41309.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -22 | NC      | $-351274.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        22 | NC      | $969245.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -22 | NC      | $-203618.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        22 | NC      | $851953.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-62058.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $28987.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-28549.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $30948.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $87332.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $12724.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-15222.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $25243.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -18 | NC      | $-131720.43   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        18 | NC      | $251244.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $42925.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-45036.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $28117.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-43605.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-45253.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $21369.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $9338.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-10919.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $9684.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $4429.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-13133.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $11984.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-14297.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $61150.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $36392.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-54105.14    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $62493.38     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-147968.63   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $2642.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -12 | NC      | $-178792.49   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $3234.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -22 | NC      | $-332343.33   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        22 | NC      | $123031.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-165076.74   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $56418.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-18569.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $14445.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-111426.45   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $113554.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $38913.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-28925.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        56 | NC      | $68212.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -56 | NC      | $-943019.06   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -21 | NC      | $-110825.86   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        21 | NC      | $242297.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $66794.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $10463.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $28077.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-42371.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-53490.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        10 | NC      | $58582.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-1126.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $3689.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        27 | NC      | $-95271.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -27 | NC      | $-2632.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $1765.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $28675.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $8625.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-35.39       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $-6874.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $7494.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $5962.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-882.23      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-18327.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-26617.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-3006.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $7997.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1488.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $888.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $1488.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-5928.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $3248.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-5924.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-16351.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $5137.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $11583.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-9151.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $9964.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-1249.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-5055.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-3805.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $-7602.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-37663.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-8990.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $3396.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-3564.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1486.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-7462.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $3731.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-4056.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $14365.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-17715.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1462.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-1564.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-9.00        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $8419.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        21 | NC      | $-23802.50    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -21 | NC      | $27211.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $10366.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-6705.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $3099.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-7186.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-6295.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $4839.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-4201.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $2816.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -30 | NC      | $29430.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        30 | NC      | $-70581.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -31 | NC      | $43247.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        31 | NC      | $-98108.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -24 | NC      | $24078.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        24 | NC      | $-58384.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $20962.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        15 | NC      | $-42255.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $-42957.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -14 | NC      | $30980.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -34 | NC      | $87995.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        34 | NC      | $-50471.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $-26661.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $5031.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $12227.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $-25248.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -18 | NC      | $36990.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        18 | NC      | $-7084.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $2137.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-814.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -22 | NC      | $5761.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $2185.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $288.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $6679.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $-9389.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-55.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $6383.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-98.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $3068.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-374.25      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-25.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-935.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-62.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME LEAD                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -27 | NC      | $7473.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $75895.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $6828.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $572401.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-74104.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-73519.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $9151.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-124513.45   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $26871.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $102732.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-281630.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-50185.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $8980.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-20012.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $58927.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-55262.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $20012.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-94620.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $90680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-42505.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN  SPOT                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $70065.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-6863.25     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $6600.75      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        13 | NC      | $69169.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $-53372.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $57927.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-44637.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $-16015.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $91247.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -9 | NC      | $-32460.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         9 | NC      | $48205.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-5589.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $5439.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-7905.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $6602.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        18 | NC      | $86655.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -18 | NC      | $-40093.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-5535.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $6023.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -91 | NC      | $-253670.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        91 | NC      | $484892.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-5718.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $5556.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $5089.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $717.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-345.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $-8354.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $43499.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-14285.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -17 | NC      | $-14056.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $51921.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $2329.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $4214.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -79 | NC      | $103887.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        79 | NC      | $177511.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $-3494.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-4331.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -11 | NC      | $-14077.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $-4777.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -24 | NC      | $-19607.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        24 | NC      | $80115.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        16 | NC      | $-13276.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $-21146.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $-1442.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $92.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -3 | NC      | $6592.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-3671.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $5557.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $-5326.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $928.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        69 | NC      | $-76607.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC   ($)                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $-18385.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL FUTURE Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -353 | NC      | $-4432653.76  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL FUTURE Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       353 | NC      | $2146620.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL FUTURE Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-42517.87    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL FUTURE Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        58 | NC      | $193052.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME NICKEL FUTURE Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $-47611.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER FUTURE Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       307 | NC      | $15650501.50  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER FUTURE Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -307 | NC      | $-3218514.50  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER FUTURE Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-14308.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER FUTURE Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $206660.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER FUTURE Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        75 | NC      | $518302.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME COPPER FUTURE Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-12832.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN FUTURE    Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $308138.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN FUTURE    Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $-208876.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME TIN FUTURE    Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $39985.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC FUTURE   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       828 | NC      | $3734590.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC FUTURE   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -828 | NC      | $-1541682.25  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC FUTURE   Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       141 | NC      | $271601.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC FUTURE   Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -120 | NC      | $159073.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC FUTURE   May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       106 | NC      | $-152088.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC FUTURE   Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $-2209.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | LME ZINC FUTURE   Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       271 | NC      | $-249422.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MSCI China A 50 F Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         1 | NC      | $-1010.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MSCI EmgMkt       Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       339 | NC      | $2862277.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MSCI EAFE         Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        62 | NC      | $571965.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MICRO GOLD        Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $6612.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MINI H-SHR IDX FU Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         3 | NC      | $-709.41      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ECX EMISSION      Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | NL        |       -51 | NC      | $150961.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ECX EMISSION      Dec27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | NL        |        -6 | NC      | $11272.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MIAX Red Wheat FutMay26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -105 | NC      | $-142912.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MIAX Red Wheat FutJul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -34 | NC      | $-38437.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.386% 3/15/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $292979.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.22% 3/15/2028                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $27570.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.2625% 3/15/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $29884.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.1225% 03/15/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $11123.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.135% 3/15/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $11464.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 7.2675% 03/15/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-45235.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.9175% 03/15/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $11061.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.8500% 03/15/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3689.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 6.76% 03/15/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-25924.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 6.725% 03/15/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-279.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.88% 09/14/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $26794.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.85% 3/12/2031                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $251217.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.63% 3/12/2031                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $11345.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.615% 3/12/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $21954.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 7.83% 03/12/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-48770.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.41% 03/12/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $11886.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.31% 03/12/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $6974.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.3025% 03/12/2031                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $6606.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 7.22% 03/12/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-26824.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.353% 09/11/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $25950.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 8.249% 3/5/2036                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $224938.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 8.03% 03/05/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7352.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 8.225% 03/05/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-45388.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.9625% 03/05/2036                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5970.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.8975% 03/05/2036                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $9277.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.7985% 03/05/2036                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5221.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.8275% 03/05/2036                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $9614.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MXN/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $105.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MXN/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MXN/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-102365.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MXN/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1261722.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MXN/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-56379.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MXN/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $619.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MXN/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $26211.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MXN/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $580.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.4131% 6/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $99047.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.27% 6/17/2028                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-11296.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.26% 6/17/2028                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7068.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.2099% 6/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2375.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.212% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4848.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.18% 6/17/2028                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3368.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.11% 6/17/2028                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $131.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.141% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1564.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.3035% 06/17/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-13620.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.321% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-9889.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.3625% 06/17/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-17714.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.323% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4991.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.315% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4806.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.2830% 06/17/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4066.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.245% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $6374.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.0875% 06/17/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-909.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.113% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $134.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.91% 6/17/2031                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $45714.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.995% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-8275.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.776% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3779.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.7755% 6/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7538.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.702% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4519.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.68% 06/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3616.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.839% 06/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-10145.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.8769% 6/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-11702.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.885% 06/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-12034.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.812% 06/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $9036.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.77% 06/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3656.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.749% 06/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $6449.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.6499% 06/17/2031                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1190.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.6325% 06/17/2031                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $833.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.605% 06/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $536.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.6015% 06/17/2031                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $393.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.303% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $29488.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.252% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-9761.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.253% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $9801.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.179% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3425.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.282% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-10958.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.308% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-11994.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.346% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-6755.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.1890% 06/17/2036                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7248.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.1025% 06/17/2036                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3799.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.094% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1730.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.055% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1904.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.065% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2303.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.16% 06/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $12184.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NATURAL GAS FUTR  Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -160 | NC      | $147210.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NATURAL GAS FUTR  May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -288 | NC      | $223650.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NATURAL GAS FUTR  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -108 | NC      | $144230.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NATURAL GAS FUTR  Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -29 | NC      | $88480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NATURAL GAS FUTR  Oct26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $37100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | YEN DENOM NIKKEI  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -26 | NC      | $-39933.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | YEN DENOM NIKKEI  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        14 | NC      | $243108.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NIKKEI 225  (SGX) Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -47 | NC      | $66308.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NIKKEI 225  (SGX) Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       195 | NC      | $3293351.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.076% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $155432.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.9905% 6/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-13387.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.988% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-20228.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.0355% 6/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-17428.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.058% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-10735.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.043% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-11324.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.025% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-12031.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.063% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-15808.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.072% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-10185.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.135% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7709.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.105% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $8888.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.12% 06/17/2028 CONTRACT SWCOIR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-16598.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.174% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3088.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.1725% 06/17/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3118.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.406% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-2937.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.309% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-1310.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.329% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-43.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.084% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $56223.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.0085% 6/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-6550.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.04% 6/17/2031                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-5381.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.072% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-4193.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.0625% 6/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-6819.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.022% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-12098.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.055% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-4824.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.109% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2820.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.104% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3006.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.154% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $575.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.316% 06/17/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-4861.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.164% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7178.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.095% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-1370.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.13% 6/17/2036                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-1553.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.1555% 6/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-343.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.1115% 6/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-5453.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.1185% 6/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-3887.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.144% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-1077.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.189% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-675.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.205% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-496.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.22% 6/17/2036                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-1502.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.334% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-5373.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.264% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5993.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.194% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $619.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NIKKEI 225  (OSE) Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        68 | NC      | $2796844.63   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NIKKEI 225 MINI   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        43 | NC      | $165907.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NOK/SEK FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-111937.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NOK/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4265.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NOK/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-116.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NOK/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2124571.43   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NOK/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1156349.06  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NOK/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12907.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NOK/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $226152.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NASDAQ 100 E-MINI Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        74 | NC      | $-550963.80   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NASDAQ 100 E-MINI Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -7 | NC      | $-18000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NEW ZEALAND $ FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        18 | NC      | $-4365.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NEW ZEALAND $ FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -63 | NC      | $-118846.03   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NIKKEI 225  (CME) Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $300600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NZD/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1404.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NZD/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-424.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NZD/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1410222.59   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NZD/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-679632.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NZD/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-57296.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NZD/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $170.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NZD/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $48382.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | NZD/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $74851.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | OAT FUTURE        May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $-387.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Euro-OAT Future   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      1265 | NC      | $2057480.13   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO-BOBL FUTURE  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       798 | NC      | $315558.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO-BOBL FUTURE  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -421 | NC      | $-478276.27   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | OMXS30 ESG Future Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SE        |         5 | NC      | $3705.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | TSR20 FOB FUT SCE May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |         4 | NC      | $1785.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | PALLADIUM FUTURE  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        25 | NC      | $197750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MEXICAN PESO FUT  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       994 | NC      | $1324819.59   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | PEN/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1719.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PEN/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $21912.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PHP/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-117296.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PHP/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $78727.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PHP/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1776.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PHP/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-333.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PLATINUM FUTURE   Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-3960.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | PLATINUM FUTURE   Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        56 | NC      | $831980.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | PLN/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1933.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PLN/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6093.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PLN/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-157020.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PLN/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $421.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PLN/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-59420.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | PLN/USD FWD 20260416                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-31414.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | S&P/TSX 60 IX FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |       217 | NC      | $3293273.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | S&P/TSX 60 IX FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |       -21 | NC      | $-76140.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.702% 3/18/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $69671.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.549% 3/18/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $57.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.52% 03/18/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1484.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.5204% 03/18/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $12440.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.4979% 09/16/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-11060.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.94% 3/18/2031                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $85870.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.8015% 3/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2609.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.779% 3/18/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-741.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.745% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1966.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.75% 03/18/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-15.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.796% 09/16/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-274.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.36% 3/18/2036                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $99867.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.368% 3/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-4935.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.263% 3/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2427.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.1825% 3/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $755.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.269% 3/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-2704.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.17% 03/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-9475.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 4.171% 03/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-992.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 4.2415% 09/16/2036                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $11025.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | COCOA FUTURE - IC Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $112526.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | OMXS30 IND FUTURE Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SE        |        -8 | NC      | $-3395.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | OMXS30 IND FUTURE Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SE        |       758 | NC      | $691436.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COCOA FUTURE - IC May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -124 | NC      | $1954705.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COCOA FUTURE - IC Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -58 | NC      | $886082.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | COCOA FUTURE - IC Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -4 | NC      | $34392.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Low Su Gasoil G   Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       458 | NC      | $2419519.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Low Su Gasoil G   May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        48 | NC      | $238050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Low Su Gasoil G   Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        28 | NC      | $121025.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Low Su Gasoil G   Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        12 | NC      | $71125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WHITE SUGAR (ICE) May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -224 | NC      | $136550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WHITE SUGAR (ICE) Aug26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |      -134 | NC      | $47840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WHITE SUGAR (ICE) Oct26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -30 | NC      | $700.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MSCI SING IX ETS  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       402 | NC      | $-33602.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MSCI SING IX ETS  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       -34 | NC      | $-14178.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SA RAND CURR(CME) Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         2 | NC      | $1225.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ROUGH RICE (CBOT) May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -30 | NC      | $5620.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CANOLA FUTR (WCE) May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | CA        |       137 | NC      | $9275.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CANOLA FUTR (WCE) Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | CA        |        25 | NC      | $557.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | E-Mini Russ 2000  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       381 | NC      | $-194583.71   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO-BUND FUTURE  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      1537 | NC      | $2331593.91   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO-BUND FUTURE  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -130 | NC      | $-283808.52   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO/JPY FUTURE   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       119 | NC      | $227267.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SOYBEAN FUTURE    May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      1038 | NC      | $1054202.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SOYBEAN FUTURE    Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       606 | NC      | $1069925.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SOYBEAN FUTURE    Nov26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        69 | NC      | $31100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.41% 6/17/2028                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $68395.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.3505% 6/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2313.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 6.3525% 6/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-1203.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 6.285% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $717.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.245% 6/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-1283.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 6.261% 06/17/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3654.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.24% 06/17/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-2799.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.2300% 06/17/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-1630.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.86% 6/17/2031                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $159815.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 6.731% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3260.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 6.804% 6/17/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-10367.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.715% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $252419.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.635% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $14436.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.5221% 6/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4692.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 7.509% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-13195.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 7.649% 6/17/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-15071.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 7.175% 06/17/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-3086.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SUGAR #11 (WORLD) Mar27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $-4345.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SUGAR #11 (WORLD) May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |     -2907 | NC      | $-110197.47   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SUGAR #11 (WORLD) May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        43 | NC      | $-7347.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SUGAR #11 (WORLD) Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -428 | NC      | $153283.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SUGAR #11 (WORLD) Oct26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -29 | NC      | $-1288.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IODEX IO FUT      Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |      -169 | NC      | $-49924.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IODEX IO FUT      Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |       395 | NC      | $-4735.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IODEX IO FUT      Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |        13 | NC      | $786.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SEK/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $38.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SEK/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1356.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SEK/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-455256.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SEK/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2126208.35  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SEK/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-127170.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | 1 MONTH SOFR FUT  Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -24 | NC      | $2000.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CHF CURRENCY FUT  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -14 | NC      | $-33688.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CHF CURRENCY FUT  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       199 | NC      | $55501.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE 3MTH SONIA FU Mar27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       166 | NC      | $69623.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE 3MTH SONIA FU Mar28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       143 | NC      | $70970.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE 3MTH SONIA FU Mar29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        23 | NC      | $11707.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE 3MTH SONIA FU Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        53 | NC      | $4245.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE 3MTH SONIA FU Jun27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1379 | NC      | $432157.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE 3MTH SONIA FU Jun28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       239 | NC      | $113169.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE 3MTH SONIA FU Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       604 | NC      | $143912.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE 3MTH SONIA FU Sep27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       648 | NC      | $322544.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE 3MTH SONIA FU Sep28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       414 | NC      | $190255.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE 3MTH SONIA FU Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1276 | NC      | $629186.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE 3MTH SONIA FU Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      -321 | NC      | $-85710.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE 3MTH SONIA FU Dec27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       155 | NC      | $75333.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE 3MTH SONIA FU Dec28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        37 | NC      | $16626.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Mar29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        56 | NC      | $21100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Mar27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        85 | NC      | $19037.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Mar28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       108 | NC      | $41837.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Jun29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        24 | NC      | $9812.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -71 | NC      | $587.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Jun27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       262 | NC      | $77950.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Jun27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -136 | NC      | $-105200.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Jun28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       130 | NC      | $54900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Sep28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1244 | NC      | $653737.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Sep29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        24 | NC      | $8937.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -761 | NC      | $-105637.50   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       841 | NC      | $-31537.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Sep27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       430 | NC      | $173575.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Dec28                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        70 | NC      | $26025.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Dec29                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        29 | NC      | $11762.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -910 | NC      | $-264319.05   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        56 | NC      | $9287.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | 3 MONTH SOFR FUT  Dec27                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       112 | NC      | $42500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.72% 3/18/2028                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $124858.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 1.696% 3/18/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-13123.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.616% 3/18/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $10623.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.55% 3/18/2028                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $8561.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.559% 3/18/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $8843.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.484% 03/18/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $6499.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.39% 03/18/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3563.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.3250% 03/18/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1532.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.347% 03/18/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2219.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 1.3275% 03/18/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-24155.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.4415% 09/16/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $29847.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.1% 3/18/2031                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $89247.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 2.0495% 3/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-13435.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.9125% 3/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $9531.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.931% 3/18/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $10058.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.784% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5870.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.675% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2764.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.651% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2080.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 1.655% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-21941.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.76% 09/16/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $23273.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.761% 09/16/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2355.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.375% 3/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $51720.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 2.3295% 3/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-11613.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.226% 3/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $8618.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.03% 03/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2947.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 2% 03/18/2036                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-10396.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.072% 09/16/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4514.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.0705% 09/16/2036                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $11072.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SGD/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1225.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SGD/USD FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2120.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SGD/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-47649.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SGD/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-103888.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SGD/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-60350.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SGD/USD FWD 20260415                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2298.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | SILVER FUTURE     May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        30 | NC      | $1379585.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SILVER FUTURE     May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-171094.29   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SILVER FUTURE     Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $32145.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | INR/USD Standard  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -1 | NC      | $50.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 2.361% 3/18/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-82240.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.288% 3/18/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $19938.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.283% 3/18/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $19614.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.2905% 03/18/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $13400.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.273% 3/18/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $12644.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.239% 3/18/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $22348.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.196% 3/18/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $9315.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.237% 03/18/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $11087.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 2.229% 3/18/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-10742.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.013% 03/18/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1405.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.0025% 03/18/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $951.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.9905% 03/18/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $432.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 1.963% 03/18/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-756.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 2% 03/18/2028                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-5901.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.077% 09/16/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $692.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.08% 09/16/2028                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $10596.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.1% 09/16/2028                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1185.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 2.718% 3/18/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-289953.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.6575% 3/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $23395.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.6455% 3/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $15095.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.619% 3/18/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $20984.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.598% 3/18/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $26226.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.616% 3/18/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $20796.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.57% 3/18/2031                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $23889.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.604% 3/18/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $13363.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.573% 3/18/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $18104.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.561% 3/18/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $11568.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 2.554% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-5638.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 2.6195% 3/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-21015.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.5475% 03/18/2031 CONTRACT SWCOIR | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $16508.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.519% 03/18/2031 CONTRACT SWCOIR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $9815.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.534% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $10441.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.385% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4222.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.4015% 03/18/2031                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $9822.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.405% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5057.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.317% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2076.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.299% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $632.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.312% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1175.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.343% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4938.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.3605% 03/18/2031                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3199.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 2.329% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-16966.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.424% 09/16/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $18996.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.433% 09/16/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4964.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.4375% 09/16/2031                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1333.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3.054% 3/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-359643.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 3.023% 3/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $14091.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.969% 3/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $29949.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.9525% 3/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $17001.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.9775% 03/18/2036                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $24624.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.9455% 3/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $16591.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.97% 3/18/2036                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $12018.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.93% 3/18/2036                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $15682.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 2.963% 3/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-11745.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 3% 3/18/2036                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-13192.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.9155% 3/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $34606.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.846% 03/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $14339.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.8% 03/18/2036                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $8056.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.7410% 03/18/2036                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7658.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.706% 03/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2542.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.691% 03/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1108.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.708% 03/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1772.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.787% 03/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7293.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.821% 09/16/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $8733.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.816% 09/16/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3300.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.777% 09/16/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1795.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.795% 09/16/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2489.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 2.7955% 09/16/2036                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2509.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | Emini S&P500 ESG  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        11 | NC      | $11090.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SWISS MKT IX FUTR Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        40 | NC      | $395655.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SOYBEAN MEAL FUTR May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -163 | NC      | $-282940.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SOYBEAN MEAL FUTR May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       256 | NC      | $124010.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SOYBEAN MEAL FUTR Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -91 | NC      | $-73960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.0355% 3/18/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4181.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED -0.0595% 3/18/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1283.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED -0.078% 03/18/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $719.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED -0.0865% 03/18/2028                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $460.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED -0.09% 03/18/2028                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-1413.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED -0.052% 09/16/2028                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2540.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED -0.0495% 09/16/2028                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $711.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 0.3815% 3/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-16295.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.3055% 3/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5892.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.308% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5966.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.223% 3/18/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3444.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.2485% 03/18/2031                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4201.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.163% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1663.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.1375% 03/18/2031                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $907.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.148% 03/18/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $2437.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 0.1079% 03/18/2031                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-173.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.168% 09/16/2031                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $209.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.19% 09/16/2031                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $687.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 0.691% 3/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-26300.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 0.6735% 3/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-8196.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.681% 3/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $8441.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.6565% 3/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $7643.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.6365% 3/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $6991.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.592% 03/18/2036 CONTRACT SWCOIR  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5542.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.5605% 3/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4516.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.55% 03/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $4174.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.466% 03/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $1439.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.48% 03/18/2036                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $5685.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS PAY FIXED 0.441% 03/18/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-3751.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.497% 09/16/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $3986.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | IRS REC FIXED 0.505% 09/16/2036                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $924.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | Three-Month SARON Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -3 | NC      | $16.27        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Three-Month SARON Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        51 | NC      | $19103.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | FTSE/MIB IDX FUT  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |        90 | NC      | $1150695.41   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | MINI FTSE/MIB FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |        17 | NC      | $58003.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | STOXX EUROPE 600  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       165 | NC      | $353368.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | THB/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22257.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | THB/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-51422.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | MINI TPX IDX FUT  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        53 | NC      | $174722.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | TOPIX INDX FUTR   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       211 | NC      | $6273031.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | TRY/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22786.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TRY/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1808.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TRY/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-218.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | US 2YR NOTE (CBT) Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        92 | NC      | $26601.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | US 2YR NOTE (CBT) Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1028 | NC      | $-337076.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260305                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $12431.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260305                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-17010.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260306                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2481.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260306                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7818.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260311                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4316.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260311                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2969.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260312                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1271.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260313                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-799.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $91947.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-58609.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260325                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14012.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1636.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-29305.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260402                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3419.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | TWD/USD FWD 20260407                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $665.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | FTSE Taiwan Index Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       277 | NC      | $882508.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | US 10YR NOTE (CBT)Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2189 | NC      | $1302581.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | US 10YR NOTE (CBT)Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -768 | NC      | $-472218.76   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | TTF NAT GAS F     Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | NL        |        10 | NC      | $5946.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | TTF NAT GAS F     Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | NL        |       -25 | NC      | $-46578.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO-BUXL 30Y BND Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -194 | NC      | $-797674.54   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO-BUXL 30Y BND Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        14 | NC      | $21851.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | USD/ZAR FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $131.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | USD/ZAR FWD 20260302                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3781.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | USD/ZAR FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-58204.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | USD/ZAR FWD 20260318                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $495631.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | USD/ZAR FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-613.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | USD/ZAR FWD 20260331                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14090.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                    | US LONG BOND(CBT) Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -39 | NC      | $-58500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | US LONG BOND(CBT) Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1203 | NC      | $1188550.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | US 10yr Ultra Fut Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       232 | NC      | $213093.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | EURO STOXX 50     Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      1029 | NC      | $2352679.01   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | STOXX 50 FUTR     Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         2 | NC      | $10374.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WHEAT FUTURE(CBT) May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       433 | NC      | $619157.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WHEAT FUTURE(CBT) May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |      -428 | NC      | $-1070125.00  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WHEAT FUTURE(CBT) Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       115 | NC      | $69462.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WHEAT FUTURE(CBT) Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -93 | NC      | $-192512.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WHEAT FUTURE(CBT) Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-45412.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | WHEAT FUTURE(CBT) Dec26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -35 | NC      | $-96850.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | US ULTRA BOND CBT Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       175 | NC      | $217828.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | US ULTRA BOND CBT Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -21 | NC      | $-29687.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE RTD MONTH COA Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE RTD MONTH COA Aug26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $1800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | Emini S&P ReEstateMar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $487.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | ICE RTD MONTH COA Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $2800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | GASOLINE RBOB FUT Apr26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       892 | NC      | $3674475.91   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | GASOLINE RBOB FUT May26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        67 | NC      | $222885.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | GASOLINE RBOB FUT Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        42 | NC      | $167433.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | GASOLINE RBOB FUT Jul26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        11 | NC      | $53151.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | INR/USD           Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |        -2 | NC      | $140.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | AUST 10Y BOND FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |     -2367 | NC      | $-1443725.61  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | AUST 10Y BOND FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         8 | NC      | $2630.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SPI 200 FUTURES   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |       -28 | NC      | $-132117.37   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | SPI 200 FUTURES   Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |       311 | NC      | $1840817.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | CAN 5YR BOND FUT  Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       760 | NC      | $145632.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | USD/CNH           Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |        -4 | NC      | $7044.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | FTSE CHINA A50    Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |       721 | NC      | $-152861.51   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | FTSE CHINA A50    Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |     -2429 | NC      | $81009.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | AUST 3YR BOND FUT Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |     -5886 | NC      | $308959.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | FTSE 100 IDX FUT  Mar26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       981 | NC      | $9954051.22   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NEW ZEAL 3MO BILL Jun26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NZ        |        56 | NC      | $3154.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                    | NEW ZEAL 3MO BILL Sep26                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NZ        |        45 | NC      | $5852.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-28

**Name of Applicant:** RBB Fund, Inc.

**Signature:** /s/ James G. Shaw

**Name of Signer:** RBB Fund, Inc.

**Title:** CFO COO Secretary